risk-metrics-calculation
Calculates key portfolio risk metrics like VaR and Sharpe ratio for effective risk management and monitoring.
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Security score
The risk-metrics-calculation skill was audited on Jun 2, 2026 and we found 3 security issues across 1 threat category. Review the findings below before installing.
Categories Tested
Security Issues
low line 553
External URL reference
SourceSKILL.md
| 553 | - [Risk Management and Financial Institutions (John Hull)](https://www.amazon.com/Risk-Management-Financial-Institutions-5th/dp/1119448115) |
low line 554
External URL reference
SourceSKILL.md
| 554 | - [Quantitative Risk Management (McNeil, Frey, Embrechts)](https://www.amazon.com/Quantitative-Risk-Management-Techniques-Princeton/dp/0691166277) |
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External URL reference
SourceSKILL.md
| 555 | - [pyfolio Documentation](https://quantopian.github.io/pyfolio/) |
Scanned on Jun 2, 2026
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