quant_portfolio_risk
Analyze portfolio heat, pairwise correlations, and sector concentration. Evaluate candidate trades with FITS/REDUCE/REJECT verdict and recommended risk allocation.
Instructions
Stateless portfolio heat / correlation / concentration check.
Pass your open positions (the server stores nothing) and optionally a candidate trade. Returns per-position and total open risk vs the heat limit, pairwise 90d correlation flags, sector concentration, and for the candidate a FITS / REDUCE / REJECT verdict with a recommended risk_pct to feed into quant_score_decision (with portfolio_heat_pct).
Args: params (PortfolioRiskInput): positions [{ticker, direction, entry, stop, shares}], optional candidate {ticker, direction, entry, stop}, equity, response_format.
Returns: str: heat/correlation/concentration analysis dict; candidate verdict when one was supplied.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| params | Yes |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| result | Yes |