risk-metrics-calculation
Provides a toolkit to measure portfolio risk, set limits, and analyze risk-adjusted returns.
Install
mkdir -p .claude/skills/risk-metrics-calculation-anhvu1107 && curl -L -o skill.zip "https://agentskills.codes/api/skills/download/9719" && unzip -o skill.zip -d .claude/skills/risk-metrics-calculation-anhvu1107 && rm skill.zipInstalls to .claude/skills/risk-metrics-calculation-anhvu1107
Activation
This is the description your AI agent reads to decide when to run this skill — the better it matches your request, the more reliably it fires.
ALWAYS use this when the request matches Risk Metrics Calculation: Calculate portfolio risk metrics including VaR, CVaR, Sharpe, Sortino, and drawdown analysis.Key capabilities
- →VaR calculation
- →CVaR/Expected Shortfall analysis
- →Sharpe/Sortino ratio calculation
- →Drawdown analysis
How it works
It provides a toolkit for calculating standard financial risk measures to support portfolio management and reporting.
Inputs & outputs
When to use risk-metrics-calculation
- →Calculating portfolio risk-adjusted returns
- →Implementing risk limits for financial dashboards
- →Performing drawdown analysis on historical data
- →Generating regulatory risk reports
About this skill
Risk Metrics Calculation
Selective Reading Rule
Start with:
references/senior-master-standard.mdreferences/usage-routing.mdreferences/quality-checklist.md
Then load only the inherited docs, scripts, assets, or examples that match the user's actual task.
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.mdfor detailed patterns and examples.
Limitations
- Use this skill only when the task clearly matches the scope described above.
- Do not treat the output as a substitute for environment-specific validation, testing, or expert review.
- Stop and ask for clarification if required inputs, permissions, safety boundaries, or success criteria are missing.
When not to use it
- →Tasks unrelated to financial risk metrics
Limitations
- →Not a substitute for expert financial advice
How it compares
It offers a specialized toolkit for quantitative risk measurement rather than general financial analysis.
Compared to similar skills
risk-metrics-calculation side by side with the closest alternatives in the catalog.
| Skill | Installs | Updated | Safety | Difficulty |
|---|---|---|---|---|
| risk-metrics-calculation (this skill) | 0 | 3mo | No flags | Advanced |
| quant-analyst | 103 | 2mo | No flags | Advanced |
| stock-analyzer | 71 | 2mo | Review | Beginner |
| pair-trade-screener | 11 | 1mo | Review | Advanced |
Try saying
Example prompts that trigger this skill in your AI assistant.
More by Anhvu1107
View all by Anhvu1107 →You might also like
quant-analyst
zenobi-us
Expert quantitative analyst specializing in financial modeling, algorithmic trading, and risk analytics. Masters statistical methods, derivatives pricing, and high-frequency trading with focus on mathematical rigor, performance optimization, and profitable strategy development.
stock-analyzer
FrancyJGLisboa
Provides comprehensive technical analysis for stocks and ETFs using RSI, MACD, Bollinger Bands, and other indicators. Activates when user requests stock analysis, technical indicators, trading signals, or market data for specific ticker symbols.
pair-trade-screener
tradermonty
Statistical arbitrage tool for identifying and analyzing pair trading opportunities. Detects cointegrated stock pairs within sectors, analyzes spread behavior, calculates z-scores, and provides entry/exit recommendations for market-neutral strategies. Use when user requests pair trading opportunities, statistical arbitrage screening, mean-reversion strategies, or market-neutral portfolio construction. Supports correlation analysis, cointegration testing, and spread backtesting.
risk-metrics-calculation
wshobson
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.
backtesting-trading-strategies
jeremylongshore
Backtest crypto and traditional trading strategies against historical data. Calculates performance metrics (Sharpe, Sortino, max drawdown), generates equity curves, and optimizes strategy parameters. Use when user wants to test a trading strategy, validate signals, or compare approaches. Trigger with phrases like "backtest strategy", "test trading strategy", "historical performance", "simulate trades", "optimize parameters", or "validate signals".
model-usage
openclaw
Use CodexBar CLI local cost usage to summarize per-model usage for Codex or Claude, including the current (most recent) model or a full model breakdown. Trigger when asked for model-level usage/cost data from codexbar, or when you need a scriptable per-model summary from codexbar cost JSON.