Summary
Calculates the full suite of portfolio risk metrics you actually need for trading and risk management. Handles VaR (historical, parametric, and Cornish-Fisher), CVaR, drawdown analysis with duration tracking, and all the standard ratios like Sharpe, Sortino, and Calmar. The implementation is solid, accounting for skewness in distributions and providing proper annualization factors. Most useful when you're building risk dashboards, setting position limits, or need regulatory reporting numbers. The drawdown duration tracking is especially handy for understanding how long your portfolio stays underwater during rough periods.
Install to Claude Code
npx -y skills add wshobson/agents --skill risk-metrics-calculation --agent claude-codeInstalls into .claude/skills of the current project.
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Files
SKILL.md
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Featured
Give your AI agent a complete email layer—sending, inbound inboxes, and sandbox testing.
Get 4K emails/month free →Agent, run crypto. Access onchain data & trade routes via 1inch.
Install now →Capacitor makes coding agent sessions - Searchable, Shareable, Vendor-neutral & Scored.
Try For Free →Integrate web data into your AI product. One API to scrape website & brand data.
Get API Key Now →belt cli automatically finds the best tools and skills for your agent. image, video, music, tts...
one prompt install →
