risk-metrics-calculation
CommunityInstantly quantify portfolio risk with metrics.
Authorccf
Version1.0.0
Installs0
System Documentation
What problem does it solve?
Portfolio risk assessment is often fragmented across multiple calculations. This skill consolidates volatility, tail risk, drawdown, and risk-adjusted measures into a single framework for consistent analysis.
Core Features & Use Cases
- Comprehensive metrics: VaR, CVaR, drawdown, Sharpe, Sortino, Calmar, Omega.
- Supports single-asset and multi-asset inputs for risk monitoring, budgeting, performance attribution, and regulatory reporting.
- Use cases include risk dashboards, risk budgeting, and performance attribution.
Quick Start
Load a pandas Series of periodic returns as returns and run metrics = RiskMetrics(returns) followed by metrics.summary() to obtain a full risk report.
Dependency Matrix
Required Modules
None requiredComponents
Standard package💻 Claude Code Installation
Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.
Please help me install this Skill: Name: risk-metrics-calculation Download link: https://github.com/ccf/claude-code-ccf-marketplace/archive/main.zip#risk-metrics-calculation Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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