longbridge-risk-analysis
Risk measurement and stress testing via Longbridge — computes VaR (historical simulation / parametric), CVaR (expected shortfall), max drawdown, Sharpe ratio, Calmar ratio, and runs historical scenario stress tests (2008 GFC, 2020 COVID crash, 2022 rate-hike cycle). Triggers: "风险分析", "VaR", "压力测试", "最大回撤", "夏普比率", "CVaR", "历史情景", "尾部风险", "风险测量", "風險分析", "壓力測試", "最大回撤", "夏普比率", "歷史情景", "尾部風險", "風險測量", "risk analysis", "VaR value at risk", "CVaR", "stress test", "max drawdown", "Sharpe ratio", "Calmar ratio", "tail risk", "historical scenario".
npx skills add majiayu000/claude-skill-registry --skill longbridge-risk-analysis --agent claude-code
Same command for any agent — swap --agent for codex, cursor, copilot.
Weekly change comes from our own snapshots, not the repository page — it measures attention, not adoption.
# longbridge-risk-analysis Prompt-only analysis skill. Fetches price history and account positions to compute portfolio risk metrics (VaR, CVaR, max drawdown, Sharpe, Calmar) and runs historical scenario stress tests. > **Response language**: match the user's input language — Simplified Chinese / Traditional Chinese / English. ## When to use - *"帮我做风险分析"* / *"風險分析"* / *"run a risk analysis on my portfolio"* - *"计算 VaR"* / *"計算 VaR"* / *"calculate VaR"* - *"最大回撤是多少"* / *"最大回撤"* / *"what is the max drawdown"* - *"夏普比率分析"* / *"夏普比率"* / *"Sharpe ratio analysis"* - *"压力测试一下"* / *"壓力測試"* / *"run a stress test"* - *"如果2008年金融危机再来，我的组合会损失多少"* / *"historical scenario stress test"* ## Workflow 1. Fetch current positions (if logged in) or use user-specified symbols. 2. Fetch 252-day daily price history for each symbol concurrently. 3. Compute portfolio daily return series (weighted by current/equal weights). 4. Calculate risk metrics and run scenario analyses. 5. Present a structured risk report. ## CLI Run `longbridge <subcommand> --help` to verify exact flags before calling. ```bash # Current positions (if logged in) longbridge portfolio --format json longbridge positions --format json # 25
- When to use
- Workflow
- CLI
- Calculations
- Core Risk Metrics
- Historical Scenario Stress Tests
- Output template
- Error handling
- MCP fallback
- Related skills
- File layout
Current positions (if logged in) longbridge portfolio --format json longbridge positions --format json longbridge kline <SYMBOL> --period day --count 252 --format json
What does the longbridge-risk-analysis skill do?
Risk measurement and stress testing via Longbridge — computes VaR (historical simulation / parametric), CVaR (expected shortfall), max drawdown, Sharpe ratio, Calmar ratio, and runs historical scenario stress tests (2008 GFC, 2020 COVID crash, 2022 rate-hike cycle). Triggers: "风险分析", "VaR", "压力测试", "最大回撤", "夏普比率", "CVaR", "历史情景", "尾部风险", "风险测量", "風險分析", "壓力測試", "最大回撤", "夏普比率", "歷史情景", "尾部風險", "風險測量", "risk analysis", "VaR value at risk", "CVaR", "stress test", "max drawdown", "Sharpe ratio", "Calmar ratio", "tail risk", "historical scenario".
How do I install it?
Run `npx skills add majiayu000/claude-skill-registry --skill longbridge-risk-analysis --agent claude-code` — it drops the skill into your project so the agent can pick it up. Swap the --agent value for codex, cursor or copilot if you use one of those.
Where does this skill come from?
From majiayu000/claude-skill-registry, a repository with 534 stars. We read it straight from the repository tree rather than a submitted listing, so what you see here is what is actually published.
Is a popular skill a good skill?
Not necessarily. Stars measure attention, not adoption — a repository can trend for a week and be abandoned. That is why we show the weekly change from our own snapshots next to the total, instead of a single flattering number.