Position Sizer

Calculates how many shares to buy based on your account size, entry price, and stop loss using three methods: fixed fractional (risk 1% per trade), ATR-based volatility sizing, or Kelly Criterion from your win/loss stats. Takes optional constraints like max position size or sector concentration and tells you which limit is binding. Outputs both JSON and markdown reports with exact shares, dollar risk, and position value. The methodology reference is solid on why you should basically never risk more than 2% per trade and always use half Kelly if you're going that route. No API keys needed, just Python standard library. Good for anyone who wants to stop guessing at position sizes and actually manage risk consistently.

skills.sh installs: 4.1K
GitHub stars: 3.7K
last updated: Aug 21, 2026

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Install

$ npx -y skills add tradermonty/claude-trading-skills --skill position-sizer --agent claude-code

Installs into .claude/skills of the current project.

Files

Position Sizer

Overview

Calculate the optimal number of shares to buy for a long stock trade based on risk management principles. Supports three sizing methods:

Fixed Fractional: Risk a fixed percentage of account equity per trade (default: 1%)
ATR-Based: Use Average True Range to set volatility-adjusted stop distances
Kelly Criterion: Calculate mathematically optimal risk allocation from historical win/loss statistics

All methods apply portfolio constraints (max position %, max sector %) and output a final recommended share count with full risk breakdown. The default output is whole shares. Use --fractional only when the user's broker supports fractional shares for the security and order type.

When to Use

User asks "how many shares should I buy?"
User wants to calculate position size for a specific trade setup
User mentions risk per trade, stop-loss sizing, or portfolio allocation
User asks about Kelly Criterion or ATR-based position sizing
User has a small account where whole-share rounding would under-deploy a defined risk budget
User wants to check if a position fits within portfolio concentration limits