position-sizerlisted

# Position Sizer ## Overview Calculate the optimal number of shares to buy for a long stock trade based on risk management principles. Supports three sizing methods: - **Fixed Fractional**: Risk a fixed percentage of account equity per trade (default: 1%) - **ATR-Based**: Use Average True Range to set volatility-adjusted stop distances - **Kelly Criterion**: Calculate mathematically optimal risk allocation from historical win/loss statistics All methods apply portfolio constraints (max position %, max sector %) and output a final recommended share count with full risk breakdown. ## When to Use - User asks "how many shares should I buy?" - User wants to calculate position size for a specific trade setup - User mentions risk per trade, stop-loss sizing, or portfolio allocation - User asks about Kelly Criterion or ATR-based position sizing - User wants to check if a position fits within portfolio concentration limits ## Prerequisites - No API keys required - Python 3.9+ with standard library only ## Workflow ### Step 1: Gather Trade Parameters Collect from the user: - **Required**: Account size (total equity) - **Mode A (Fixed Fractional)**: Entry price, stop price, risk percentage (default 1%) - **Mode B (ATR-Based)**: Entry price, ATR value, ATR multiplier (default 2.0x), risk percentage - **Mode C (Kelly Criterion)**: Win rate, average win, average loss; optionally entry and stop for share calculation - **Optional constraints**: Max position % of account, max secto