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Found 29 Skills
Risk measurement and stress testing via Longbridge — computes VaR (historical simulation / parametric), CVaR (expected shortfall), max drawdown, Sharpe ratio, Calmar ratio, and runs historical scenario stress tests (2008 GFC, 2020 COVID crash, 2022 rate-hike cycle). Triggers: "风险分析", "VaR", "压力测试", "最大回撤", "夏普比率", "CVaR", "历史情景", "尾部风险", "风险测量", "風險分析", "壓力測試", "最大回撤", "夏普比率", "歷史情景", "尾部風險", "風險測量", "risk analysis", "VaR value at risk", "CVaR", "stress test", "max drawdown", "Sharpe ratio", "Calmar ratio", "tail risk", "historical scenario".
Design and implement Monte Carlo methods for uncertainty quantification, risk analysis, and probabilistic simulations across scientific and financial domains. Use when "monte carlo, random sampling, uncertainty quantification, risk analysis, stochastic simulation, MCMC, variance reduction, probabilistic, " mentioned.
Credit risk data cleaning and variable screening pipeline for pre-loan modeling. Use when working with raw credit data that needs quality assessment, missing value analysis, or variable selection before modeling. it covers data loading and formatting, abnormal period filtering, missing rate calculation, high-missing variable removal,low-IV variable filtering, high-PSI variable removal, Null Importance denoising, high-correlation variable removal, and cleaning report generation. Applicable scenarios arecredit risk data cleaning, variable screening, pre-loan modeling preprocessing.
Trigger a pre-merge release readiness review on a GitHub PR, GitLab MR, or local branch. Use when the user wants to analyze code changes for risk, correctness, and potential rollback issues before merging. Trigger words include release readiness, analyze PR, analyze MR, review PR, risk analysis, pre-merge, safe to ship, ready to merge, ready to commit, any risks, before merging, validate changes, release management.
图片版权侵权检测与风险分析。当用户提到版权检测、版权核查、图片侵权检查、图片版权风险、版权相似度搜索、TRO风险分析、权利人查询、版权合规验证、copyright detection, image infringement, copyright risk, TRO risk, copyright lookup, infringement analysis, Ruiguan时触发此技能。即使用户未明确提及"版权"，只要其需求涉及检查图片是否可能侵犯已登记的版权作品，也应触发此技能。
Quantify realized risk from historical data using volatility estimators, drawdown analysis, and downside risk metrics. Use when the user asks about historical volatility, maximum drawdown, drawdown duration, historical VaR, downside deviation, semi-variance, or tracking error. Also trigger when users mention 'how risky has this been', 'worst decline', 'Parkinson estimator', 'Yang-Zhang', 'peak-to-trough loss', 'recovery time', 'annualized volatility', or ask how to measure past investment risk.
Router skill for LLMQuant credit workflows. Use when the user needs issuer credit review, spread regime analysis, high-yield stress monitoring, default risk, debt maturity, or covenant context.
Use to stress-test predictions by assuming they failed and working backward to identify why. Invoke when confidence is high (>80% or <20%), need to identify tail risks and unknown unknowns, or want to widen overconfident intervals. Use when user mentions premortem, backcasting, what could go wrong, stress test, or black swans.
Build diversified portfolios using correlation analysis, efficient frontier construction, and factor-based diversification. Use when the user asks about portfolio variance, correlation effects, the efficient frontier, minimum variance portfolios, diversification ratios, or factor diversification. Also trigger when users mention 'don't put all eggs in one basket', 'how many stocks do I need', 'correlation breakdown in a crisis', 'are my holdings really diversified', 'risk contributions', or ask why diversification fails during market crashes.
Identify failure modes before they occur using structured risk analysis
Generate analytics reports from Olakai data using CLI commands. AUTO-INVOKE when user wants: usage summaries, KPI trends, risk analysis, ROI reports, efficiency metrics, agent comparisons, token usage reports, cost analysis, compliance reports, or any analytics without using the web dashboard. TRIGGER KEYWORDS: olakai, analytics, reports, usage summary, KPI trends, risk analysis, ROI, efficiency, agent comparison, token usage, cost analysis, metrics report, dashboard data, CLI analytics, terminal report, compliance, usage report, event summary, performance metrics, AI usage stats. DO NOT load for: setting up monitoring (use olakai-add-monitoring), troubleshooting (use olakai-troubleshoot), or creating new agents (use olakai-create-agent).
Extract and summarize risk factors from SEC filings using Octagon MCP. Use when analyzing Item 1A risk disclosures, categorizing business risks, identifying new or material risks, and comparing risk profiles across companies or time periods.