risk-metrics-calculation

sickn33/agentic-awesome-skills/skills/risk-metrics-calculation

45.6k 0PythonAutomation
PlatformClaude CodeOpenAI Codex

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.

Claude CodeOpenAI Codex

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