風險指標計算 是做什麼的？
計算投資組合風險指標，包括 VaR、CVaR、夏普比率、索提諾比率以及回撤分析。適用於衡量投資組合風險、實現風險限制或建立風險監控系統時使用。
計算投資組合風險指標，包括 VaR、CVaR、夏普比率、索提諾比率以及回撤分析。適用於衡量投資組合風險、實現風險限制或建立風險監控系統時使用。
這個技能「wshobson/風險指標計算」提供了一套全面的工具，用於計算投資組合的關鍵風險指標。它支援計算風險值（VaR）、條件風險值（CVaR）、夏普比率、索提諾比率以及最大回撤分析。此技能對於需要量化投資組合風險、設定風險限額或建立自動化風險監控系統的開發者和量化分析師特別有用。透過整合這些計算，使用者可以更深入地了解投資組合的下行風險和報酬調整後表現。該技能可能作為 AI 助手（如 Claude Code、Cursor 或 Codex）的技能使用，以便在開發環境或分析工作流程中直接呼叫。它的實作方式通常依賴於標準的金融數據處理和統計計算套件，例如 Python 的 NumPy 和 pandas。
npx skills add https://github.com/wshobson/agents/tree/main/skills/risk-metrics-calculationInstalled? Explore more 研究與資料分析 skills: affaan-m/uspto-database, affaan-m/scholar-evaluation, affaan-m/literature-review · View all 6 →
計算投資組合風險指標，包括 VaR、CVaR、夏普比率、索提諾比率以及回撤分析。適用於衡量投資組合風險、實現風險限制或建立風險監控系統時使用。
This repo contains 20 individual skills — each has its own dedicated page.
Implement WCAG 2.2 compliant interfaces with mobile accessibility, inclusive design patterns, and assistive technology support. Use when auditing accessibility, implementing ARIA patterns, building for screen readers, or ensuring inclusive user experiences.
Build production Apache Airflow DAGs with best practices for operators, sensors, testing, and deployment. Use when creating data pipelines, orchestrating workflows, or scheduling batch jobs.
Migrate from AngularJS to Angular using hybrid mode, incremental component rewriting, and dependency injection updates. Use when upgrading AngularJS applications, planning framework migrations, or modernizing legacy Angular code.
Understand anti-reversing, obfuscation, and protection techniques encountered during software analysis. Use this skill when analyzing malware evasion techniques, when implementing anti-debugging protections for CTF challenges, when reverse engineering packed binaries, or when building security research tools that need to detect virtualized environments.
Master REST and GraphQL API design principles to build intuitive, scalable, and maintainable APIs that delight developers. Use when designing new APIs, reviewing API specifications, or establishing API design standards.
Write and maintain Architecture Decision Records (ADRs) following best practices for technical decision documentation. Use when documenting significant technical decisions, reviewing past architectural choices, or establishing decision processes.
Implement proven backend architecture patterns including Clean Architecture, Hexagonal Architecture, and Domain-Driven Design. Use this skill when designing clean architecture for a new microservice, when refactoring a monolith to use bounded contexts, when implementing hexagonal or onion architecture patterns, or when debugging dependency cycles between application layers.
Master Python asyncio, concurrent programming, and async/await patterns for high-performance applications. Use when building async APIs, concurrent systems, or I/O-bound applications requiring non-blocking operations.
Build comprehensive attack trees to visualize threat paths. Use when mapping attack scenarios, identifying defense gaps, or communicating security risks to stakeholders.
Master authentication and authorization patterns including JWT, OAuth2, session management, and RBAC to build secure, scalable access control systems. Use when implementing auth systems, securing APIs, or debugging security issues.
Audit and rewrite prose so it stops reading as machine-generated. Use this skill when asked to remove AI-isms, clean up AI writing, edit a draft for AI tells, audit a README, changelog, release note, PR description, or blog post for machine-sounding prose, or make text sound less like AI. Supports a detect-only mode, a rewrite mode, and an edit-in-place mode, with optional voice and context profiles.
Build robust backtesting systems for trading strategies with proper handling of look-ahead bias, survivorship bias, and transaction costs. Use when developing trading algorithms, validating strategies, or building backtesting infrastructure.
Master defensive Bash programming techniques for production-grade scripts. Use when writing robust shell scripts, CI/CD pipelines, or system utilities requiring fault tolerance and safety.
Master Bash Automated Testing System (Bats) for comprehensive shell script testing. Use when writing tests for shell scripts, CI/CD pipelines, or requiring test-driven development of shell utilities.
Optimize Bazel builds for large-scale monorepos. Use when configuring Bazel, implementing remote execution, or optimizing build performance for enterprise codebases.
Pre-build product and feature risk review for founders, product managers, and AI-assisted builders. Use this skill when the user is about to build a landing page, MVP, SaaS product, internal tool, agent workflow, or major feature and needs to check demand, positioning, monetization, retention, trust, distribution, and adoption risk before implementation starts.
Build automated billing systems for recurring payments, invoicing, subscription lifecycle, and dunning management. Use when implementing subscription billing, automating invoicing, or managing recurring payment systems.
Master binary analysis patterns including disassembly, decompilation, control flow analysis, and code pattern recognition. Use when analyzing executables, understanding compiled code, or performing static analysis on binaries.
Configure a PreToolUse hook to prevent AI agents from skipping git pre-commit hooks with --no-verify and other bypass flags. Use when setting up Claude Code projects that enforce commit quality gates.
Brand-first landing page designer — runs a brand-identity interview (colors, typography, shape language), then generates and iterates on a polished landing page via Stitch with deployment-ready HTML. Use when the user asks to create, design, or build a landing page, homepage, or marketing page and has no established visual direction. Skip when they have a design mockup, need a dashboard or app UI, are working at component level, building a multi-page app, or restyling with known design tokens — use frontend-design instead.
USPTO patent and trademark data workflow for official record lookup, PatentSearch queries, TSDR checks, assignment data, and reproducible IP research logs.
Structured scholarly-work evaluation for papers, proposals, literature reviews, methods sections, evidence quality, citation support, and research-writing feedback.
Systematic literature-review workflow for academic, biomedical, technical, and scientific topics, including search planning, source screening, synthesis, citation checks, and evidence logging.
The agent harness performance optimization system. Skills, instincts, memory, security, and research-first development for Claude Code, Codex, Opencode, Cursor and beyond.
Agent skill repository discovered by 10x-chat research.
Review backend code for quality, security, maintainability, and best practices based on established checklist rules. Use when the user requests a review, analysis, or improvement of backend files (e.g., `.py`) under the `api/` directory. Do NOT use for frontend files (e.g., `.tsx`, `.ts`, `.js`). Supports pending-change review, code snippets review, and file-focused review.