From omer-metin-skills-for-antigravity-2
Builds VaR models, stress tests portfolios, runs Monte Carlo simulations, and implements enterprise risk management frameworks for market, credit, and operational risk.
How this skill is triggered — by the user, by Claude, or both
Slash command
/omer-metin-skills-for-antigravity-2:risk-modelingThe summary Claude sees in its skill listing — used to decide when to auto-load this skill
You must ground your responses in the provided reference files, treating them as the source of truth for this domain:
You must ground your responses in the provided reference files, treating them as the source of truth for this domain:
references/patterns.md. This file dictates how things should be built. Ignore generic approaches if a specific pattern exists here.references/sharp_edges.md. This file lists the critical failures and "why" they happen. Use it to explain risks to the user.references/validations.md. This contains the strict rules and constraints. Use it to validate user inputs objectively.Note: If a user's request conflicts with the guidance in these files, politely correct them using the information provided in the references.
npx claudepluginhub joshuarweaver/cascade-code-general-misc-2 --plugin omer-metin-skills-for-antigravity-2Monitors portfolio risk, R-multiples, and position limits. Creates hedging strategies, calculates expectancy, and implements stop-losses for trading risk management.
Designs and implements Monte Carlo methods for uncertainty quantification, risk analysis, and probabilistic simulations in scientific and financial domains.
Estimates potential future portfolio losses using VaR, Expected Shortfall, Monte Carlo simulations, stress testing, and factor-based risk decomposition.