Smart Money

Risks: 10 AI prompts for finance workflows

Use these Risks prompts to move from a rough finance task to a clearer, copy-ready AI workflow.

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Copy-ready Risks finance prompts

Universal Risk Management Blueprint (Personal + Portfolio)

Universal template Medium

Builds a complete “risk operating system” for an investor: what to measure, what limits to set, and what actions to take under stress.

ID 291

Act as my risk manager. I invest in United States with goals growth/income/preservation, horizon years, and portfolio assets list. Create a full risk blueprint that includes: my top 10 risks (market, inflation, currency, liquidity, concentration, leverage, sequence-of-returns, behavioral, counterparty, tax/regulatory) measurable limits (max position %, max sector %, max single-theme %, max drawdown, max leverage, min liquidity buffer) a monitoring dashboard (weekly/monthly) an action playbook for 3 scenarios: mild correction, deep bear market, and high inflation / rate shock. Keep it practical and implementable.

Position Sizing by Risk Budget (Not by “Conviction”)

Medium

Converts portfolio sizing into a quantifiable risk budget so one position can’t silently dominate outcomes.

ID 292

Act as a portfolio risk analyst. Given my portfolio value $10,000, max tolerable portfolio drawdown 20%, and target volatility low/medium/high, create a position sizing method using risk budgets. Output: a simple sizing formula I can apply to any asset rules for max position size, max correlated cluster exposure, and max single-country/single-sector exposure a worked example for ETF portfolio with different volatilities.

“Hidden Concentration” Detector (Correlation Clusters)

Beginner

Finds fake diversification (many holdings, same risk) and fixes it with true diversifiers.

ID 293

Act as a diversification auditor. My holdings are: list. Identify hidden concentration by grouping them into correlation clusters (e.g., “US growth tech,” “commodity-linked,” “rate-sensitive,” “FX-sensitive”). Then propose 3 diversification upgrades: low-correlation assets, alternative risk premia exposures, geographic/currency diversification. Keep recommendations usable in United States using instruments available to retail investors.

Contribution-to-Risk Allocation (Simple Risk Parity for Humans)

Medium

Balances the portfolio by risk contribution so one sleeve doesn’t drive all volatility and drawdowns.

ID 294

Act as a risk allocation specialist. Help me allocate across equities, bonds, cash, gold/commodities, alternatives so each sleeve contributes roughly balanced risk (not equal dollars). Provide a step-by-step method using only: expected volatility estimates, rough correlations, and a spreadsheet-friendly approach. Output final target weights and rebalancing bands.

Stop-Loss System Design (Asset-Class Aware)

Beginner

Creates consistent stop rules that differ by asset behavior (stocks vs crypto vs FX vs commodities).

ID 295

Act as a trading risk engineer. I trade/invest in ETF portfolio on 15-minute data. Design a stop-loss system that includes: when hard stops are required vs optional how to set stop distance using price structure and volatility (without indicators) how to handle gaps and fast markets rules to avoid “stop hunting yourself” (too tight stops) a simple checklist for moving stops and taking partial exits.

Portfolio Drawdown Guardrails (Reduce Risk Without Panic)

Medium

Defines portfolio-level drawdown triggers and de-risk actions that prevent catastrophic spirals.

ID 296

Act as my portfolio risk controller. Create drawdown guardrails using 3 levels: -X1%, -X2%, -X3% from peak. For each level, specify: what actions to take (reduce leverage, cut worst positions, rotate to defensives, pause new risk) what NOT to do (panic liquidation rules) conditions to re-risk (recovery thresholds and time-based rules). Make it suitable for a retail investor in United States.

Recovery Plan After a Big Loss (Anti-Revenge Protocol)

Medium

A structured “post-drawdown” process to stop revenge trading and rebuild systematically.

ID 297

Act as a trading psychologist + risk coach. I just suffered a drawdown of 20%. Create a 14-day recovery protocol: trading pause rules and minimum review checklist position size reduction schedule criteria for resuming normal risk how to prevent repeating the same failure mode. Keep it short, strict, and action-oriented.

Protective Options Overlay Builder (Put / Collar Decision)

Medium

Designs a simple protection overlay and explains the cost vs protection trade-off clearly.

ID 298

Act as a portfolio hedging specialist. I want to protect a long portfolio of ETF portfolio in United States. Design a protection overlay using one of: protective puts, collars, or put spreads. Specify: hedge ratio, tenor, strike selection logic, roll schedule, and what “acceptable insurance cost” means annually. Also tell me when hedging is a bad idea and de-risking is better.

Beta Hedge with Index Futures / Inverse Instruments

Medium

Builds a practical hedge to reduce market exposure without selling long-term holdings.

ID 299

Act as a practical hedging coach. My portfolio is $10,000 and behaves roughly like index with estimated beta β. Design a hedge plan using United States. Output: hedge size calculation, how to adjust as beta changes, risks (tracking error, leverage), and clear rules for entering/exiting the hedge.

Tail-Risk Protection Plan (Crisis Mode Insurance Without Overpaying)

Pro

Targets rare but devastating events: liquidity crashes, correlation spikes, and fast drawdowns.

ID 300

Act as a tail-risk designer for retail investors. Create a “crash protection” plan for a portfolio in United States that aims to reduce damage in extreme drawdowns. Include: what tail risks look like (correlations go to 1, liquidity disappears) 2–3 practical protection approaches (options overlay, defensive diversifiers, dynamic de-risk triggers) a budget rule (max annual cost or drag) how to evaluate if the protection is working over time.

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