Loading...
Loading...
Found 17 Skills
Trade sizing methods including fixed fractional, volatility-adjusted, Kelly criterion, and liquidity-constrained sizing
Use when the user needs a conservative position size from account equity, risk budget, entry, stop, and trading friction before entering a trade.
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.
HODLMM volatility risk monitor — reads Bitflow HODLMM pool state, computes current-state volatility proxy from bin distribution, scores regime (calm/elevated/crisis), and emits position-sizing or liquidity-pull signals for LP agents. Read-only; no wallet required.
Risk management rules learned from competition outcomes. Use when sizing positions or setting stop-losses.
Generate comprehensive trading plans with risk management, position sizing, entry/exit strategies, and performance tracking to trade with discipline and consistency.
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.
Implement and review risk controls, position sizing, portfolio heat limits, stop losses, and risk monitoring. Use when implementing risk management, reviewing risk controls, calculating position sizes, or analyzing portfolio risk exposure.
Assess portfolio risk using npx neural-trader — VaR, CVaR, Sharpe, position sizing, circuit breaker status
Event-driven investment strategy — identify and analyse corporate events (M&A, spinoffs, buybacks, index rebalancing, lockup expiry) that create pricing dislocations. Framework: event identification → sentiment scoring → historical price reaction → position sizing. Uses Longbridge news / filings / calendar data as signal inputs. Triggers: "事件驱动", "并购套利", "指数调整", "解禁套利", "事件策略", "公司事件策略", "事件投资", "套利机会", "事件驅動", "並購套利", "指數調整", "解禁套利", "事件策略", "公司事件策略", "event-driven", "event strategy", "merger arbitrage", "index rebalancing", "lockup expiry", "event investing", "corporate event trading", "special situation", "spinoff", "buyback catalyst".
Pre-trade risk check. Position sizing, stop placement, R-multiple math — before you click the button, not after.
Position sizing with Kelly criterion and bankroll management