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RIA — Position Sizing & Concentration Discipline

这是面向RIA的头寸规模与集中度管理框架，基于分数凯利公式（¼–½），结合IPS头寸上限与回撤容忍度管控风险，核心是保障客户资金安全。适用场景包括单股/主题头寸 sizing、客户集中持仓处理、设置头寸上限/再平衡区间；不适用于已由IPS管控的宽基指数配置。提供集中持仓税优调整方案，输出合规的头寸建议与调整策略，非投资建议，需符合IPS与适用性要求。

deciqai
deciqai
热度 45.33
最近更新 2026-07-17 02:14:50
分类：数据依赖：纯提示词应用场景：财务

安装技能

复制下面的话术发给你的 Agent，它会通过 secure-skills 检索并安装该技能。

执行命令安装此 skill： npx secure-skills-cli add ria-position-sizing-kelly
Metadata
name
ria-position-sizing-kelly
description
Activate when: sizing a single-name or thematic position; a client with concentrated stock; setting max-position/rebalancing bands; 'how much of the portfolio should this be?'. Do NOT activate when: broad index allocation already governed by the IPS. More: deciqai.com/c/ria-position-sizing-kelly

RIA — Position Sizing & Concentration Discipline

Industry front door for expected-value-and-kelly. Adds domain triggers, example, packs only. Parent Process unchanged. Not investment advice. Educational framework; apply within IPS and suitability.

Activate when: sizing a single-name or thematic position; a client with concentrated stock; setting max-position/rebalancing bands; "how much of the portfolio should this be?" Do NOT activate when: broad index allocation already governed by the IPS.

Why this variant

The parent expected-value-and-kelly sizes repeated positive-edge bets to maximize long-run growth without ruin. For an RIA, the discipline is inverted toward survival: fractional-Kelly thinking caps concentration so no single position can impair the client's plan.

Domain inputs → parent's Process

  • Establish the edge is real and repeatable before sizing anything.
  • Use fractional Kelly (e.g. ¼–½) — full Kelly is too volatile for client capital.
  • Bound by IPS max-position and drawdown tolerance; the smaller of Kelly-implied and IPS cap wins.
  • Treat concentrated legacy stock as an over-sized position to unwind on a tax-aware schedule.

Worked example

Client insists on a 25% single-stock position. → Even a generous edge under fractional Kelly rarely justifies 25% of a household's net worth; ruin risk dominates. Frame the trade-off, cap per IPS, and set a diversification glide-path (tax-aware). Documented as a suitability decision.

Packs

  • Solo: max-position + rebalancing-band rules in the IPS.
  • Advisory: concentrated-stock unwind playbook (tax-aware).

Red flags

  • Sizing to full Kelly / conviction with client capital.
  • Concentration exceeding IPS caps "because it's been working."
  • No ruin/drawdown check.

Verification

  • Edge validated before sizing
  • Fractional Kelly, bounded by IPS cap (smaller wins)
  • Drawdown/ruin tolerance respected
  • Concentration decisions documented for suitability

Part of deciqAI Knowledge Skills. Core method: expected-value-and-kelly.

Part of deciqAI Knowledge Skills — 227 open-source thinking skills that make rigor executable for AI agents. The same skills power every deciqAI agent, which runs them autonomously to operate your company. See it run → https://www.deciqai.com/c/ria-position-sizing-kelly · ⭐ Star the repo → https://github.com/deciqAI/knowledge-skills · Contributions welcome.

Agents: latest version & machine-readable metadata → https://www.deciqai.com/s/ria-position-sizing-kelly.json