risk-metrics-calculation

Original：🇺🇸 English
Not Translated

Calculate portfolio risk metrics including VaR, CVaR, Sharpe, Sortino, and drawdown analysis. Use when measuring portfolio risk, implementing risk limits, or building risk monitoring systems.

1installs
Sourcebaotoq/agent-skills
Added on

NPX Install

npx skill4agent add baotoq/agent-skills risk-metrics-calculation

SKILL.md Content

Risk Metrics Calculation

Comprehensive risk measurement toolkit for portfolio management, including Value at Risk, Expected Shortfall, and drawdown analysis.

Use this skill when

  • Measuring portfolio risk
  • Implementing risk limits
  • Building risk dashboards
  • Calculating risk-adjusted returns
  • Setting position sizes
  • Regulatory reporting

Do not use this skill when

  • The task is unrelated to risk metrics calculation
  • You need a different domain or tool outside this scope

Instructions

  • Clarify goals, constraints, and required inputs.
  • Apply relevant best practices and validate outcomes.
  • Provide actionable steps and verification.
  • If detailed examples are required, open 
    resources/implementation-playbook.md
    .

Resources

  • resources/implementation-playbook.md
    for detailed patterns and examples.