{"name":"wshobson-wshobson-risk-metrics-calculation-plugins-quantitative-trading-skills-risk-metrics-calculation","owner":{"name":"ClaudePluginHub"},"plugins":[{"name":"wshobson-wshobson-risk-metrics-calculation-plugins-quantitative-trading-skills-risk-metrics-calculation","source":{"source":"git-subdir","url":"https://github.com/wshobson/agents","path":"plugins/quantitative-trading/skills/risk-metrics-calculation"},"description":"Calculate portfolio risk metrics including VaR, CVaR, Sharpe, Sortino, and drawdown analysis. Use when measuring portfolio risk, implementing risk limits, or building risk monitoring systems.","version":"1.0.0","strict":false,"keywords":["risk","portfolio","metrics","trading","analytics"],"category":"utilities"}]}