nephyr-risk
AI-powered prediction market risk management.
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What it can do
- 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 Kel
- 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 Polyma
- Calculate Fee: Calculate the fee per leg for a given platform and contract price. Polymarket: flat 2% of price. Kalshi: 7% × P × (1−P).
What data it sees
Do you need an account
No: the server works without sign-in
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.
Server tool list (7)
Raw names from tools/list. Only developers need these.
| 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. |