risk-calculator - Portfolio Risk Analysis Tool
Calculate VaR, Sharpe ratio, drawdown analysis, and position sizing for portfolios
Tags
Updated: 2026-03-20Capabilities
Typical Inputs
Typical Outputs
What this skill does
- analyze portfolio
- calculate VaR
- calculate Sharpe ratio
- calculate Sortino ratio
- calculate Beta
- calculate position size
- calculate Kelly Criterion
- analyze correlation matrix
- run stress test
- monitor risk dashboard
- generate risk alerts
Inputs
- portfolio data
- asset prices
- historical price data
- risk parameters
- benchmark data
- stress scenarios
Outputs
- risk metrics
- risk dashboard
- correlation matrix
- position size recommendations
- stress test results
- risk alerts
Requirements
- Python 3.7+
- numpy>=1.24.0
- pandas>=2.0.0
- scipy>=1.10.0