nephyr-risk

AI-powered prediction market risk management. Calculate optimal position sizes with Kelly criterion, evaluate expected value, estimate platform fees, monitor real-time risk status, validate trades before execution, analyze portfolio exposure, and simulate drawdown scenarios. Built for AI agents and traders who need data-driven risk decisions.

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接入信息

传输形态: http
鉴权方式: 鉴权未知
端点: https://nephyr-risk--clm-studios.run.tools

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{
  "mcpServers": {
    "nephyr-risk": {
      "url": "https://nephyr-risk--clm-studios.run.tools"
    }
  }
}

能力清单

工具	说明
calculate_kelly_size	Calculate the optimal position size for a prediction market trade using the Kelly criterion (quarter-Kelly by default). Returns the recommended dollar amount to risk, the raw Kelly fraction, and whether the size was capped by the bankroll-percentage limit.
calculate_ev	Calculate the expected value of a YES contract after platform fees. Returns EV, edge (model prob − market price), fee per leg, round-trip fee, and whether EV is positive. Supports Polymarket (2% flat) and Kalshi (7% × P × (1−P)) fee models.
calculate_fee	Calculate the fee per leg for a given platform and contract price. Polymarket: flat 2% of price. Kalshi: 7% × P × (1−P).
check_risk_status	Check current risk management status. Returns ACTIVE (safe to trade), PAUSED (daily loss limit hit — resume tomorrow), or SHUTDOWN (max drawdown exceeded — manual review required). Also returns warnings when approaching limits.
validate_trade	Pre-trade risk check. Projects the worst case (total loss of proposed_size) and checks whether it would breach daily loss or drawdown limits. Returns approved/rejected with a reason and projected percentages.
get_exposure	Summarise portfolio exposure relative to bankroll. Returns total exposure %, largest position %, number of positions, and a concentration risk flag (triggered when any single position exceeds 10% of bankroll).
simulate_drawdown	Simulate a hypothetical sequence of losses against a starting bankroll. Shows when daily loss and drawdown limits would trigger, and reports the maximum drawdown percentage reached.

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