Risk measurement and stress testing via Longbridge — computes VaR (historical simulation / parametric), CVaR (expected shortfall), max drawdown, Sharpe ratio, Calmar ratio, and runs historical scenario stress tests (2008 GFC, 2020 COVID crash, 2022 rate-hike cycle).
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 longbridge/skills