portfolio-analytics
CommunityMeasure and report portfolio performance.
Finance & Accounting#reporting#risk management#performance metrics#portfolio analysis#backtesting#quantstats
Authoragiprolabs
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This Skill provides comprehensive analysis of investment portfolio performance, transforming raw equity curves into actionable insights and investor-ready reports.
Core Features & Use Cases
- Performance Metrics: Calculate total return, CAGR, Sharpe ratio, Sortino ratio, maximum drawdown, and more.
- Risk Assessment: Quantify volatility, Value at Risk (VaR), and time spent underwater.
- Reporting: Generate monthly return tables and integrate with
quantstatsfor detailed HTML reports. - Use Case: After backtesting a trading strategy, use this Skill to generate a full performance report, including risk-adjusted metrics and a monthly return heatmap, to evaluate its viability.
Quick Start
Analyze the equity curve data in 'equity.csv' using the portfolio-analytics skill.
Dependency Matrix
Required Modules
pandasnumpyquantstats
Components
scriptsreferences
💻 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: portfolio-analytics Download link: https://github.com/agiprolabs/claude-trading-skills/archive/main.zip#portfolio-analytics Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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