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This skill provides a robust toolkit for measuring and monitoring financial risk within Claude Code. It enables the calculation of advanced metrics including Value at Risk (VaR), Expected Shortfall (CVaR), and drawdown analysis, alongside risk-adjusted return ratios like Sharpe, Sortino, and Calmar. Designed for quantitative traders and financial analysts, it supports both individual asset analysis and complex portfolio-level risk attribution, helping users implement risk limits, build monitoring dashboards, and perform stress testing on trading strategies using production-grade mathematical patterns.
