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.
- Skills
- General
- 0
What it does and how to use it
A skill that teaches Claude Code to do general tasks well. It is packaged knowledge the model uses whenever it is relevant.
- Install the skill (command above).
- In Claude Code, describe what you need - the skill turns on by itself when the context fits.
- No commands to memorize: you talk in plain language and the skill does the rest.
Install (Claude Code)
mkdir -p .claude/skills/wshobson-agents__risk-metrics-calculation && curl -fsSL https://doutorai.pt/data/lib/skills__wshobson-agents__risk-metrics-calculation.md -o .claude/skills/wshobson-agents__risk-metrics-calculation/SKILL.mdPaste this command into the terminal, in your project folder, and the component installs automatically.
Content
---
name: risk-metrics-calculation
description: 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.
---
# 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
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