ml4t-position-sizing SKILL.md skillA
ml4t-position-sizing from ml4t/skills is an agent skill: a SKILL.md folder an AI agent loads when a task calls for it.
mdr add ml4t/skills/ml4t-position-sizing@git:20260901.c415df0Pins git:20260901.c415df0 in mdr.lock. Pin the fingerprint instead.
- Audit grade
- A, 17 of 17 checks passed
- Kind
- SKILL.md skill
- Repository
- ml4t/skills
- Path
portfolio/position-sizing/SKILL.md- Versions recorded
- 2
- Latest version
- git:20260901.c415df0, committed Sep 1, 2026
- First version recorded
- May 28, 2026
- Size
- 3,917 bytes
- Repository stars
- 41
- License
- Apache-2.0
Convert signals to position sizes using volatility targeting and risk budgets. Use when scaling trade size relative to conviction and portfolio risk.
Collected from public GitHub. Every version is saved exactly as it was and never changes. Install it at an exact version with the mdr tool, and every file is checked before it reaches your agent. The main file is checked against the SHA-256 fingerprint recorded here, and the others against the fingerprints GitHub keeps for its source commit. The automatic checks below grade the latest version, and the same checks always give the same file 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@sha256:91be6ef6388cf9d8The line at the top of this page pins the label git:20260901.c415df0, which is what most people want. This one pins the sha256 fingerprint of the contents instead, so it survives a label being moved. Either way the exact version is written to mdr.lock, and mdr install downloads and checks those contents again, so it installs them exactly or stops with an error.
[](https://markdownregistry.com/a/art_edunykgumvnshbt2)
2 badge image fetches in 30 days. What the badge shows.
Versions
The registry has recorded 2 versions of this file, between May 28, 2026 and Sep 1, 2026, about one every 96 days.
| 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 · 41 stars · license Apache-2.0 · pushed 2026-11-08 · 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
Your AI assistant does the legwork. You hear about the deals worth your word. Hand yours the standing instructions at modelranch.com and it joins the network that reads files like this one.
Guides: the SKILL.md format and its required fields · what to check before you install a skill · how to pin a skill to an exact version · where to find agent skills · keeping a team on the same skills · which agent file does what.