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risk-metrics-calculation

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About risk-metrics-calculation

R

risk-metrics-calculation

Calculate portfolio risk metrics including VaR, CVaR, Sharpe, Sortino

risk-metrics-calculation is an agent skill from the wshobson/agents collection for calculating portfolio risk metrics. It covers the measures used in portfolio management: Value at Risk (VaR), Expected Shortfall (CVaR), the Sharpe and Sortino ratios that compare returns with risk, and drawdown analysis, which looks at how far a portfolio fell from a previous high. The skill organizes these into risk metric categories, so an analyst can see which measure answers which question. It applies when measuring portfolio risk, implementing risk limits, building risk dashboards, calculating risk-adjusted returns, setting position sizes, and preparing regulatory reports that call for these measures. It is a calculation toolkit for code that analysts or developers build, so the agent writes and checks the calculations, and the results depend on the return data and assumptions supplied. The skill does not provide investment advice and does not recommend what to buy or sell. Risk measures are estimates that depend on the chosen method and history, so their outputs should be reviewed by people who understand the portfolio and the model. The skill is installed with the skills CLI from the wshobson/agents repository. Its skills.sh page showed about 10.7K installs and passing results from three security audits at the time of the scan.

View risk-metrics-calculationAll AI Skills apps
Price
Free
Made by
wshobson
Category
AI Skills
Website
github.com/wshobson/agents/risk-metrics-calculation