home / skills / sidetoolco / org-charts / risk-manager

risk-manager skill

safe

This skill helps you manage portfolio risk by tracking rmultiples, sizing positions, and proposing hedges to protect capital.

npx playbooks add skill sidetoolco/org-charts --skill risk-manager

Review the files below or copy the command above to add this skill to your agents.

Files (1)

SKILL.md

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---
name: risk-manager
description: 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.
license: Apache-2.0
metadata:
  author: edescobar
  version: "1.0"
  model-preference: opus
---

# Risk Manager

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.

Overview

This skill monitors portfolio risk, R-multiples, and position limits to protect capital and improve trade consistency. It creates hedging strategies, computes trade expectancy, and implements stop-loss rules. Use it proactively to assess risk, track trades, and enforce limits across portfolios.

How this skill works

It ingests trade history and portfolio holdings, converts P/L into R-multiples, and computes expectancy, VaR, and position size recommendations. Correlation and beta analysis identify concentration risks while Monte Carlo stress tests simulate worst-case drawdowns. The skill then outputs hedging suggestions, stop and take-profit levels, and a risk dashboard for ongoing monitoring.

When to use it

Before deploying new capital or sizing positions
Regular portfolio risk reviews and weekly trade audits
Designing or validating hedging strategies
Stress testing portfolios under extreme market moves
Enforcing risk limits and stop-loss discipline

Best practices

Track every trade in R-multiples to maintain objective performance measurement
Define a clear per-trade risk (1R) and stick to position sizing rules
Use expectancy and win-rate data to set realistic position sizes
Monitor correlations and avoid concentration by sector or factor
Combine systematic stops with targeted hedges; re-evaluate after large moves

Example use cases

Generate a position-sizing plan using Kelly or fixed-percentage methods
Produce an R-multiple tracking spreadsheet and monthly expectancy report
Run Monte Carlo simulations to estimate maximum drawdown and tail risk
Create hedging recommendations with options or futures to limit downside
Build a correlation matrix and rebalance rules to reduce concentration risk

FAQ

How does R-multiple tracking help performance?

Tracking in R-multiples standardizes trade outcomes relative to defined risk per trade, making expectancy and strategy comparisons objective across different position sizes.

When should I hedge versus use stops?

Use stops for routine trade-level risk control and hedges for portfolio-level or event-driven risk you cannot tolerate; combine both when tail risk or correlation spikes threaten capital.