Quant Risk Dashboard

Professional quantitative trading risk management dashboard. Real-time VaR/CVaR calculation, stress testing, position limits, exposure monitoring, drawdown a...

This skill appears coherent for running a local risk dashboard and uses standard numeric and visualization libraries. Before installing or running: (1) review the truncated portion of quant_risk.py to ensure there are no network calls, hidden remote endpoints, or code that reads system secrets; (2) run the code in an isolated virtual environment or sandbox and install the listed pip packages into a venv; (3) be cautious when exposing the dashboard port (default 8050) — bind to localhost and firewall appropriately if you do not want external access; (4) note the code uses mock historical returns in the visible portion, so you should provide real market data sources and validate calculations before relying on this in production; (5) if you plan to integrate with a trading system, audit the integration code for any places where credentials or order-execution logic could be sent to or accepted from this skill.

Type: OpenClaw Skill Name: quant-risk-dashboard Version: 1.0.0 The quant-risk-dashboard skill is a legitimate implementation of a quantitative trading risk management tool. The code in quant_risk.py performs standard financial calculations (VaR, CVaR, Sharpe ratio) using numpy and scipy, and the SKILL.md provides clear, non-malicious instructions for its use. No indicators of data exfiltration, malicious execution, or prompt injection were found.