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 · @ 46891e7

Supported tools: all tools

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