Risk Assessment

This gives you the core risk metrics traders actually care about: historical volatility, beta against SPY, Value at Risk at both 95% and 99% confidence levels, max drawdown, and Sharpe ratio. You can pass in a position size to get dollar-based VaR, which is handy for actual position sizing decisions. It pulls data via yfinance and lets you specify the lookback period from one month to a year. The output is straightforward JSON that Claude can explain in plain language. If you're doing any kind of portfolio work or need to quantify downside risk beyond just looking at price charts, this covers the standard metrics without requiring you to spin up a Bloomberg terminal.