a17fc1f029
Implements Position Sizing Manager for optimal position sizing calculations. The manager supports multiple sizing methodologies to accommodate different trading styles and risk tolerances. Sizing Methods: - Kelly Criterion (full, half, quarter) for edge-based optimal sizing - ATR-based sizing for volatility-adjusted position sizing - Risk Parity allocation for balanced portfolio risk - Volatility targeting for consistent risk contribution - Fixed fractional for controlled percentage risk Key Features: - Multiple sizing method comparison for best fit selection - Risk level presets (conservative, moderate, aggressive) - Position constraints and drawdown limits - Stop loss level recommendations based on ATR - Win/loss ratio analysis for Kelly calculations Tools: - calculate_kelly_position_size: Edge-based optimal sizing - calculate_atr_position_size: Volatility-adjusted position sizing - calculate_risk_parity_allocation: Multi-asset balanced risk allocation - calculate_volatility_target_size: Target volatility-based sizing - get_position_sizing_recommendation: Comprehensive multi-method comparison Enums: - SizingMethod: 8 different sizing approaches - RiskLevel: Conservative, moderate, aggressive presets Tests: 52 unit tests covering Kelly calculations, ATR sizing, risk parity weights, volatility targeting, constraints, and integration workflows. 🤖 Generated with [Claude Code](https://claude.com/claude-code) Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com> |
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| .. | ||
| analysts | ||
| managers | ||
| researchers | ||
| risk_mgmt | ||
| trader | ||
| utils | ||
| __init__.py | ||