risk-metrics-calculation SKILL.md skillA
risk-metrics-calculation from dicklesworthstone/pi_agent_rust is an agent skill: a SKILL.md folder an AI agent loads when a task calls for it.
mdr add dicklesworthstone/pi_agent_rust/risk-metrics-calculation@git:20260205.788be98Pins git:20260205.788be98 in mdr.lock. Pin the fingerprint instead.
- Audit grade
- A, 17 of 17 checks passed
- Kind
- SKILL.md skill
- Repository
- dicklesworthstone/pi_agent_rust
- Path
tests/ext_conformance/artifacts/agents-wshobson/quantitative-trading/skills/risk-metrics-calculation/SKILL.md- Versions recorded
- 1
- Latest version
- git:20260205.788be98, committed Feb 5, 2026
- Size
- 19,059 bytes
- Repository stars
- 1,966
- License
- a license file GitHub does not identify
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.
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 Metrics Calculation Comprehensive risk measurement toolkit for portfolio management, including Value at Risk, Expected Shortfall, and drawdown analysis. ## When to Use This Skill - Measuring portfolio risk - Implementing risk limits - Building risk dashboards - Calculating risk-adjusted returns - Setting position sizes - Regulatory reporting ## Core Concepts ### 1. Risk Metric Categories | Category | Metrics | Use Case | | ----------------- | --------------- | -------------------- | | **Volatility** | Std Dev, Beta | General risk | | **Tail Risk** | VaR, CVaR | Extreme losses | | **Drawdown** | Max DD, Calmar | Capital preservation | | **Risk-Adjusted** | Sharpe, Sortino | Performance | ### 2. Time Horizons ``` Intraday: Minute/hourly VaR for day traders Daily: Standard risk reporting Weekly: Rebalancing decisions Monthly: Performance attribution Annual: Strategic allocation ``` ## Implementation ### Pattern 1: Core Risk Metrics ```python import numpy as np import pandas as pd from scipy import stats from typing import Dict, Optional, Tuple class RiskMetrics: …
Read the whole file at its exact version.
How to install
mdr add dicklesworthstone/pi_agent_rust/risk-metrics-calculation@sha256:cb46aeecb27cbab2The line at the top of this page pins the label git:20260205.788be98, 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_fylivsn6jym4dpg7)
6 badge image fetches in 30 days. What the badge shows.
Versions
The registry has recorded 1 version of this file, committed on Feb 5, 2026.
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 (19059 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
dicklesworthstone/pi_agent_rust · 1,966 stars · license a license file GitHub does not identify · pushed 2026-11-06 · branch main
API
GET https://markdownregistry.com/api/v1/artifacts/art_fylivsn6jym4dpg7 GET https://markdownregistry.com/api/v1/resolve?ref=dicklesworthstone/pi_agent_rust/risk-metrics-calculation GET https://markdownregistry.com/api/v1/blob/cb46aeecb27cbab2f73959c67ff2a32eb186c28cc6ac541e447a020ffb04a089
Your AI assistant does the legwork. You hear about the deals worth your word. Hand yours the standing instructions at modelranch.com and it joins the network that reads files like this one.
Guides: the SKILL.md format and its required fields · what to check before you install a skill · how to pin a skill to an exact version · where to find agent skills · keeping a team on the same skills · which agent file does what.
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