Risk Metrics Calculation

If you're building anything that needs proper risk measurement, this covers the essentials: VaR, CVaR, Sharpe and Sortino ratios, plus drawdown analysis. It's designed for portfolio management work like setting risk limits, sizing positions, or building monitoring dashboards. The scope is focused on calculation and implementation rather than financial theory, which is probably what you want if you're actually shipping a risk system. Worth noting it emphasizes validation and clarification upfront, which matters when you're dealing with metrics that drive real money decisions. Comes with an implementation playbook for patterns and examples.