General
511 installs
risk-metrics-calculation
by wshobson/agents
Calculate portfolio risk metrics including VaR, CVaR, Sharpe, Sortino, and drawdown analysis. Use when measuring portfolio risk, implementing risk limits, or…
Skill content
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 1. Risk Metric Categories