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quantra-go-algo/step_6_from_policy_to_position_sizing_wi_3.py

Created June 24, 2026 01:29
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guardrailed-llm-agent — Step 6: From Policy to Position: Sizing with Volatility Targeting (snippet 3)
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step_6_from_policy_to_position_sizing_wi_3.py
def mom_tilt(base, m):
if pd.isna(m): return base
tilt = 1.15 if float(m) >= 0 else 0.85
return base * tilt
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