# Risk Metrics Calculation

> 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.

- Skill: `techwavedev/risk-metrics-calculation` (Agent Skill, multi-file: 2 files)
- Install (CLI): `npx skillmds@latest add techwavedev/risk-metrics-calculation`
- Raw SKILL.md: https://api.skillmd.com/api/skills/techwavedev/risk-metrics-calculation/raw
- Safety review: pending
- Works with: Claude Code, Claude.ai, OpenAI Codex
- Category: Web & Frontend
- Author: techwavedev (https://skillmd.com/u/techwavedev)
- Updated: 2026-09-10
- Page: https://skillmd.com/skills/techwavedev/risk-metrics-calculation

---


# Risk Metrics Calculation

Comprehensive risk measurement toolkit for portfolio management, including Value at Risk, Expected Shortfall, and drawdown analysis.

## Use this skill when

- Measuring portfolio risk
- Implementing risk limits
- Building risk dashboards
- Calculating risk-adjusted returns
- Setting position sizes
- Regulatory reporting

## Do not use this skill when

- The task is unrelated to risk metrics calculation
- You need a different domain or tool outside this scope

## Instructions

- Clarify goals, constraints, and required inputs.
- Apply relevant best practices and validate outcomes.
- Provide actionable steps and verification.
- If detailed examples are required, open `resources/implementation-playbook.md`.

## Resources

- `resources/implementation-playbook.md` for detailed patterns and examples.

---

<!-- AGI-INTEGRATION-START -->

## AGI Framework Integration

> **Adapted for [@techwavedev/agi-agent-kit](https://www.npmjs.com/package/@techwavedev/agi-agent-kit)**
> Original source: [antigravity-awesome-skills](https://github.com/sickn33/antigravity-awesome-skills)

### Memory-First Protocol

Retrieve prior design decisions (color palettes, typography, spacing scales) to maintain visual consistency across sessions. Cache generated design tokens.

```bash
# Check for prior frontend/design context before starting
python3 execution/memory_manager.py auto --query "design system decisions and component patterns for Risk Metrics Calculation"
```

### Storing Results

After completing work, store frontend/design decisions for future sessions:

```bash
python3 execution/memory_manager.py store \
  --content "Design system: adopted 8px grid, Inter font family, HSL color tokens with dark mode support" \
  --type decision --project <project> \
  --tags risk-metrics-calculation frontend
```

### Multi-Agent Collaboration

Share design decisions with backend agents (API contract changes) and QA agents (visual regression baselines).

```bash
python3 execution/cross_agent_context.py store \
  --agent "<your-agent>" \
  --action "Implemented UI components — new design system with accessibility compliance (WCAG 2.1 AA)" \
  --project <project>
```

### Design Memory Persistence

Store design system tokens and component decisions in Qdrant so any agent on any platform (Claude, Gemini, Cursor) can retrieve and apply consistent styling.

<!-- AGI-INTEGRATION-END -->