risk-metrics-calculation
Comprehensive risk measurement toolkit for portfolio management, including VaR, drawdown, and stress testing.
Install
npx skills add https://github.com/wshobson/agents --skill risk-metrics-calculationStats
| Total installs | 3,568 |
| Weekly installs | 3.5K |
| GitHub stars | 32.4K |
| First seen | Jan 20, 2026 |
| Source | @wshobson/agents |
Summary
- Covers 15+ risk metrics across volatility, tail risk, drawdown, and risk-adjusted return categories with parametric, historical, and Cornish-Fisher VaR methods
- Includes rolling window analysis, portfolio-level calculations with marginal risk contribution and risk parity optimization, and stress testing against historical crises or hypothetical shocks
- Supports Monte Carlo simulation with elevated volatility, correlation analysis during stress periods, and regime classification for dynamic risk monitoring
- Provides complete drawdown tracking with duration statistics, beta calculation, and information ratio for benchmark comparison
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FAQ
- How many installs does risk-metrics-calculation have?
- risk-metrics-calculation has 3,568 total installs and 3.5K installs this week.
- Where is risk-metrics-calculation hosted?
- risk-metrics-calculation is published by @wshobson/agents at https://github.com/wshobson/agents.
- How many GitHub stars does risk-metrics-calculation have?
- risk-metrics-calculation has 32.4K GitHub stars.
- When was risk-metrics-calculation first indexed?
- OrangeBot.AI first indexed risk-metrics-calculation on Jan 20, 2026.
- How do I install risk-metrics-calculation?
- Run: npx skills add https://github.com/wshobson/agents --skill risk-metrics-calculation