Agent skill · business finance · tradermonty
position-sizer
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, fractional-share sizing, or portfolio risk allocation. Supports stop-loss distance calculation, volatility scaling, and sector concentration checks.
Why this skill is useful
Adds an executable script for calculating risk-based position sizes with multiple methodologies that aren't in public docs.
What it needs
Requires python installed locally. About 4k tokens when loaded. Last updated 2026-08-06. 2,581 stars on the source repository.
What this skill does
Position Sizer Overview Calculate the optimal number of shares to buy for a long stock trade based on risk management principles. Supports three sizing methods: Fixed Fractional: Risk a fixed percentage of account equity per trade (default: 1%) ATR-Based: Use Average True Range to set volatility-adjusted stop distances Kelly Criterion: Calculate mathematically optimal risk allocation from historical win/loss statistics All methods apply portfolio constraints (max position %, max sector %) and output a final recommended share count with full risk breakdown. The default output is whole shares. Use --fractional only when the user's broker supports fractional shares for the security and order type. When to Use User asks "how many shares should I buy?" User wants to calculate position size for a specific trade setup User mentions risk per trade, stop-loss sizing, or portfolio allocation User asks about Kelly Criterion or ATR-based position sizing User has a small account where whole-share rounding would under-deploy a defined risk budget User wants to check if a position fits within portfolio concentration limits Prerequisites No API keys required Python 3.9+ with standard library only Workflow Step 1: Gather Trade Parameters Collect from the user: Required: Account size (total equity) Mode A (Fixed Fractional): Entry price, stop price, risk percentage (default 1%) Mode B (ATR-Based): Entry price, ATR value, ATR multiplier (default 2.0x), risk percentage Mode C (Kelly Criterion): Win rate, average win, average loss; optionally entry and stop for share calculation Optional constraints: Max position % of account, max sector %, current sector exposure Optional share mode: Whole shares by default, or fractional shares with --fractional --share-precision N when supported by the broker If the user provides a stock ticker but not specific prices, use available tools to look up the current price and suggest entry/stop levels based on technical analysis. …
How to use it
Reference it in AdaL, Claude Code, Cursor or any coding agent — nothing to install:
@skills tradermonty/position-sizer