AgentStack
Browse Sign in
Browse Why AgentStack Sell Docs
Sign in
SKILL verified MIT Self-run

Financial Rules Base

skill-gugastork-agente-skill-oop-financial-rules-base · by gugastork

Source of truth for financial analysis rules. Abstract skill — do not invoke directly.

↗ Repository
— No reviews yet
0 installs
9 views
0.0% view→install

Install

$ agentstack add skill-gugastork-agente-skill-oop-financial-rules-base

✓ scanned · ✓ verified, works with Claude Code, Cursor, and more.

Security review

✓ Passed

No issues found. Passed automated security review. · v0.1.0 How review works →

  • ✓ Prompt-injection patterns
  • ✓ Secret / credential exfiltration
  • ✓ Dangerous shell & filesystem operations
  • ✓ Untrusted network calls
  • ✓ Known-malicious package signatures

What it can access

  • ✓ Network access No
  • ✓ Filesystem access No
  • ✓ Shell / process execution No
  • ✓ Environment & secrets No
  • ✓ Dynamic code execution No

From automated source analysis of v0.1.0. “Used” means the capability is present in the source — more access means more to trust, not that it’s unsafe.

View the full security report →

Verified badge

Passed review? Show it. Paste this badge into your README, it links to the public security report.

AgentStack Verified badge Links to your public security report.
[![AgentStack Verified](https://agentstack.voostack.com/badges/verified.svg)](https://agentstack.voostack.com/security/report/skill-gugastork-agente-skill-oop-financial-rules-base)

Reliability & compatibility

✓ Security review passed
0 installs to date
— no reviews yet
○ 4mo ago

Declared compatibility

Claude CodeClaude Desktop

Compatibility is declared by the source manifest. End-to-end runtime verification is coming, see below.

Preview Execution monitoring

We're building live execution health for every listing: tool-call success rate, median latency, uptime, and last-checked timestamps, measured, not self-reported. It isn't live yet, so we don't show numbers we can't stand behind.

How agent discovery & health will work →
Are you the author of Financial Rules Base? Claim this listing to set pricing, connect Stripe payouts, and keep 70% of every sale.
Sign up to claim

About

Financial Rules Base

GUARD

> ⚠️ SKILL ABSTRATA > > Se você foi invocado diretamente (não via outra skill que declare dependência), > responda: "Esta é uma skill abstrata. Use risk-analyzer, portfolio-optimizer ou > investment-orchestrator para tarefas específicas."

PROPÓSITO

Esta skill é uma ABSTRAÇÃO. Ela não executa ações — apenas fornece definições, fórmulas e regras que outras skills devem carregar e aplicar.

[SUMMARY]

Visão Geral das Regras (~200 tokens)

Risk Metrics: Value at Risk (VaR), Conditional VaR (CVaR), Beta, Standard Deviation, Maximum Drawdown.

Portfolio Theory: Modern Portfolio Theory (Markowitz), Efficient Frontier, Capital Asset Pricing Model (CAPM), Sharpe Ratio.

Compliance Rules: Diversification limits, concentration risk thresholds, liquidity requirements, regulatory constraints.

Métodos Abstratos:

  • analyze_risk(portfolio) → RiskReport
  • optimize_allocation(portfolio) → OptimalAllocation

[FULL]

Risk Metrics Detailed

Value at Risk (VaR)
  • Measures maximum expected loss over a time period at a confidence level
  • Parametric VaR: VaR = μ - Zα × σ (assumes normal distribution)
  • Historical VaR: Based on actual historical returns
  • Monte Carlo VaR: Simulated scenarios
  • Standard confidence levels: 95% (1.65σ) and 99% (2.33σ)
Conditional VaR (CVaR / Expected Shortfall)
  • Expected loss given that VaR has been exceeded
  • More conservative than VaR
  • Better captures tail risk
  • CVaR ≥ VaR always
Beta
  • Measures systematic risk relative to market
  • β = Cov(Ri, Rm) / Var(Rm)
  • β > 1: More volatile than market
  • β 1 is good, > 2 is very good, > 3 is excellent
Capital Asset Pricing Model (CAPM)
  • E(Ri) = Rf + βi × (E(Rm) - Rf)
  • Expected return based on systematic risk
  • Risk premium = β × Market premium
Asset Allocation Strategies
  • Strategic: Long-term target allocation based on goals
  • Tactical: Short-term deviations to exploit opportunities
  • Dynamic: Adjusts with market conditions
  • Constant-proportion: Fixed allocation ratios

[FULL:compliance]

Diversification Rules
  • No single asset > 10% of portfolio (institutional standard)
  • No single sector > 25% of portfolio
  • Minimum 5 asset classes for balanced portfolios
  • International exposure: 20-40% for developed market investors
Liquidity Requirements
  • Maintain minimum 5% in highly liquid assets
  • Match investment horizon to asset liquidity
  • Emergency fund: 3-6 months expenses in liquid assets
Regulatory Constraints
  • Know Your Customer (KYC) requirements
  • Suitability assessment for risk profile
  • Reporting obligations for large positions
  • Tax-efficient structuring within legal limits

[ABSTRACT] Métodos a Implementar

Skills que "herdam" desta base devem implementar:

analyze_risk(portfolio: Portfolio) → RiskReport
  - Recebe composição do portfólio
  - Retorna métricas de risco (VaR, Beta, Sharpe, etc.)
  - Deve classificar nível de risco: Low / Medium / High / Critical

optimize_allocation(portfolio: Portfolio, constraints: Constraints) → OptimalAllocation
  - Recebe portfólio atual e restrições
  - Retorna alocação otimizada via fronteira eficiente
  - Deve respeitar regras de compliance

generate_report(portfolio: Portfolio) → InvestmentReport
  - Recebe portfólio completo
  - Retorna relatório consolidado com análise e recomendações

CHANGELOG

  • v1.0.0 (2026-03-13): Initial release with VaR, Sharpe, MPT, compliance rules

Source & license

This open-source skill is cataloged on AgentStack and links to its original source — we do not rehost the code.

Install and usage instructions live in the source repository linked above.

Reviews

No reviews yet, be the first.

Write a review

Versions

  • v0.1.0 Imported from the upstream source.

More in Agent Skills