Book exposure
Skill blaze10011/market-flow-desk/.claude/skills/book-exposure
Per-basket dollar-beta exposure of the whole book — which sector tides actually drive the user's P&L and by how much. Use when the user asks "what's my real exposure?", "how much do I lose if SMH drops 5%?", "is my book one trade?", "what drives my P&L?", or as part of analyzing the daily brief on big sector-rotation days to size the tide's impact on the user's actual holdings. Complements portfolio-risk (which is single-bench vs SMH); this measures each name against its OWN basket and aggregates.From its SKILL.md
npx -y skills add blaze10011/market-flow-desk --skill book-exposureAssembled from the repository path, not quoted from the project. Check it against their README if it does not work.
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SKILL.md
1.6 KB, 281 tokens by cl100k_base, as published. Nobody here has run it
Book Exposure — dollar-beta per basket
A stock's move = basket tide × beta. This engine aggregates that across the whole book: each position's beta to its OWN basket (SMH for chips, XLY for TSLA, ...), dollar-weighted, so a "-5% SMH day" becomes a $ number BEFORE it happens instead of a surprise after.
Steps
- Run from project root:
python3 scripts/exposure.py(reads data/trading-log.xlsx — the user's real open positions) - Interpret only what it prints:
- Per-basket table: $ exposed, weight, wavg beta, and "$ per 1% basket move" / "-5% day" — the tides that matter, ranked.
- Book beta to SPY: the whole-market sensitivity in one number.
- ⚠ concentration flag: if one basket is >50% of total dollar-beta, the book is effectively ONE trade — say so plainly.
- On rotation days (one basket dumping, another rallying), lead with the dominant basket's $ impact on HIS book, then note the offsets.
If the trading log still holds the seeded example book, say so — the numbers are illustrative until he enters real holdings. Decision support, NOT advice. Data ~15-min delayed.
What ships with it
Read from the repository
Just SKILL.md. No reference files, no scripts.