risk-metrics-calculation

Quick Review

Excellent risk metrics skill with comprehensive implementation of industry-standard measures (VaR, CVaR, Sharpe, Sortino, drawdown analysis). The description clearly indicates when to use the skill for portfolio risk measurement, risk limits, and monitoring systems. Implementation is thorough with four well-organized patterns covering core metrics, portfolio-level risk, rolling calculations, and stress testing. Code is production-ready with proper handling of edge cases, multiple VaR methodologies (historical, parametric, Cornish-Fisher), and advanced features like risk parity and correlation analysis. Structure is excellent with clear categorization and quick reference. Novelty is strong—calculating these metrics correctly (especially CVaR, drawdown durations, and stress tests) would require significant tokens and financial domain expertise for a CLI agent. Minor improvement possible: could add visualization helpers or example data handling. Overall, this is a highly valuable skill that meaningfully reduces complexity for risk analytics tasks.