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Risk Assessment

skill-staskh-trading-skills-risk-assessment · by staskh

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.

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Install

$ agentstack add skill-staskh-trading-skills-risk-assessment

✓ 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 →

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Reliability & compatibility

✓ Security review passed
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● 1mo 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

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About

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

Timezone

All timestamps and time-based calculations must use the America/New_York timezone. All JSON output must include generated_at (NY time string) and data_delay fields.

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.

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Versions

  • v0.1.0 Imported from the upstream source.

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