advanced-math-trading/robustness-risk
CommunityTail risk guards for robust trading.
Authorkeith-mvs
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This Skill provides tail-risk modeling, EVT, regularization, and validation guardrails to improve robustness.
Core Features & Use Cases
- Tail Modeling & EVT: Extreme value theory for risk estimates.
- Regularization & Validation: Guardrails to prevent overfitting.
- Pitfalls & Best Practices: Practical guidance for robust models.
Quick Start
Example: "Apply EVT to a tail-risk scenario and validate model robustness."
Dependency Matrix
Required Modules
None requiredComponents
Standard package💻 Claude Code Installation
Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.
Please help me install this Skill: Name: advanced-math-trading/robustness-risk Download link: https://github.com/keith-mvs/ordinis/archive/main.zip#advanced-math-trading-robustness-risk Please download this .zip file, extract it, and install it in the .claude/skills/ directory.