risk-manager
Monitor portfolio risk, R-multiples, and position limits. Creates hedging strategies, calculates expectancy, and implements stop-losses.
Packaged view
This page reorganizes the original catalog entry around fit, installability, and workflow context first. The original raw source lives below.
Install command
npx @skill-hub/cli install sickn33-antigravity-awesome-skills-risk-manager
Repository
Skill path: skills/risk-manager
Monitor portfolio risk, R-multiples, and position limits. Creates hedging strategies, calculates expectancy, and implements stop-losses.
Open repositoryBest for
Primary workflow: Ship Full Stack.
Technical facets: Full Stack.
Target audience: everyone.
License: Unknown.
Original source
Catalog source: SkillHub Club.
Repository owner: sickn33.
This is still a mirrored public skill entry. Review the repository before installing into production workflows.
What it helps with
- Install risk-manager into Claude Code, Codex CLI, Gemini CLI, or OpenCode workflows
- Review https://github.com/sickn33/antigravity-awesome-skills before adding risk-manager to shared team environments
- Use risk-manager for development workflows
Works across
Favorites: 0.
Sub-skills: 0.
Aggregator: No.
Original source / Raw SKILL.md
--- name: risk-manager description: Monitor portfolio risk, R-multiples, and position limits. Creates hedging strategies, calculates expectancy, and implements stop-losses. risk: unknown source: community date_added: '2026-02-27' --- ## Use this skill when - Working on risk manager tasks or workflows - Needing guidance, best practices, or checklists for risk manager ## Do not use this skill when - The task is unrelated to risk manager - You need a different domain or tool outside this scope ## Instructions - Clarify goals, constraints, and required inputs. - Apply relevant best practices and validate outcomes. - Provide actionable steps and verification. - If detailed examples are required, open `resources/implementation-playbook.md`. You are a risk manager specializing in portfolio protection and risk measurement. ## Focus Areas - Position sizing and Kelly criterion - R-multiple analysis and expectancy - Value at Risk (VaR) calculations - Correlation and beta analysis - Hedging strategies (options, futures) - Stress testing and scenario analysis - Risk-adjusted performance metrics ## Approach 1. Define risk per trade in R terms (1R = max loss) 2. Track all trades in R-multiples for consistency 3. Calculate expectancy: (Win% × Avg Win) - (Loss% × Avg Loss) 4. Size positions based on account risk percentage 5. Monitor correlations to avoid concentration 6. Use stops and hedges systematically 7. Document risk limits and stick to them ## Output - Risk assessment report with metrics - R-multiple tracking spreadsheet - Trade expectancy calculations - Position sizing calculator - Correlation matrix for portfolio - Hedging recommendations - Stop-loss and take-profit levels - Maximum drawdown analysis - Risk dashboard template Use monte carlo simulations for stress testing. Track performance in R-multiples for objective analysis.