Marketplaces / wshobson/agents / quantitative-trading/risk-metrics-calculation

quantitative-trading/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.

skill · safety 100/100 (clean) · @ 367cb6a

Install in kendex: kendex add --skill quantitative-trading/risk-metrics-calculation after subscribing to wshobson/agents.