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risk-metrics-calculation

计算投资组合风险指标，包括风险价值（VaR）、条件风险价值（CVaR）、夏普比率、索提诺比率以及回撤分析。适用于评估投资组合风险、设定风险限额或构建风险监控系统时使用。

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name:risk-metrics-calculationdescription:Calculate portfolio risk metrics including VaR, CVaR, Sharpe, Sortino, and drawdown analysis. Use when measuring portfolio risk, implementing risk limits, or building risk monitoring systems.

Risk Metrics Calculation

Comprehensive risk measurement toolkit for portfolio management, including Value at Risk, Expected Shortfall, and drawdown analysis.

Use this skill when

  • Measuring portfolio risk

  • Implementing risk limits

  • Building risk dashboards

  • Calculating risk-adjusted returns

  • Setting position sizes

  • Regulatory reporting

    • Do not use this skill when

  • The task is unrelated to risk metrics calculation

  • You need a different domain or tool outside this scope

    • Instructions

  • Clarify goals, constraints, and required inputs.

  • Apply relevant best practices and validate outcomes.

  • Provide actionable steps and verification.

  • If detailed examples are required, open resources/implementation-playbook.md.

    • Resources

  • resources/implementation-playbook.md for detailed patterns and examples.