Calculate VaR, CVaR, and maximum drawdown from return series.
npx skills add https://github.com/hxhyyy/Vibe-Trading --skill risk-analysis-hxhyyy
Please help me install this Agent Skill. Skill: risk-analysis Source: https://github.com/hxhyyy/Vibe-Trading/tree/main/agent/src/skills/risk-analysis Command: npx skills add https://github.com/hxhyyy/Vibe-Trading --skill risk-analysis-hxhyyy
This Skill addresses the difficulty of accurately measuring financial risk and predicting portfolio performance under extreme market conditions, helping users move beyond simple volatility metrics.
Use the risk-analysis skill to calculate the 95 percent VaR and perform a stress test on the provided portfolio returns data.
High-intent search queries and answers about installing and using this skill.
Portfolio risk analysis calculates VaR, CVaR, and maximum drawdown by processing return series with pandas, numpy, and scipy to quantify potential losses and generate actionable risk-control recommendations.
Yes, stress testing simulates portfolio resilience by applying historical crisis scenarios or custom hypothetical events like rate shocks and liquidity dry-ups to evaluate performance under extreme market conditions.
Tail-risk assessment uses Extreme Value Theory to identify fat-tail risks that standard volatility models often overlook, providing deeper analysis of potential extreme losses in financial portfolios.
Yes, Monte Carlo simulations and comprehensive risk measurement require pandas, numpy, and scipy to process return series and calculate metrics like VaR, CVaR, and maximum drawdown accurately.
Maximum drawdown calculation measures the largest peak-to-trough decline in a portfolio, helping evaluate resilience by quantifying worst-case loss scenarios alongside VaR and CVaR metrics.
Use extreme value theory when standard models overlook fat-tail risks, while historical stress testing applies past crisis data; both methods complement each other for comprehensive portfolio risk assessment.
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Liangwei-zhangComputes VaR, CVaR, max drawdown, stress tests from return series.
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