portfolio-risk-management
OfficialThesis-preserving risk sizing for public equity.
Authoropenai
Version1.0.0
Installs0
System Documentation
What problem does it solve?
Portfolio Risk Management provides a deterministic framework to size public-equity positions and design hedge packages that preserve the underlying thesis while respecting risk constraints.
Core Features & Use Cases
- Loss-budget sizing and volatility-budget sizing to quantify allowable position size given NAV, beta, and risk limits.
- Hedge design across direct stock positions, options overlays, ETFs, and proxies with integrated risk considerations.
- Deliverables include a standalone HTML risk decision report or dashboard payload, with scenario analysis, liquidity planning, and monitoring rules.
Quick Start
Provide a sample portfolio.json to trigger the risk-sizing workflow and generate the standard outputs.
Dependency Matrix
Required Modules
None requiredComponents
scriptsreferences
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Please help me install this Skill: Name: portfolio-risk-management Download link: https://github.com/openai/role-specific-plugins/archive/main.zip#portfolio-risk-management Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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