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.
Add this skill
npx mdskills install sickn33/risk-metrics-calculationGeneric template lacking specific risk calculation formulas and actionable implementation steps
Comprehensive risk measurement toolkit for portfolio management, including Value at Risk, Expected Shortfall, and drawdown analysis.
resources/implementation-playbook.md.resources/implementation-playbook.md for detailed patterns and examples.Install via CLI
npx mdskills install sickn33/risk-metrics-calculationRisk Metrics Calculation is a free, open-source AI agent skill. 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.
Install Risk Metrics Calculation with a single command:
npx mdskills install sickn33/risk-metrics-calculationThis downloads the skill files into your project and your AI agent picks them up automatically.
Risk Metrics Calculation works with Claude Code, Claude Desktop, Cursor, Vscode Copilot, Windsurf, Continue Dev, Codex, Gemini Cli, Amp, Roo Code, Goose, Opencode, Trae, Qodo, Command Code. Skills use the open SKILL.md format which is compatible with any AI coding agent that reads markdown instructions.