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
npx skills add wshobson/agents --skill risk-metrics-calculationnpx skills add wshobson/agents --skill risk-metrics-calculation -a claude-code -gnpx skills add wshobson/agents --skill risk-metrics-calculation -a codex -ggemini skills install https://github.com/wshobson/agents.git --path plugins/quantitative-trading/skills/risk-metrics-calculationgh skill install wshobson/agents risk-metrics-calculationgit clone --depth 1 https://github.com/wshobson/agents /tmp/wshobson__agents
mkdir -p ~/.claude/skills ~/.agents/skills
cp -R /tmp/wshobson__agents/plugins/quantitative-trading/skills/risk-metrics-calculation ~/.claude/skills/risk-metrics-calculation # Claude Code
cp -R /tmp/wshobson__agents/plugins/quantitative-trading/skills/risk-metrics-calculation ~/.agents/skills/risk-metrics-calculation # Codex, Cursor, Gemini CLI, Copilot, OpenCode