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Compute portfolio risk v1.0.0
Use this resource to measure portfolio risk from daily returns
New
- 388 downloads
- 134 likes
- 169 saves
Free
Install with the CLI
In a terminal, from the folder you want:
npx --yes palatekit@latest install portfolio-risk-metrics-3With 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 loginThe agent installs neural-trader if needed, then computes VaR, CVaR, drawdown and position-sizing figures from a returns series you provide. Without returns, the command falls back to a built-in sample, which the skill flags as such.
Mostly picked by
Updated November 2, 2026
Previews
Details
- Install guides
- Generates with
- Your agent's model
- Licence
- MIT
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What you get
- SKILL.md: risk command and parameters
- SKILL.md: how to read the result and data caveats
Good fit for
- You want a 95% VaR from your return history
- You are checking position sizes before a decision
Not for
Tags
- risk
- VaR
- portfolio
- drawdown
About
You say
“Compute the 95% VaR on these daily returns for a 100,000 portfolio.”
Skill published by ruvnet under the MIT license, delivered in its original version.
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How to use it
- Install the skill in your agent's skills folder
- Ask your agent to measure portfolio risk from daily returns
- Review and adjust the result
Content preview
Files
- LICENSE1.1 KB
- NOTICE-PALATEKIT.md0.5 KB
- SKILL.md1.9 KB
Origin and licence
Listed unmodified
- Author
- ruvnet
- Source
- github.com/ruvnet/ruflo/tree/89b0cd02dd99ea1f63437fde6c05992ec53cc22b/plugins/ruflo-neural-trader/skills/trader-risk
- Licence
- MIT
Notice
« trader-risk » (ruvnet, MIT) livré dans sa version d'origine : fiche en français et en anglais par PalateKit.
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