trader-risk

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:

   # 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").
3. Position sizing: Kelly sizing exists only inside a backtest (--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.
4. 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__plugin_ruflo-core_ruflo__memory_store({ key: "risk-TICKER-DATE", value: "RISK_METRICS", namespace: "trading-risk" })