tail-risk-analyzer
CommunityQuantifies ticker tail risk from 1-year returns.
Authorkavi-lin
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This Skill provides a data-backed measure of tail risk and fragility for a single ticker, based on 1-year daily returns, to support risk-aware investment decisions.
Core Features & Use Cases
- Metric computation: calculates excess kurtosis, skewness, VaR95, and annualized volatility from historical returns.
- Fragility labeling & sizing: outputs a fragility label (ROBUST/MODERATE/FRAGILE) and a position multiplier for investment sizing.
- Use Case: informs sector-level Devil's Advocate checks and per-stock sizing in Phase 4 workflows.
Quick Start
Run the tool with a ticker to compute its fragility score and recommended sizing.
Dependency Matrix
Required Modules
numpyyfinance
Components
scripts
💻 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: tail-risk-analyzer Download link: https://github.com/kavi-lin/stock/archive/main.zip#tail-risk-analyzer Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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