home/categories/finance-investment/wshobson-agents-plugins-quantitative-trading-skills-risk-metrics-calculation-skill-md
finance-investmentbusiness

risk-metrics-calculation

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.

wshobson
maintainer
wshobson
Actualizado 3/7/2026
Estrellas
33377
Forks
3622
quick start

Installation and usage

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.

Instalación
$ install --globalskills.sh
Uso

Después de instalarlo, puedes usar este skill ejecutando el siguiente comando en tu terminal:

skills use risk-metrics-calculation