Trading_skills risk-assessment

Assess risk metrics for a stock or position including volatility, beta, VaR, and drawdown analysis. Use when user asks about risk, volatility, beta, VaR, value at risk, drawdown, or position sizing.

install

source · Clone the upstream repo

git clone https://github.com/staskh/trading_skills

Claude Code · Install into ~/.claude/skills/

T=$(mktemp -d) && git clone --depth=1 https://github.com/staskh/trading_skills "$T" && mkdir -p ~/.claude/skills && cp -r "$T/.claude/skills/risk-assessment" ~/.claude/skills/staskh-trading-skills-risk-assessment && rm -rf "$T"

manifest: .claude/skills/risk-assessment/SKILL.md

source content

Risk Assessment

Calculate risk metrics for stocks and positions.

Instructions

Note: If
uv
is not installed or
pyproject.toml
is not found, replace
uv run python
with
python
in all commands below.

uv run python scripts/risk.py SYMBOL [--period PERIOD] [--position-size SIZE]

Arguments

```
SYMBOL
```
- Ticker symbol
```
--period
```
- Analysis period: 1mo, 3mo, 6mo, 1y (default: 1y)
```
--position-size
```
- Dollar amount for position-specific metrics (optional)

Output

Returns JSON with:

```
volatility
```
- Historical volatility (annualized)
```
beta
```
- Beta vs SPY
```
var_95
```
- 95% Value at Risk (daily)
```
var_99
```
- 99% Value at Risk (daily)
```
max_drawdown
```
- Maximum drawdown in period
```
sharpe_ratio
```
- Risk-adjusted return
```
position_risk
```
- If position-size provided, dollar VaR

Explain what the risk metrics mean and suggest position sizing if relevant.

Dependencies

```
numpy
```
```
yfinance
```