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Risk Metrics Calculation
by
zhengxinjipai
· GitHub ↗
· v1.0.0
399
Downloads
0
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3
Active Installs
1
Versions
Install in OpenClaw
/install risk-metrics-calculation
Description
Calculate portfolio risk metrics including VaR, CVaR, Sharpe, Sortino, and drawdown analysis. Use when measuring portfolio risk, implementing risk limits, or...
Usage Guidance
This is an instruction-only skill that provides Python implementations for portfolio risk metrics and asks for no credentials. Before installing/use: (1) verify your execution environment has numpy, pandas, and scipy if you intend to run the examples; (2) treat the code as illustrative — test and validate the calculations on known datasets before using for trading/regulatory decisions; (3) confirm how your agent/platform handles data — the skill will process any return series you supply, so avoid feeding sensitive or production data until you’re comfortable; (4) note the skill source/homepage is unknown and the author is unaffiliated in metadata — that is not proof of maliciousness but double-check provenance if you require vendor support or provenance guarantees.
Capability Analysis
Type: OpenClaw Skill
Name: risk-metrics-calculation
Version: 1.0.0
The skill bundle provides a comprehensive set of tools for calculating financial risk metrics (VaR, Sharpe ratio, drawdowns, etc.) using standard Python libraries like pandas and scipy. The code in SKILL.md is well-structured, aligns perfectly with its stated purpose of portfolio risk management, and contains no indicators of malicious intent, data exfiltration, or unauthorized execution.
Capability Assessment
Purpose & Capability
Name/description match the included content: SKILL.md contains detailed implementations and explanations for VaR, CVaR, Sharpe, Sortino, drawdown, and related metrics. No unrelated binaries, env vars, or config paths are requested.
Instruction Scope
SKILL.md is implementation-oriented (Python examples and formulas) but does not instruct the agent to read system files, collect environment secrets, or transmit data to external endpoints. The instructions focus on local computation of risk metrics given return series.
Install Mechanism
There is no install spec (instruction-only). That minimizes risk because nothing is written to disk or downloaded by the skill itself.
Credentials
The skill requires no credentials or config paths, which is proportionate. Note: the provided Python examples depend on numpy/pandas/scipy, but the skill declares no install — ensure the execution environment has these libraries before running code.
Persistence & Privilege
always is false and the skill does not request persistent privileges or modify other skills or system-wide settings. Autonomous invocation is permitted (platform default) and not a concern by itself.
How to Use
- Make sure OpenClaw is installed (local or Docker)
- Run the install command in chat:
/install risk-metrics-calculation - After installation, invoke the skill by name or use
/risk-metrics-calculation - Provide required inputs per the skill's parameter spec and get structured output
Version History
v1.0.0
Initial release — comprehensive portfolio risk metrics calculator.
- Calculates key risk metrics: VaR, CVaR, Sharpe ratio, Sortino ratio, Calmar ratio, beta, volatility, drawdown.
- Supports historical, parametric, and Cornish-Fisher VaR methods.
- Provides drawdown and drawdown duration analysis.
- Includes functions for risk-adjusted and relative performance measures (e.g., Omega ratio, information ratio).
- Designed for integration in portfolio risk reporting, risk limits, and monitoring systems.
Metadata
Frequently Asked Questions
What is Risk Metrics Calculation?
Calculate portfolio risk metrics including VaR, CVaR, Sharpe, Sortino, and drawdown analysis. Use when measuring portfolio risk, implementing risk limits, or... It is an AI Agent Skill for Claude Code / OpenClaw, with 399 downloads so far.
How do I install Risk Metrics Calculation?
Run "/install risk-metrics-calculation" in the OpenClaw or Claude Code chat to install it in one step — no extra setup required.
Is Risk Metrics Calculation free?
Yes, Risk Metrics Calculation is completely free (open-source). You can download, install and use it at no cost.
Which platforms does Risk Metrics Calculation support?
Risk Metrics Calculation is cross-platform and runs anywhere OpenClaw / Claude Code is available (cross-platform).
Who created Risk Metrics Calculation?
It is built and maintained by zhengxinjipai (@zhengxinjipai); the current version is v1.0.0.
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