What financial metrics does this skill calculate?

The skill calculates Value at Risk (VaR), Conditional VaR (CVaR), historical and rolling volatility, maximum drawdown, and risk-adjusted return metrics like Sharpe and Sortino ratios.

Do I need a Nixtla API key to use this skill?

A NIXTLA_TIMEGPT_API_KEY is optional. It is only required if you want to perform advanced volatility forecasting; core risk analysis and historical metrics work without it.

Can I use this for crypto or prediction markets?

Yes, as long as you provide price data in a standard CSV format with a date and price column, the skill can analyze any asset class including crypto and prediction market contracts.

What position sizing models are supported?

The skill supports several methodologies: Kelly Criterion (Full, Half, Quarter), Fixed Fractional risk, Volatility Adjusted (targeting specific portfolio volatility), and VaR-based sizing.

Market Risk Analyzer

Name: Market Risk Analyzer
Author: intent-solutions-io

byintent-solutions-io

数据科学与机器学习

Analyzes investment risk and determines optimal position sizing using advanced financial metrics like Value at Risk and volatility forecasting.

关于

The Market Risk Analyzer skill empowers developers and traders to quantify financial risk and optimize portfolio allocation directly within Claude Code. By leveraging Python-based statistical analysis and Nixtla's TimeGPT for optional forecasting, it calculates critical metrics such as Value at Risk (VaR), maximum drawdown, and Sharpe ratios. Whether you are managing personal investments or building algorithmic trading systems, this skill provides actionable insights and professional-grade markdown reports complete with visualizations to ensure informed decision-making and robust risk management through a standardized four-step analytical pipeline.

主要功能

Integration with Nixtla TimeGPT for advanced volatility regime classification and forecasting capabilities.
Multi-method position sizing recommendations using Kelly Criterion, fixed fractional, and volatility targeting.
Comprehensive risk metrics including VaR (95%/99%), volatility, and maximum drawdown analysis.
Automated generation of professional markdown risk reports with embedded price and drawdown visualizations.
Performance analysis using risk-adjusted return metrics like Sharpe and Sortino ratios.
0 GitHub stars

使用场景

Determining the optimal amount of capital to allocate to a trade based on account size and specific risk tolerance.
Generating automated risk management reports and visualizations for investment portfolios or trading strategies.
Evaluating the risk profile and historical performance of specific stocks or prediction market contracts.

关于

主要功能

Integration with Nixtla TimeGPT for advanced volatility regime classification and forecasting capabilities.
Multi-method position sizing recommendations using Kelly Criterion, fixed fractional, and volatility targeting.
Comprehensive risk metrics including VaR (95%/99%), volatility, and maximum drawdown analysis.
Automated generation of professional markdown risk reports with embedded price and drawdown visualizations.
Performance analysis using risk-adjusted return metrics like Sharpe and Sortino ratios.
0 GitHub stars

使用场景

Determining the optimal amount of capital to allocate to a trade based on account size and specific risk tolerance.
Generating automated risk management reports and visualizations for investment portfolios or trading strategies.
Evaluating the risk profile and historical performance of specific stocks or prediction market contracts.