quantitative-finance

Portfolio analytics including Value at Risk (VaR), Conditional VaR, Sharpe ratio, volatility, and return calculations. Use when analyzing investment performance, measuring portfolio risk exposure, computing expected returns, calculating correlation matrices, or optimizing asset allocation. Implements both parametric and historical risk models.

$ Installer

git clone https://github.com/benchflow-ai/skillsbench /tmp/skillsbench && cp -r /tmp/skillsbench/shared_workspace/portfolio-risk-analysis/environment/skills/quantitative-finance ~/.claude/skills/skillsbench

// tip: Run this command in your terminal to install the skill