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Portfolio risk metrics v1.0.0

Use this resource to calculate portfolio risk metrics such as VaR, CVaR or drawdown

New

  • 315 downloads
  • 228 likes
  • 187 saves

Free

Install with the CLI

In a terminal, from the folder you want:

npx --yes palatekit@latest install portfolio-risk-metrics

With no option, the skill goes to ~/.agents/skills/; add --agent claude-code (or codex, cursor…) to target an agent.

First time: connect the CLI with

npx --yes palatekit@latest login

The agent calculates the main risk measures: volatility, tail risk (VaR, CVaR), risk-adjusted ratios and drawdowns, over several horizons. You get the formulas and calculation code to feed risk limits or a dashboard.

Mostly picked by

Updated November 2, 2026

Card for the “Portfolio risk metrics” skill

Details

Works in
Install guides
Generates with
Your agent's model
Licence
MIT

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What you get

    Good fit for

    • You want to track your portfolio's risk over time
    • You need to set numeric risk limits

    Not for

      Tags

      • risk
      • portfolio
      • VaR
      • finance

      About

      You say

      “Calculate the 95% VaR and the maximum drawdown of my portfolio over two years.”

      Card for the “Portfolio risk metrics” skill

      Skill published by wshobson under the MIT license, delivered in its original version.

      Show more

      How to use it

      1. Install the skill in your agent's skills folder
      2. Ask your agent to calculate portfolio risk metrics such as VaR, CVaR or drawdown
      3. Review and adjust the result

      Content preview

      Files

      • LICENSE1.1 KB
      • NOTICE-PALATEKIT.md0.5 KB
      • references/details.md17 KB
      • SKILL.md2 KB

      Origin and licence

      Listed unmodified

      Author
      wshobson
      Source
      github.com/wshobson/agents/tree/0874a27b17a22e2b7c2e2bcd725768e0803cad06/plugins/quantitative-trading/skills/risk-metrics-calculation
      Licence
      MIT

      Notice

      « risk-metrics-calculation » (wshobson, MIT) livré dans sa version d'origine : fiche en français et en anglais par PalateKit.

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