By wshobson
Calculate portfolio risk metrics including VaR, CVaR, Sharpe, Sortino, and drawdown analysis for risk measurement, limit setting, and monitoring.
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npx claudepluginhub p/wshobson-wshobson-risk-metrics-calculation-plugins-quantitative-trading-skills-risk-metrics-calculationDependency auditing, version management, and security vulnerability scanning
SAST analysis, dependency vulnerability scanning, OWASP Top 10 compliance, container security scanning, and automated security hardening
Database architecture, schema design, and SQL optimization for production systems
ML model training pipelines, hyperparameter tuning, model deployment automation, experiment tracking, and MLOps workflows
ETL pipeline construction, data warehouse design, batch processing workflows, and data-driven feature development
Professional crypto portfolio tracking with real-time prices, PnL analysis, and risk metrics
Quantitative analysis, algorithmic trading strategies, financial modeling, portfolio risk management, and backtesting
Mathematical and statistical foundations required by all other plugins. Always installed — every plugin implicitly depends on core.
Finance research, trading, risk, and portfolio Agent Skills grounded in LLMQuant Data. Bundles every llmquant-* category skill under skills/.
67 trading, DeFi, and quantitative finance Agent Skills. Market data APIs, on-chain analysis, backtesting, risk management, execution, tax compliance, and more.
GPU-accelerated Mean-CVaR portfolio optimization with NVIDIA cuOpt — CVaR optimization, efficient frontier, scenario generation, backtesting, and rebalancing.