About
This skill provides a specialized toolkit for measuring and analyzing portfolio risk within the Claude Code environment. It automates complex quantitative finance calculations including Value at Risk (VaR), Expected Shortfall (CVaR), drawdown analysis, and risk-adjusted performance ratios like Sharpe and Sortino. By offering standardized implementation patterns for both individual assets and diversified portfolios, it enables developers to build robust risk monitoring systems, set position limits, and generate detailed regulatory or performance reports with high precision.
