Stats
Actions
Tags
Help us improve
Share bugs, ideas, or general feedback.
From antigravity-awesome-skills
Calculates portfolio risk metrics including VaR, CVaR, Sharpe, Sortino, and drawdown analysis. Useful for measuring portfolio risk, implementing risk limits, or building risk monitoring systems.
npx claudepluginhub sickn33/antigravity-awesome-skills --plugin antigravity-awesome-skillsHow this skill is triggered — by the user, by Claude, or both
Slash command
/antigravity-awesome-skills:risk-metrics-calculationThe summary Claude sees in its skill listing — used to decide when to auto-load this skill
Comprehensive risk measurement toolkit for portfolio management, including Value at Risk, Expected Shortfall, and drawdown analysis.
Calculate portfolio risk metrics including VaR, CVaR, Sharpe, Sortino, and drawdown analysis. Useful for measuring portfolio risk, implementing risk limits, or building risk monitoring systems.
Estimates potential future portfolio losses using VaR, Expected Shortfall, Monte Carlo simulations, stress testing, and factor-based risk decomposition.
Multi-dimensional portfolio risk analysis using EODHD data — technical indicators, sentiment shifts, insider activity, and fundamental risk metrics. Generates a structured risk report with volatility, drawdown, correlation, and sector exposure.
Share bugs, ideas, or general feedback.
Comprehensive risk measurement toolkit for portfolio management, including Value at Risk, Expected Shortfall, and drawdown analysis.
resources/implementation-playbook.md.resources/implementation-playbook.md for detailed patterns and examples.