correlation-aware-exposure-limits SKILL.md skillA
correlation-aware-exposure-limits from himanshuj16/algo-trading-skills is an agent skill: a SKILL.md folder an AI agent loads when a task calls for it.
mdr add himanshuj16/algo-trading-skills/correlation-aware-exposure-limits@v1.2.0Pins v1.2.0 in mdr.lock. Pin the fingerprint instead.
- Audit grade
- A, 17 of 17 checks passed
- Kind
- SKILL.md skill
- Repository
- himanshuj16/algo-trading-skills
- Path
skills/correlation-aware-exposure-limits/SKILL.md- Versions recorded
- 5
- Latest version
- v1.2.0, committed Sep 3, 2026
- First version recorded
- Aug 7, 2026
- Size
- 8,838 bytes
- Repository stars
- 50
- License
- Apache-2.0
Use when a book holds several instruments driven by the same sector or macro factor and per-symbol limits hide the real concentration; clusters instruments by pairwise correlation and caps aggregate exposure per cluster.
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
## When to Use
Invoke this whenever a portfolio trades multiple instruments within the same sector, asset class, or macro factor (e.g., holding multiple tech stocks `NVDA`, `AMD`, `MSFT`, or crypto assets `BTC`, `ETH`, `SOL`). Setting individual position limits per ticker alone creates hidden concentration risk: when correlated instruments fall in tandem during market sell-offs, total portfolio drawdown spikes unexpectedly. Estimating rolling return correlation matrices ($C_{i,j}$), grouping instruments into correlated clusters ($\rho \ge 0.70$), and capping total cluster exposure (e.g. $\le 30\%$ NAV) before approving order executions is mandatory.
## When NOT to Use
- **As the only pre-trade control.** Cluster caps bound concentration, not leverage, margin adequacy, drawdown, or per-symbol size. Compose with the risk skills under Related Skills; SEC Rule 15c3-5 expects a control suite, not a single check.
…Read the whole file at its exact version.
How to install
mdr add himanshuj16/algo-trading-skills/correlation-aware-exposure-limits@sha256:c0e3ffb228be4931The line at the top of this page pins the label v1.2.0, 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_slaiz7yauntxkkxd)
2 badge image fetches in 30 days. What the badge shows.
Versions
The registry has recorded 5 versions of this file, between Aug 7, 2026 and Sep 3, 2026, about one every 7 days.
| version | committed | commit | size | audit | |
|---|---|---|---|---|---|
| v1.2.0 latest | 2026-09-03 | 8527a51 | 8,838 B | A | view · diff |
| v1.2.0 | 2026-09-03 | 64e8b01 | 8,792 B | A | view · diff |
| v1.2.0 | 2026-08-23 | b680e6a | 8,838 B | A | view · diff |
| v1.1.0 | 2026-08-23 | b540e44 | 6,767 B | A | view · diff |
| v1.0.0 | 2026-08-07 | 89d1436 | 3,837 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 (8838 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
himanshuj16/algo-trading-skills · 50 stars · license Apache-2.0 · pushed 2026-09-14 · branch main
API
GET https://markdownregistry.com/api/v1/artifacts/art_slaiz7yauntxkkxd GET https://markdownregistry.com/api/v1/resolve?ref=himanshuj16/algo-trading-skills/correlation-aware-exposure-limits GET https://markdownregistry.com/api/v1/blob/c0e3ffb228be49314a5749e4c40459f2981599589bb7f589043b456c2aa10e2a
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.