Agent Skills
› NeverSight/learn-skills.dev
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risk-metrics-calculation
GitHub用于计算投资组合风险指标（如VaR、CVaR、夏普比率等）的工具包。适用于衡量风险、设定限额、构建监控仪表盘及监管报告等场景，提供可操作的风险管理步骤与验证方法。
Trigger Scenarios
衡量投资组合风险
实施风险限额
构建风险监控仪表盘
计算风险调整后收益
设定头寸规模
生成监管报告
Install
npx skills add NeverSight/learn-skills.dev --skill risk-metrics-calculation -g -y
SKILL.md
Frontmatter
{
"name": "risk-metrics-calculation",
"risk": "unknown",
"source": "community",
"description": "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.mdfor detailed patterns and examples.
Version History
- e0220ca Current 2026-07-05 21:58
