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.
Install
With your agent
Install OMGSkills skill "wshobson/agents:plugins/quantitative-trading/skills/risk-metrics-calculation" into this agent's normal skills directory: call the OMGSkills MCP get_install_plan tool for your agent and run the script it returns (it installs only the pinned commit and verifies SKILL.md), and stop if MCP or the pin is unavailable. Do not overwrite or change existing skills without asking me.
Manual command
git clone https://github.com/wshobson/agents /tmp/agents && ln -s /tmp/agents/plugins/quantitative-trading/skills/risk-metrics-calculation ~/.claude/skills/risk-metrics-calculationFrom README
Risk Metrics Calculation Comprehensive risk measurement toolkit for portfolio management, including Value at Risk, Expected Shortfall, and drawdown analysis. When to Use This Skill Measuring portfolio risk Implementing risk limits Building risk dashboards Calculating risk-adjusted returns Setting position sizes Regulatory reporting Core Concepts Risk Metric Categories | Category | Metrics | Use Case | | ----------------- | --------------- | -------------------- | | Volatility | Std Dev, Beta | General risk | | Tail Risk | VaR, CVaR | Extreme losses | | Drawdown | Max DD, Calmar | Capital preservation | | Risk-Adjusted | Sharpe, Sortino | Performance | Time Horizons Detailed patterns and worked examples Detailed pattern documentation lives in references/details.md. Read that file when the navigation tier above is insufficient.
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