Risk Manager

Monitor portfolio risk, R-multiples, and position limits. Creates hedging strategies, calculates expectancy, and implements stop-losses. Use PROACTIVELY for...

Security Scan

Instruction-only finance risk-management skill whose requirements and instructions are coherent with its stated purpose; no installs, secrets, or surprising behaviors are requested, though a referenced resource file is missing and the source is unknown.

Purpose & Capability

Name, description, and runtime instructions all focus on portfolio risk, R-multiples, position sizing, VaR, hedging, and related outputs; there are no unrelated env vars, binaries, or install steps requested.

Instruction Scope

SKILL.md stays within finance/risk-management scope and does not instruct reading system files, env vars, or contacting external endpoints. It does reference opening resources/implementation-playbook.md, but that file is not present in the skill bundle — this is an inconsistency to resolve before relying on the skill for detailed examples.

Install Mechanism

No install specification and no code files — lowest-risk instruction-only skill; nothing will be written to disk by an installer.

Credentials

No required environment variables, credentials, or config paths are declared; requested capabilities align with a guidance/analysis skill and do not ask for unrelated secrets.

Persistence & Privilege

always is false and the skill is user-invocable; default autonomous invocation is allowed by platform but not excessive here. The skill does not request persistent privileges or to modify other skills.

Assessment

This is an instruction-only risk-management guide that appears coherent for its stated purpose. Before installing or using it for real trades: (1) note the skill references resources/implementation-playbook.md which is missing — ask the publisher for the missing file or examples; (2) never provide real brokerage/API credentials to an instruction-only skill — it currently doesn't request any, but avoid pasting secrets into prompts or outputs; (3) validate any position-sizing or hedging recommendations in a safe/test environment before acting; and (4) the skill's source is unknown and has no homepage — if you need stronger assurance, prefer skills from known publishers or request provenance/author information.

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.