技能 Risk Manager
📊

Risk Manager

安全

建立系統化���資組合風險管理策略

交易者常面臨風險衡量不一致與情緒化決策的挑戰。此技能提供系統化的 R 倍數追蹤、部位規劃以及對沖策略，以實現紀律性的投資組合保護。

支援: Claude Codex Code(CC)
📊 69 充足
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下載技能 ZIP

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在 Claude 中上傳

前往 設定 → 功能 → 技能 → 上傳技能

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開啟並開始使用

測試它

正在使用「Risk Manager」。 Account: $25,000, Risk per trade: 1.5%, Entry: $120, Stop: $115

預期結果:

Position Size: 75 shares | Capital at Risk: $375 (1.5%) | Dollar Risk per Share: $5 | Total Position Value: $9,000 (36% of account)

正在使用「Risk Manager」。 Trade history: +3R, -1R, +2R, -1R, +1.5R, +4R, -1R

預期結果:

Win Rate: 57% (4/7) | Avg Win: 2.63R | Avg Loss: -1R | Expectancy: +1.07R per trade | With 60 trades/year at 1R=$500: Expected annual return ~$32,100

安全審計

安全
v1 • 2/24/2026

This is a prompt-only skill with no executable code. Static analysis scanned 0 files and detected 0 potential security issues with a risk score of 0/100. The skill provides guidance and templates for financial risk management without any code execution, network access, or file system operations. No security concerns identified.

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審計者: claude

品質評分

38
架構
100
可維護性
87
內容
31
社群
100
安全
74
規範符合性

你能建構什麼

投資組合風險評估

產生綜合風險報告，分析部位暴露、相關性風險與投資組合層級的風險值。識別集中風險並建議分散化策略。

交易績效追蹤

以 R 倍數追蹤所有交易以計算勝率、平均盈虧與整體期望值。消除績效評估的情緒偏誤。

對沖策略設計

使用選擇權、期貨或反向部位建立保護性對沖策略。計算投資組合保險的對沖比率與成本效益分析。

試試這些提示

基本部位規劃 
Calculate the appropriate position size for a trade where I have a $10,000 account, want to risk 2% per trade, my entry is $50, and my stop-loss is $45.
R 倍數交易追蹤 
I have 5 closed trades with the following results in R: +2.5R, -1R, +0.5R, +3R, -1R. Calculate my win rate, average win, average loss, and overall expectancy.
相關性分析 
Analyze the correlation risk in my portfolio containing: SPY (40%), QQQ (30%), IWM (20%), and TLT (10%). Identify concentration risks and suggest diversification improvements.
選擇權對沖策略 
Design a protective put strategy for my $500,000 equity portfolio currently at risk from market volatility. Calculate the cost of 5% downside protection for 3 months using SPY puts.

最佳實務

  • Always define maximum risk per trade (1-2% of account) before entering positions
  • Track every trade in R-multiples to enable objective performance analysis
  • Use systematic stop-losses and never move them further away after entry

避免

  • Increasing position size after losses to recover quickly (gambler's fallacy)
  • Removing stop-losses or widening them when trades move against you
  • Ignoring correlation risk by holding multiple positions with identical exposures

常見問題

What is an R-multiple and why should I use it?
An R-multiple expresses profit or loss relative to your initial risk (1R = maximum loss on a trade). Using R-multiples normalizes performance across different position sizes and enables objective strategy comparison.
How do I calculate optimal position size?
Position Size = (Account Value × Risk %) ÷ (Entry Price - Stop Price). For a $10,000 account risking 2% with a $5 stop distance, you would buy 40 shares ($200 risk ÷ $5 per share).
What is the Kelly criterion?
The Kelly criterion calculates optimal bet size as: K% = W - (1-W)/R, where W is win rate and R is win/loss ratio. Most traders use half-Kelly to reduce volatility while maintaining positive expectancy.
How often should I rebalance my portfolio?
Review correlations and position weights monthly or after significant market moves. Rebalance when any position deviates more than 25% from target weight or when correlations increase materially.
What is Value at Risk (VaR)?
VaR estimates the maximum expected loss over a specific time period at a given confidence level. A 95% one-day VaR of $10,000 means there is a 5% chance of losing more than $10,000 in one day.
When should I use hedging strategies?
Hedge when portfolio risk exceeds your tolerance, during known high-volatility events (earnings, Fed meetings), or when you want to maintain long positions while protecting against short-term downside.

開發者詳情

作者

sickn33

授權

MIT

儲存庫

https://github.com/sickn33/antigravity-awesome-skills/tree/main/skills/risk-manager

引用

main

檔案結構

📄 SKILL.md