risk-metrics-calculation

Name: risk-metrics-calculation
Author: wshobson

wshobson/agents/plugins/quantitative-trading/skills/risk-metrics-calculation

PlatformClaude CodeOpenAI CodexGitHub Copilot

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 CodexGitHub Copilot

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