Trader Risk
- 641 installs
- 67k repo stars
- Updated August 4, 2026
- ruvnet/ruflo
trader-risk is a Claude Code skill that assesses portfolio and position risk via neural-trader for developers who need VaR, CVaR, Sharpe, and circuit-breaker checks before executing trades.
About
trader-risk is a financial risk skill from ruvnet/ruflo that assesses portfolio and position exposure using the neural-trader CLI. It ensures neural-trader is installed, then runs commands such as npx neural-trader --risk assess --symbol TICKER and npx neural-trader --var --symbol TICKER --investment 10000 for single positions, plus portfolio-wide sweeps with optional --portfolio NAME flags. The skill surfaces VaR, CVaR, Sharpe ratio, position sizing guidance, and circuit breaker status, storing results via claude-flow memory tools. Developers reach for trader-risk before trade execution or when auditing automated trading agent exposure.
- Real-time risk metric calculation for trading positions
- Position sizing recommendations based on account risk tolerance
- Drawdown and volatility analysis for live portfolios
- Integrates directly with trading agents and execution workflows
- 420 installs across indie trading and quant projects
Trader Risk by the numbers
- 641 all-time installs (skills.sh)
- +6 installs in the week ending Aug 5, 2026 (Skillselion tracking)
- Ranked #198 of 1,106 Finance & Trading skills by installs in the Skillselion catalog
- Data as of Aug 5, 2026 (Skillselion catalog sync)
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| Installs | 641 |
|---|---|
| repo stars | ★ 67k |
| Last updated | August 4, 2026 |
| Repository | ruvnet/ruflo ↗ |
How do you assess portfolio VaR before executing trades?
Automatically evaluate financial exposure, position sizing, and downside risk before executing trades or running trading agents.
Who is it for?
Developers running automated trading agents or CLI workflows who need pre-trade risk gates on individual symbols or named portfolios.
Skip if: Non-financial applications or teams without neural-trader installed who only need market data quotes.
When should I use this skill?
A trading agent or developer requests risk assessment, position sizing, VaR/CVaR calculation, or circuit breaker status before order placement.
What you get
VaR and CVaR metrics, Sharpe ratio, position sizing recommendations, and circuit breaker status stored in agent memory.
- VaR/CVaR report
- Position sizing recommendation
- Circuit breaker status
Files
Assess portfolio and position risk using neural-trader's risk engine.
Steps: 1. Ensure neural-trader is available: npm ls neural-trader 2>/dev/null || npm install --ignore-scripts neural-trader 2. Run risk assessment:
# Single position
npx neural-trader --risk assess --symbol TICKER
npx neural-trader --var --symbol TICKER --investment 10000
# Portfolio-wide
npx neural-trader --risk assess --portfolio NAME
npx neural-trader --correlation --portfolio NAME --flag-threshold 0.83. Calculate position sizing:
npx neural-trader --risk-tolerance 0.02 --symbol TICKER
npx neural-trader --position-sizing kelly --symbol TICKER4. Check circuit breaker status:
- Daily loss limit (3%), weekly loss limit (5%)
- Correlation spike (>0.85), volatility regime (VIX > 2x)
- Max positions, single-name concentration (>10%)
5. Present: risk metrics, position sizing recommendation, active breakers, alerts 6. Store assessment: mcp__claude-flow__memory_store({ key: "risk-TICKER-DATE", value: "RISK_METRICS", namespace: "trading-risk" })
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Use trader-risk for CLI-driven pre-trade risk gates; use raw market data skills when you only need price feeds without exposure math.
FAQ
What risk metrics does trader-risk compute?
trader-risk uses neural-trader to compute VaR, CVaR, Sharpe ratio, position sizing guidance, and circuit breaker status for a symbol or named portfolio via CLI flags.
How does trader-risk install neural-trader?
trader-risk checks npm ls neural-trader and runs npm install --ignore-scripts neural-trader when the package is absent, then invokes npx neural-trader risk commands.