home/categories/finance-investment/wshobson-agents-plugins-quantitative-trading-skills-risk-metrics-calculation-skill-md
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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.
maintainer
wshobson
更新于 3/7/2026
星标
33377
分支
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.
安装
$ install --globalskills.sh
使用
安装后，您可以通过在终端运行以下命令来使用此技能：
skills use risk-metrics-calculation