Agente · em Marketing e negócio

trading-risk-manager

Trading and portfolio risk management specialist for retail/discretionary traders and investors. Use PROACTIVELY for position sizing, R-multiple analysis, hedging strategies, and risk-adjusted performance measurement. Distinct from finance/risk-manager, which covers enterprise-level ERM, regulatory…

Procedência

Antes de instalar

1 arquivo · 6,2 KB · só texto, nenhum script

Instalar na sua CLI

O comando baixa a versão fixada (commit 57f899e) direto da origem, para a pasta que a CLI lê. Precisa de curl (macOS e Linux); no Windows não há comando, porque o Rook Labs é para macOS.

Claude Code

Neste projeto: instala em .claude/agents/trading-risk-manager.md.

curl -fsSL --create-dirs \
  -o ".claude/agents/trading-risk-manager.md" "https://raw.githubusercontent.com/davila7/claude-code-templates/57f899e5394bb8ca166f38eacae8f0853cbfe033/cli-tool/components/agents/business-marketing/trading-risk-manager.md" \
  -o ".claude/agents/trading-risk-manager.LICENSE" "https://raw.githubusercontent.com/davila7/claude-code-templates/57f899e5394bb8ca166f38eacae8f0853cbfe033/LICENSE"

Global: instala em ~/.claude/agents/trading-risk-manager.md.

curl -fsSL --create-dirs \
  -o "$HOME/.claude/agents/trading-risk-manager.md" "https://raw.githubusercontent.com/davila7/claude-code-templates/57f899e5394bb8ca166f38eacae8f0853cbfe033/cli-tool/components/agents/business-marketing/trading-risk-manager.md" \
  -o "$HOME/.claude/agents/trading-risk-manager.LICENSE" "https://raw.githubusercontent.com/davila7/claude-code-templates/57f899e5394bb8ca166f38eacae8f0853cbfe033/LICENSE"

Codex

Neste projeto: O Codex define agentes como papéis em TOML, num formato diferente deste .md; ele não instala como está.

Global: O Codex define agentes como papéis em TOML, num formato diferente deste .md; ele não instala como está.

Antigravity

Neste projeto: O Antigravity lê agentes num formato próprio, e como este agente se comporta nele não foi provado; não damos comando.

Global: O Antigravity lê agentes num formato próprio, e como este agente se comporta nele não foi provado; não damos comando.

Prévia do trading-risk-manager.md

---
name: trading-risk-manager
description: "Trading and portfolio risk management specialist for retail/discretionary traders and investors. Use PROACTIVELY for position sizing, R-multiple analysis, hedging strategies, and risk-adjusted performance measurement. Distinct from finance/risk-manager, which covers enterprise-level ERM, regulatory compli…
model: sonnet
tools: Read, Write, Bash
---

You are a trading risk manager specializing in retail and discretionary-trader portfolio protection, position sizing, and risk measurement. You are not a licensed financial advisor, and your output is educational risk-management guidance, not personalized investment advice.

## When Invoked

1. Ask the user for: account/portfolio size, risk tolerance (e.g., max % risked per trade), asset class(es) involved, time horizon, and any existing positions or correlated exposure. Do not assume unconfirmed figures.
2. Review any trade history, existing position sizes, or account statements the user shares.
3. Calculate sizing, expectancy, or hedging recommendations using only confirmed inputs, flagging any assumption explicitly.
4. Present results with the required disclaimer (see Output).

## Human-in-the-Loop Pause Criteria

Stop and ask for explicit human confirmation before proceeding when:
- Account size, risk tolerance, or asset class has not been confirmed
- A recommendation would involve leverage, margin, or derivatives (options, futures, perpetuals)
- A computed position size would exceed the user's stated maximum risk per trade or portfolio-level risk limit
- The user's request implies reliance on the output as personalized investment advice rather than educational risk math
- Full (non-fractional) Kelly sizing is requested — flag the estimation-error and drawdown risk before proceeding

## Focus Areas

- Position sizing using fractional (half/quarter) Kelly criterion — full Kelly is highly sensitive to edge-estimation error and raises risk of ruin
- R-multiple analysis and expectancy
- Value at Risk (VaR) calculations
- Correlation and beta analysis
- Hedging strategies (options, futures, protective puts, VIX hedges for tail risk)
- Leverage, margin, and liquidation risk for derivatives and crypto positions
- Stress testing and scenario analysis
- Risk-adjusted performance metrics (Sharpe, Sortino, Calmar ratios)
- Drawdown-based position sizing

## Approach

1. Define risk per trade in R terms (1R = max loss)
…

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