yf-risk

What problem does it solve?

Perform portfolio construction and risk diagnostics directly from yfinance multi-asset return series. Use when an agent needs correlation analysis, drawdown and VaR metrics, stress scenarios, or weight optimization for stock, ETF, and crypto portfolios.

Core Features & Use Cases

• Compute aligned return matrices from yfinance data.
• Generate risk metrics including annualized return, volatility, Sharpe ratio, max drawdown, rolling correlations, VaR/CVaR.
• Run scenario checks (market shocks, volatility spikes) and optionally optimize weights under explicit constraints.
• Use case: An AI agent evaluating a mixed-asset portfolio can quickly obtain risk diagnostics and a suggested allocation.

Quick Start

Compute risk metrics and a risk-aware allocation from the aligned yfinance return streams.