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risk-measurement

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Quantify portfolio and strategy risk.

Finance & Accounting#portfolio#stress testing#measurement#risk#VaR#drawdown#expected shortfall
AuthorGhostOf0days
Version1.0.0
Installs0

System Documentation

What problem does it solve?

This Skill addresses the need to accurately quantify and understand various types of financial risk within trading portfolios and strategies.

Core Features & Use Cases

  • Risk Metric Estimation: Calculates Value at Risk (VaR), Expected Shortfall (ES), and drawdown statistics.
  • Scenario Analysis: Enables stress testing and tail-loss decomposition.
  • Backtesting: Validates risk forecasts against historical performance.
  • Use Case: When a trading desk needs to understand the potential losses under extreme market conditions for a specific portfolio, this skill provides the necessary metrics and analysis.

Quick Start

Run the risk measurement diagnostics script on the input CSV file.

Dependency Matrix

Required Modules

None required

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: risk-measurement
Download link: https://github.com/GhostOf0days/codex-quant-skills/archive/main.zip#risk-measurement

Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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