ml4t-position-sizing skillA
ml4t-position-sizing is agent-read markdown (skill) from ml4t/skills: Convert signals to position sizes using volatility targeting and risk budgets. Use when scaling trade size relative to conviction and portfolio risk..
Indexed from public GitHub and served as immutable, content-addressed versions. Install it pinned to an exact SHA-256 with the mdr CLI, and every file is verified against the hash recorded here before it reaches your agent. The deterministic audit below grades the latest version, and the same file always earns the same grade.
What the file says
# Position Sizing Equal-weight portfolios ignore that a 1% position in a 40-vol crypto asset carries 8x the risk of a 1% position in a 5-vol bond ETF. Without volatility-aware sizing, portfolio risk is dominated by the noisiest assets. ## The Problem Signal-based strategies produce alpha scores, but scores are not position sizes. Naively allocating equal weight to every signal treats all assets as interchangeable. The result: a few high-volatility names drive total portfolio variance, drowning out the diversified signal you worked to build. Volatility targeting fixes this by scaling each position inversely to its risk. ## The Pattern ### WRONG ```python import numpy as np # Equal weight: ignores that BTC vol >> SPY vol signals = np.array([0.8, 0.6, 0.3, -0.5]) weights = signals / np.abs(signals).sum() # [-0.36, 0.27, 0.14, -0.23] # BTC at 40% vol gets same weight as SPY at 15% vol ``` ### CORRECT ```python import numpy as np signals = np.array([0.8, 0.6, 0.3, -0.5]) realized_vol = np.array([0.40, 0.25, 0.15, 0.10]) # annualized target_vol = 0.10 # 10% portfolio vol target # Step 1: signal-proportional base weights base = signals / np.abs(signals).sum() …
Read the whole file at its exact version.
How to install
mdr add ml4t/skills/ml4t-position-sizing@git:20260901.c415df0mdr add ml4t/skills/ml4t-position-sizing@sha256:91be6ef6388cf9d8Pin to a label to follow the author's releases, or to a sha256 to freeze the exact bytes forever. Either way the resolved hash is written to mdr.lock, and mdr install reproduces it on any machine.
[](https://markdownregistry.com/a/art_edunykgumvnshbt2)
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Versions
| version | committed | commit | size | audit | |
|---|---|---|---|---|---|
| git:20260901.c415df0 latest | 2026-09-01 | c415df0 | 3,917 B | A | view · diff |
| git:20260528.303089e | 2026-05-28 | 303089e | 3,923 B | A | view |
Audit of the latest version
- pass: Frontmatter block present
- pass: Frontmatter declares a name
- pass: Frontmatter declares a description
- pass: Size between 200 bytes and 200 KB (3917 bytes)
- pass: No zero-width or bidi control characters
- pass: No instruction hidden inside an HTML comment
- pass: No link to an exfiltration or paste host
- pass: No credential-shaped string
- pass: No instruction to send local credentials anywhere
- pass: No text hidden with inline styles
- pass: No prompt-injection phrasing
- pass: No curl or wget piped into a shell
- pass: No recursive delete of root, home or parent
- pass: No instruction to read or print local credentials
- pass: No base64 blob over 200 characters
- pass: No link to a raw IP address
- pass: No script tag
Source
ml4t/skills · 19 stars · license Apache-2.0 · pushed 2026-09-24 · branch main
API
GET https://markdownregistry.com/api/v1/artifacts/art_edunykgumvnshbt2 GET https://markdownregistry.com/api/v1/resolve?ref=ml4t/skills/ml4t-position-sizing GET https://markdownregistry.com/api/v1/blob/91be6ef6388cf9d8c673e28ab73f6213820141b072815b6e43bd02485072cdce
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