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Trading and investing

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. Trading analysis or dry-run only; live data and broker access require separately available host tools.

Works with the context you provideVersion 1.0.0

Position Sizer

First read and apply `references/chiefos-runtime.md`. Choose the source method below that matches the requested outcome and available evidence; do not execute every alternate provider path.

tradermonty: position-sizer

Load `references/tradermonty/position-sizer/SKILL.md` for the complete method, required inputs, ordered decisions, and output contract. Resolve its local resources beneath the same directory.

agiprolabs: kelly-criterion

Load `references/agiprolabs/kelly-criterion/SKILL.md` for the complete method, required inputs, ordered decisions, and output contract. Resolve its local resources beneath the same directory.

agiprolabs: position-sizing

Load `references/agiprolabs/position-sizing/SKILL.md` for the complete method, required inputs, ordered decisions, and output contract. Resolve its local resources beneath the same directory.

Alternate source routing

Additional methods: kelly-criterion, position-sizing. Use the applicable source for its provider and output, retaining the same canonical ChiefOS identity. For a source-specific request, load that source method before answering.

For upstream sibling names, resolve the canonical skill and source entrypoint with `references/source-routing.json`. Load sibling resources from that canonical skill; do not assume the original directory name is independently installed.