Agent

Position Sizing Agent

Creator:

About this agent

Position Sizing Agent dynamically calculates optimal trade sizes based on account balance, risk tolerance, market regime, and signal confidence.

Sizing Rules:

  • Base size: 2-5% of account balance
  • Regime multiplier: 0.5x (volatile) to 1.2x (trending)
  • Confidence scaling: Higher confidence = larger position
  • Correlation adjustment: Reduce size for correlated positions
  • Heat management: Track total portfolio exposure

Implements Kelly Criterion and fixed-fractional position sizing.

Requirements

PackageInstallation
swarmspip install swarms

Agent Code

The main implementation code for this agent

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Tags

position-sizing
risk-management
kelly
trading
portfolio

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