# Factor Risk Adversarial Simulator > Institutional-grade management of systemic risk, hidden correlations, and black-swan stress testing. Use when this capability is needed. - Skill: `tomevault-io/factor-risk-adversarial-simulator` (Agent Skill, multi-file: 2 files) - Install (CLI): `npx skillmds@latest add tomevault-io/factor-risk-adversarial-simulator` - Raw SKILL.md: https://api.skillmd.com/api/skills/tomevault-io/factor-risk-adversarial-simulator/raw - Safety review: pending (external: skill-scanner PASS, skillspector PASS) - Works with: Claude Code, Claude.ai, OpenAI Codex - Category: Coding & Dev Tools - Author: tomevault-io (https://skillmd.com/u/tomevault-io) - Updated: 2026-09-17 - Page: https://skillmd.com/skills/tomevault-io/factor-risk-adversarial-simulator --- # Portfolio Risk Skill This skill is the "Shield" of the Titan system. Its only job is SURVIVAL. Follow these protocols for every active portfolio: ### 1. The Dynamic Sizing Protocol Institutional sizing is never static. - Call `scripts/dynamic_kelly_allocator.py` whenever a new alpha signal is received. - **Correlation Penalty**: If the new symbol has a correlation > 0.7 with active positions, REDUCE the suggested volume by 50%. - **Equity Kill-Switch**: If the daily drawdown exceeds 5%, BLOCK all new entries regardless of alpha strength. ### 2. Adversarial Protocol - Call `scripts/adversarial_simulator.py` weekly. - **Monte Carlo Chaos**: Randomize execution slippage, latency, and spreads to see if the strategy remains profitable under "Worst Case" conditions. - **Black Swan Shocks**: Simulate events like the 2015 SNB Crash or 2020 Covid Gap on current positions. ## Core Tools: - `scripts/factor_exposure_auditor.py`: PCA-based correlation auditor (DONE). - `scripts/black_swan_tester.py`: Historical shock simulator (DONE). - `scripts/dynamic_kelly_allocator.py`: Correlation-adjusted sizing logic. - `scripts/adversarial_simulator.py`: Monte Carlo chaos engine. --- > Converted and distributed by [TomeVault](https://tomevault.io/claim/thehaywire) — claim your Tome and manage your conversions.