dynamic-position-sizing-based-on-realized-volatility SKILL.md skillA
dynamic-position-sizing-based-on-realized-volatility 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/dynamic-position-sizing-based-on-realized-volatility@v2.0.0Pins v2.0.0 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/dynamic-position-sizing-based-on-realized-volatility/SKILL.md- Versions recorded
- 5
- Latest version
- v2.0.0, committed Sep 3, 2026
- First version recorded
- Jul 30, 2026
- Size
- 7,587 bytes
- Repository stars
- 50
- License
- Apache-2.0
Use when a fixed percentage-of-capital rule leaves risk far higher in volatile regimes than calm ones; scales size inversely to realised volatility to hold an ex-ante risk budget constant. It cannot anticipate a gap.
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 skill when executing trend-following, mean-reversion, or multi-asset strategies where static capital allocation ($X\%$ per trade) leads to unintentional risk concentration during high-volatility market regimes. Volatility targeting scales position size inversely to annualized realized volatility $\sigma_{\text{realized}}$, so a strategy consumes a constant *ex-ante* risk budget (e.g. $15\%$ target annualized volatility) whether the VIX is at $12$ or $45$.
## When NOT to Use
- **As a stop-loss, drawdown control, or gap protection.** The scalar is set from volatility *already realized*. It cannot anticipate a jump, and a position sized on calm data is full-size when the gap arrives. Pair it with an independent circuit breaker.
- **On a return history shorter than the estimator's effective window.** A $\lambda = 0.94$ EWMA consumes ~74 daily returns at a 1% tolerance (RiskMetrics Table 5.7). Below that the estimate mostly reflects the arbitrary seed, so the sizer raises rather than sizing.
…Read the whole file at its exact version.
How to install
mdr add himanshuj16/algo-trading-skills/dynamic-position-sizing-based-on-realized-volatility@sha256:20c45804dd96b18bThe line at the top of this page pins the label v2.0.0, 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_vjzfnxmx7ec6ag3v)
2 badge image fetches in 30 days. What the badge shows.
Versions
The registry has recorded 5 versions of this file, between Jul 30, 2026 and Sep 3, 2026, about one every 9 days.
| version | committed | commit | size | audit | |
|---|---|---|---|---|---|
| v2.0.0 latest | 2026-09-03 | 8527a51 | 7,587 B | A | view · diff |
| v2.0.0 | 2026-09-03 | 64e8b01 | 7,566 B | A | view · diff |
| v2.0.0 | 2026-08-23 | a0fdc9e | 7,509 B | A | view · diff |
| v1.0.0 | 2026-08-07 | 89d1436 | 3,080 B | A | view · diff |
| v1.0 | 2026-07-30 | dfc60c7 | 3,087 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 (7587 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_vjzfnxmx7ec6ag3v GET https://markdownregistry.com/api/v1/resolve?ref=himanshuj16/algo-trading-skills/dynamic-position-sizing-based-on-realized-volatility GET https://markdownregistry.com/api/v1/blob/20c45804dd96b18b1cde693b37f2e72c8658fa03e57f8f39595b69b0d3f2bda4
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.