Best for
- Measuring portfolio risk
- Implementing risk limits
- Building risk dashboards
Source profileQuality 73/100
wshobson/agents/plugins/quantitative-trading/skills/risk-metrics-calculation/SKILL.md
risk-metrics-calculation
Calculate portfolio risk metrics including VaR, CVaR, Sharpe, Sortino, and drawdown analysis. Use when measuring portfolio risk, implementing risk limits, or building risk monitoring systems.
- Source repository stars
- 39,130
- Declared platforms
- 0
- Static risk flags
- 1
- Last source update
- 2026-08-24
- Source checked
- 2026-08-26
Decision brief
What it does: where it fits
Comprehensive risk measurement toolkit for portfolio management, including Value at Risk, Expected Shortfall, and drawdown analysis.
Not for
- Tasks that require unconfirmed production actions or broad system permissions.
- Environments where the pinned source and install steps cannot be inspected.
Compatibility matrix
Platform support, with evidence labels
| Platform | Status | Evidence | What to check |
|---|---|---|---|
| Codex | Not declared | No explicit evidence | Portability before use |
| Claude Code | Not declared | No explicit evidence | Portability before use |
| Cursor | Not declared | No explicit evidence | Portability before use |
| Gemini CLI | Not declared | No explicit evidence | Portability before use |
Installation
Inspect first. Install second.
The source command is displayed only when detected. A safe inspection prompt is always available so your agent can explain every action before execution.
Source-detected install commandSource
npx skills add https://github.com/wshobson/agents --skill "plugins/quantitative-trading/skills/risk-metrics-calculation"Safe inspection promptEditorial
Inspect the Agent Skill "risk-metrics-calculation" from https://github.com/wshobson/agents/blob/d82998e7df393c671ede2387a8435075f0b633f5/plugins/quantitative-trading/skills/risk-metrics-calculation/SKILL.md at commit d82998e7df393c671ede2387a8435075f0b633f5. List every install step, command, network request, credential, file read/write, external action, and rollback step. Explain whether it fits my task. Do not install or execute anything until I approve.
Workflow
What the source asks the agent to do
- 01
When to Use This Skill
Measuring portfolio risk
Measuring portfolio riskImplementing risk limitsBuilding risk dashboards - 02
Core Concepts
Review the “Core Concepts” section in the pinned source before continuing.
Review and apply the “Core Concepts” source section. - 03
1. Risk Metric Categories
Review the “1. Risk Metric Categories” section in the pinned source before continuing.
Review and apply the “1. Risk Metric Categories” source section. - 04
2. Time Horizons
Review the “2. Time Horizons” section in the pinned source before continuing.
Review and apply the “2. Time Horizons” source section.
Permission review
Static risk signals and limitations
Reads files
The documentation asks the agent to read local files, directories, or repositories.
Detailed pattern documentation lives in `references/details.md`. Read that file when the navigation tier above is insufficient.Evidence record
Why each signal appears
EvidenceSourceComputedTestedEditorial
| Signal | Value | Evidence type | Meaning |
|---|---|---|---|
| Quality score | 73/100 | Computed | Documentation, specificity, maintenance, and trust rules |
| Repository stars | 39,130 | Source | Repository attention, not individual Skill quality |
| Compatibility | 0 platforms | Source | Declared in the catalog source record |
| Usage guide | automated source guide | Editorial | Generated or reviewed according to the visible evidence level |
Pinned source
Provenance and original SKILL.md
- Repository
- wshobson/agents
- Skill path
- plugins/quantitative-trading/skills/risk-metrics-calculation/SKILL.md
- Commit
- d82998e7df393c671ede2387a8435075f0b633f5
- License
- MIT
- Collected
- 2026-08-26
- Default branch
- main
View the original SKILL.md
Risk Metrics Calculation
Comprehensive risk measurement toolkit for portfolio management, including Value at Risk, Expected Shortfall, and drawdown analysis.
When to Use This Skill
- Measuring portfolio risk
- Implementing risk limits
- Building risk dashboards
- Calculating risk-adjusted returns
- Setting position sizes
- Regulatory reporting
Core Concepts
1. Risk Metric Categories
| Category | Metrics | Use Case |
|---|---|---|
| Volatility | Std Dev, Beta | General risk |
| Tail Risk | VaR, CVaR | Extreme losses |
| Drawdown | Max DD, Calmar | Capital preservation |
| Risk-Adjusted | Sharpe, Sortino | Performance |
2. Time Horizons
Intraday: Minute/hourly VaR for day traders
Daily: Standard risk reporting
Weekly: Rebalancing decisions
Monthly: Performance attribution
Annual: Strategic allocation
Detailed patterns and worked examples
Detailed pattern documentation lives in references/details.md. Read that file when the navigation tier above is insufficient.
Best Practices
Do's
- Use multiple metrics - No single metric captures all risk
- Consider tail risk - VaR isn't enough, use CVaR
- Rolling analysis - Risk changes over time
- Stress test - Historical and hypothetical
- Document assumptions - Distribution, lookback, etc.
Don'ts
- Don't rely on VaR alone - Underestimates tail risk
- Don't assume normality - Returns are fat-tailed
- Don't ignore correlation - Increases in stress
- Don't use short lookbacks - Miss regime changes
- Don't forget transaction costs - Affects realized risk
Frequently asked questions
What to verify before installation and use
What does the risk-metrics-calculation source document cover?
Comprehensive risk measurement toolkit for portfolio management, including Value at Risk, Expected Shortfall, and drawdown analysis.
How do I install risk-metrics-calculation?
The source record exposes this install command: npx skills add https://github.com/wshobson/agents --skill "plugins/quantitative-trading/skills/risk-metrics-calculation". Inspect the command and pinned source before running it.
Which permission-related actions were detected?
Static rules flagged read-files in the source; the page lists the matching lines and excerpts.
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