Assess investment risk from supplied daily returns, summarize potential losses and drawdowns, estimate position sizes from backtest results, and review trading halt conditions. Save the assessment for later reference, with assumptions clearly stated.
Assess portfolio risk using npx neural-trader — VaR, CVaR, Sharpe, position sizing, circuit breaker status
Review the instructions the agent will receive before you install.
Assess portfolio and position risk using neural-trader's risk engine.
Steps:
npm ls neural-trader 2>/dev/null || npm install --ignore-scripts neural-trader# VaR, CVaR and drawdown from a returns series YOU supply (daily returns as decimals)
npx neural-trader --risk assess --returns 0.01,-0.005,0.012,-0.02 --portfolio-value 100000 --confidence-level 0.95 --method historical
--risk assess computes from --returns only. --symbol and --portfolio are ignored, and with no --returns it uses a built-in 7-value sample (inputs.returnsCount: 7), which is a demo, not a risk read on anything. Derive the returns from real bars first (a --backtest --live run with dataSource: "yahoo-finance", or the user's own history). --var, --correlation, --risk-tolerance and --position-sizing as standalone flags are rejected by the CLI ("Unknown command").--backtest ... --position-sizing kelly). For a standalone figure, compute it from the win rate and payoff in the backtest output and state the assumptions; do not present it as an instruction to trade.mcp__plugin_ruflo-core_ruflo__memory_store({ key: "risk-TICKER-DATE", value: "RISK_METRICS", namespace: "trading-risk" })No reviews yet. Tell others what you thought.
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