risk-analysis SKILL.md skillA
risk-analysis from hkuds/vibe-trading is an agent skill: a SKILL.md folder an AI agent loads when a task calls for it.
mdr add hkuds/vibe-trading/risk-analysis@git:20261011.d3c7681Pins git:20261011.d3c7681 in mdr.lock. Pin the fingerprint instead.
- Audit grade
- A, 17 of 17 checks passed
- Kind
- SKILL.md skill
- Repository
- hkuds/vibe-trading
- Path
agent/src/skills/risk-analysis/SKILL.md- Versions recorded
- 5
- Latest version
- git:20261011.d3c7681, committed Oct 11, 2026
- First version recorded
- Apr 1, 2026
- Size
- 15,387 bytes
- Repository stars
- 37,923
- License
- MIT
Risk measurement and stress testing — VaR/CVaR/max drawdown calculation, Monte Carlo simulation, extreme-value tail-risk analysis, and historical scenario stress testing.
Collected from public GitHub. Every version is saved exactly as it was and never changes. Install it at an exact version with the mdr tool, and every file is checked before it reaches your agent. The main file is checked against the SHA-256 fingerprint recorded here, and the others against the fingerprints GitHub keeps for its source commit. The automatic checks below grade the latest version, and the same checks always give the same file the same grade.
What the file says
# Risk Measurement and Stress Testing
## Overview
Systematic risk-measurement methodology covering VaR/CVaR calculation, Monte Carlo simulation, stress-test design, and tail-risk analysis. It provides risk evaluation for backtest results and risk-control constraints for asset allocation.
The measures below are implemented once, with tests, in `src/quantlib/risk.py`. Call them; do not retype the formulas, because a hand-retyped VaR is where the sign convention silently flips.
```python
from src.quantlib.risk import (
historical_var, parametric_var, historical_cvar,
max_drawdown_analysis, monte_carlo_gbm, analyze_mc_results, fit_gpd_tail,
)
```
### Sign convention
**A loss is a positive number**, uniformly, across every function in the module:
| Value | Reads as |
|------|------|
| `historical_var(...) == 0.028` | a 2.8% loss |
| `historical_cvar(...) == 0.042` | a 4.2% average loss in the tail |
| `max_drawdown_analysis(...)["max_drawdown"] == 0.325` | a 32.5% peak-to-trough decline |
| `analyze_mc_results(...)["var"] == 0.224` | a 22.4% loss |
…Read the whole file at its exact version.
How to install
mdr add hkuds/vibe-trading/risk-analysis@sha256:dca9b1d1ff7bf0fdThe line at the top of this page pins the label git:20261011.d3c7681, which is what most people want. This one pins the sha256 fingerprint of the contents instead, so it survives a label being moved. Either way the exact version is written to mdr.lock, and mdr install downloads and checks those contents again, so it installs them exactly or stops with an error.
[](https://markdownregistry.com/a/art_7docbsute54y5g5i)
2 badge image fetches in 30 days. What the badge shows.
Versions
The registry has recorded 5 versions of this file, between Apr 1, 2026 and Oct 11, 2026, about one every 48 days.
| version | committed | commit | size | audit | |
|---|---|---|---|---|---|
| git:20261011.d3c7681 latest | 2026-10-11 | d3c7681 | 15,387 B | A | view · diff |
| git:20260823.d472f9b | 2026-08-23 | d472f9b | 15,257 B | A | view · diff |
| git:20260805.62b8d9d | 2026-08-05 | 62b8d9d | 15,254 B | A | view · diff |
| git:20260409.27354eb | 2026-04-09 | 27354eb | 11,011 B | A | view · diff |
| git:20260401.34eae37 | 2026-04-01 | 34eae37 | 10,992 B | A | view |
Audit of the latest version
- pass: Frontmatter block present
- pass: Frontmatter declares a name
- pass: Frontmatter declares a description
- pass: Size between 200 bytes and 200 KB (15387 bytes)
- pass: No zero-width or bidi control characters
- pass: No instruction hidden inside an HTML comment
- pass: No link to an exfiltration or paste host
- pass: No credential-shaped string
- pass: No instruction to send local credentials anywhere
- pass: No text hidden with inline styles
- pass: No prompt-injection phrasing
- pass: No curl or wget piped into a shell
- pass: No recursive delete of root, home or parent
- pass: No instruction to read or print local credentials
- pass: No base64 blob over 200 characters
- pass: No link to a raw IP address
- pass: No script tag
Source
hkuds/vibe-trading · 37,923 stars · license MIT · pushed 2026-11-08 · branch main
API
GET https://markdownregistry.com/api/v1/artifacts/art_7docbsute54y5g5i GET https://markdownregistry.com/api/v1/resolve?ref=hkuds/vibe-trading/risk-analysis GET https://markdownregistry.com/api/v1/blob/dca9b1d1ff7bf0fdb23e246f1e18c592a573a0a700d779ca8738420b92b6b5bd
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