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Found 11 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.
Generate Minervini-style breakout trade plans from VCP screener output with worst-case risk calculation, portfolio heat management, and Alpaca-compatible order templates (stop-limit bracket for pre-placement, limit bracket for post-confirmation). Use when user has VCP screener results and wants actionable trade plans with entry/stop/target levels and position sizing.
Monitor portfolio risk, R-multiples, and position limits. Creates hedging strategies, calculates expectancy, and implements stop-losses. Use PROACTIVELY for risk assessment, trade tracking, or portfolio protection.
Risk measurement and stress testing via Longbridge — computes VaR (historical simulation / parametric), CVaR (expected shortfall), max drawdown, Sharpe ratio, Calmar ratio, and runs historical scenario stress tests (2008 GFC, 2020 COVID crash, 2022 rate-hike cycle). Triggers: "风险分析", "VaR", "压力测试", "最大回撤", "夏普比率", "CVaR", "历史情景", "尾部风险", "风险测量", "風險分析", "壓力測試", "最大回撤", "夏普比率", "歷史情景", "尾部風險", "風險測量", "risk analysis", "VaR value at risk", "CVaR", "stress test", "max drawdown", "Sharpe ratio", "Calmar ratio", "tail risk", "historical scenario".
AI-powered portfolio risk management and optimization. Use when sizing positions, managing portfolio allocation, calculating risk metrics (VaR, Sharpe), rebalancing, or implementing defensive strategies. Covers: position sizing, correlation analysis, drawdown management, dynamic rebalancing, kill switches.
Calculate portfolio risk metrics including VaR, CVaR, Sharpe, Sortino, and drawdown analysis. Use when measuring portfolio risk, implementing risk limits, or building risk monitoring systems.
Estimate potential future losses using VaR, Expected Shortfall, Monte Carlo simulation, and stress testing. Use when the user asks about Value-at-Risk, CVaR, Expected Shortfall, scenario analysis, stress testing, or factor-based risk decomposition. Also trigger when users mention 'how much could I lose', 'worst-case scenario', 'tail risk', 'risk budget', 'component VaR', 'marginal VaR', '99% confidence loss', 'Monte Carlo simulation', or ask how to project portfolio risk forward.
Use Hive Intelligence MCP through UXC for broad crypto market, onchain, portfolio, and risk workflows with help-first discovery and convenience-layer guardrails.
Assess portfolio risk using npx neural-trader — VaR, CVaR, Sharpe, position sizing, circuit breaker status
Portfolio risk analysis including Value at Risk (parametric, historical, Monte Carlo), Conditional VaR, stress testing, drawdown analysis, and factor exposure assessment.
Calculate Value at Risk to estimate maximum portfolio loss at a given confidence level. Use this skill when the user needs to quantify downside risk, set risk limits, or report regulatory risk measures — even if they say 'worst case loss', 'portfolio risk', or 'how much could we lose'.