risk-metrics-calculation SKILL.md skillA
risk-metrics-calculation from wshobson/agents is an agent skill: a SKILL.md folder an AI agent loads when a task calls for it.
mdr add wshobson/agents/risk-metrics-calculation@git:20260522.be57c0bPins git:20260522.be57c0b in mdr.lock. Pin the fingerprint instead.
- Audit grade
- A, 17 of 17 checks passed
- Kind
- SKILL.md skill
- Repository
- wshobson/agents
- Path
plugins/quantitative-trading/skills/risk-metrics-calculation/SKILL.md- Versions recorded
- 4
- Latest version
- git:20260522.be57c0b, committed May 22, 2026
- First version recorded
- Dec 16, 2025
- Size
- 2,008 bytes
- Repository stars
- 42,320
- License
- MIT
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 ``` ## Detailed patterns and worked examples Detailed pattern documentation lives in `references/details.md`. Read that file when the navigation tier above is insufficient. ## Best Practices ### Do's …
Read the whole file at its exact version.
How to install
mdr add wshobson/agents/risk-metrics-calculation@sha256:d42f5937e253a072The line at the top of this page pins the label git:20260522.be57c0b, 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_hrrcata2ezdsf3fp)
5 badge image fetches in 30 days. What the badge shows.
Versions
The registry has recorded 4 versions of this file, between Dec 16, 2025 and May 22, 2026, about one every 52 days.
| version | committed | commit | size | audit | |
|---|---|---|---|---|---|
| git:20260522.be57c0b latest | 2026-05-22 | be57c0b | 2,008 B | A | view · diff |
| git:20260307.47a5dbc | 2026-03-07 | 47a5dbc | 18,692 B | A | view · diff |
| git:20260119.5684887 | 2026-01-19 | 5684887 | 19,059 B | A | view · diff |
| git:20251216.01d93fc | 2025-12-16 | 01d93fc | 18,955 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 (2008 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
wshobson/agents · 42,320 stars · license MIT · pushed 2026-11-08 · branch main
API
GET https://markdownregistry.com/api/v1/artifacts/art_hrrcata2ezdsf3fp GET https://markdownregistry.com/api/v1/resolve?ref=wshobson/agents/risk-metrics-calculation GET https://markdownregistry.com/api/v1/blob/d42f5937e253a072ad6fee37762fa0455d28314b31bd4ff088bd92c5e219e6c8
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.