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risk-metrics-calculation

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2|Updated Jan 18, 2026
Search Tags:#risk management#portfolio analysis#stress testing#quantitative finance#VaR#financial metrics#drawdown
One-click install
npx skills add https://github.com/as4584/antigravity-skills --skill risk-metrics-calculation-as4584
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: risk-metrics-calculation
Source: https://github.com/as4584/antigravity-skills/tree/main/agents-wshobson/plugins/quantitative-trading/skills/risk-metrics-calculation
Command: npx skills add https://github.com/as4584/antigravity-skills --skill risk-metrics-calculation-as4584

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill includes scripts (resource) and references (resource) components.

What problem does it solve?

This Skill provides a comprehensive suite of tools to measure, analyze, and understand the various risks associated with financial portfolios, enabling better decision-making and risk mitigation.

Core Features & Use Cases

  • Risk Metric Calculation: Compute essential metrics like VaR, CVaR, Sharpe Ratio, Sortino Ratio, and drawdown analysis for individual assets and portfolios.
  • Portfolio Risk Analysis: Assess portfolio volatility, marginal risk contribution, and diversification.
  • Rolling Analysis & Stress Testing: Analyze risk over time with rolling windows and simulate performance under historical or hypothetical crisis scenarios.
  • Use Case: A portfolio manager needs to report on the risk exposure of their equity portfolio. They can use this Skill to calculate the 95% VaR, maximum drawdown, and Sharpe ratio for the past year, and then stress test the portfolio against the 2008 financial crisis.

Quick Start

Calculate the Sharpe ratio and maximum drawdown for the provided daily returns using the risk-metrics-calculation skill.

Frequently Asked Questions about risk-metrics-calculation

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I calculate VaR and CVaR for a portfolio of financial assets?▼

To calculate VaR and CVaR, you process historical return data to quantify tail risk metrics. This Skill computes Value at Risk and Conditional Value at Risk alongside volatility and drawdowns for individual assets and portfolios.

What is the best way to stress test an equity portfolio against historical crisis scenarios?▼

The best way to stress test an equity portfolio is to simulate performance under historical or hypothetical crisis scenarios. This Skill applies stress testing to evaluate how your assets react to events like the 2008 financial crisis.

How do I compute risk-adjusted returns like Sharpe, Sortino, and Calmar ratios?▼

Computing risk-adjusted returns like Sharpe, Sortino, and Calmar ratios involves comparing returns against volatility and downside risk. This Skill calculates these metrics to help measure and understand portfolio performance.

Can I analyze portfolio diversification using marginal risk contribution and risk parity weights?▼

Analyzing portfolio diversification with marginal risk contribution and risk parity weights helps assess individual asset volatility impacts. This Skill calculates these portfolio-specific measures to evaluate overall risk distribution.

How does rolling analysis help monitor portfolio volatility over time?▼

Rolling analysis helps monitor portfolio volatility by calculating risk metrics over moving time windows. This Skill includes rolling analysis capabilities to track changes in risk exposure and performance across different periods.

Do I need any external dependencies to run quantitative finance risk calculations?▼

You do not need external dependencies to run quantitative finance risk calculations. This Skill operates independently with built-in scripts and references to compute financial metrics without requiring additional packages.

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