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Found 6 Skills
Master of capital preservation and position sizing - combining Kelly Criterion, volatility targeting, correlation analysis, and drawdown management to survive and thrive in marketsUse when "risk management, position size, stop loss, drawdown, kelly, risk per trade, portfolio risk, volatility, max loss, trading, risk-management, position-sizing, kelly-criterion, drawdown, volatility, stop-loss, portfolio-risk" mentioned.
Use to convert probabilities into decisions (bet/pass/hedge) and optimize scoring. Invoke when need to calculate edge, size bets optimally (Kelly Criterion), extremize aggregated forecasts, or improve Brier scores. Use when user mentions betting strategy, Kelly, edge calculation, Brier score, extremizing, or translating belief into action.
Betting analysis — odds conversion, de-vigging, edge detection, Kelly criterion, arbitrage detection, parlay analysis, and line movement. Pure computation, no API calls. Works with odds from any source: ESPN (American odds), Polymarket (decimal probabilities), Kalshi (integer probabilities). Use when: user asks about bet sizing, expected value, edge analysis, Kelly criterion, arbitrage, parlays, line movement, odds conversion, or comparing odds across sources. Also use when you have odds from ESPN and a prediction market price and want to evaluate whether a bet has positive expected value. Don't use when: user asks for live odds or market data — use polymarket, kalshi, or the sport-specific skill to fetch odds first, then use this skill to analyze them.
Calculate risk-based position sizes for long stock trades. Use when user asks about position sizing, how many shares to buy, risk per trade, Kelly criterion, ATR-based sizing, or portfolio risk allocation. Supports stop-loss distance calculation, volatility scaling, and sector concentration checks.
Position sizing: Kelly criterion, fractional Kelly, risk budgeting, maximum position sizes, conviction weighting.
Position sizing with Kelly criterion and bankroll management