Quantify realized risk from historical data using volatility estimators, drawdown analysis, and downside risk metrics. Use when the user asks about historical volatility, maximum drawdown, drawdown duration, historical VaR, downside deviation, semi-variance, or tracking error.
Install
The individual skill folder is not confirmed. This command opens the repository’s skill selector; follow the upstream instructions.
skills CLI
npx skills add JoelLewis/finance_skills