Portfolio Risk Metrics
wshobson/agents
Covers portfolio risk measurement with VaR, CVaR, Sharpe, Sortino and drawdown, plus guidance on limits, stress tests and tail risk.
投资组合风险管理工具。将投资论点转化为可执行的仓位管理方案：合理的仓位大小、对冲策略、风险暴露管理和监控规则. An agent skill from rongxinzy/RongxinAI.
AGPL-3.0Auto-check passed
Install Portfolio Risk
$ npx skills add rongxinzy/RongxinAI --skill portfolio-risk -a claude-codeProject install by default; add -g for ~/.claude/skills/.
$ gh skill install rongxinzy/RongxinAI portfolio-risk --agent claude-codeProject scope by default; add --scope user for a personal install. Needs GitHub CLI 2.90.0 or later (public preview).
$ git clone --depth 1 https://github.com/rongxinzy/RongxinAI.git skills-src && mkdir -p .claude/skills && cp -r skills-src/SKILLs/zhiyuan-expert-manager/presets/equity-research/skills/portfolio-risk .claude/skills/portfolio-risk && rm -rf skills-srcUse ~/.claude/skills/ instead of .claude/skills for a personal install. The folder must contain SKILL.md.
Claude Code skills documentation · loads skills from .claude/skills/
Install the "portfolio-risk" agent skill from https://github.com/rongxinzy/RongxinAI/tree/main/SKILLs/zhiyuan-expert-manager/presets/equity-research/skills/portfolio-risk into .claude/skills/portfolio-risk/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "portfolio-risk", then confirm the skill loads.Claude Code copies the folder itself, the same result as the manual copy. Check what it changed before you commit it.
$skill-installer install https://github.com/rongxinzy/RongxinAI/tree/main/SKILLs/zhiyuan-expert-manager/presets/equity-research/skills/portfolio-riskType this inside Codex. $skill-installer <name> installs a curated skill from openai/skills. The installer writes to $CODEX_HOME/skills (default ~/.codex/skills). Restart Codex if the skill does not show up.
$ npx skills add rongxinzy/RongxinAI --skill portfolio-risk -a codexProject install goes to .agents/skills/; add -g for ~/.codex/skills/.
$ gh skill install rongxinzy/RongxinAI portfolio-risk --agent codexProject scope by default (.agents/skills/); add --scope user for a personal install.
$ git clone --depth 1 https://github.com/rongxinzy/RongxinAI.git skills-src && mkdir -p .agents/skills && cp -r skills-src/SKILLs/zhiyuan-expert-manager/presets/equity-research/skills/portfolio-risk .agents/skills/portfolio-risk && rm -rf skills-srcUse ~/.agents/skills/ instead of .agents/skills for a personal install.
Codex skills documentation · loads skills from .agents/skills/
Install the "portfolio-risk" agent skill from https://github.com/rongxinzy/RongxinAI/tree/main/SKILLs/zhiyuan-expert-manager/presets/equity-research/skills/portfolio-risk into .agents/skills/portfolio-risk/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "portfolio-risk", then confirm the skill loads.Codex copies the folder itself, the same result as the manual copy. Check what it changed before you commit it.
$ npx skills add rongxinzy/RongxinAI --skill portfolio-risk -a cursorProject install goes to .agents/skills/; add -g for ~/.cursor/skills/.
$ gh skill install rongxinzy/RongxinAI portfolio-risk --agent cursorProject scope by default (.agents/skills/); add --scope user for a personal install.
$ git clone --depth 1 https://github.com/rongxinzy/RongxinAI.git skills-src && mkdir -p .cursor/skills && cp -r skills-src/SKILLs/zhiyuan-expert-manager/presets/equity-research/skills/portfolio-risk .cursor/skills/portfolio-risk && rm -rf skills-srcUse ~/.cursor/skills/ instead of .cursor/skills for a personal install.
Cursor skills documentation · loads skills from .cursor/skills/, .agents/skills/, .claude/skills/, .codex/skills/
Install the "portfolio-risk" agent skill from https://github.com/rongxinzy/RongxinAI/tree/main/SKILLs/zhiyuan-expert-manager/presets/equity-research/skills/portfolio-risk into .cursor/skills/portfolio-risk/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "portfolio-risk", then confirm the skill loads.Cursor copies the folder itself, the same result as the manual copy. Check what it changed before you commit it.
$ gemini skills install https://github.com/rongxinzy/RongxinAI.git --path SKILLs/zhiyuan-expert-manager/presets/equity-research/skills/portfolio-risk--scope user (default) or --scope workspace; --path is the subfolder of the repo that holds the skill; --consent skips the security confirmation prompt.
$ npx skills add rongxinzy/RongxinAI --skill portfolio-risk -a gemini-cliProject install goes to .agents/skills/; add -g for ~/.gemini/skills/.
$ gh skill install rongxinzy/RongxinAI portfolio-risk --agent gemini-cliProject scope by default (.agents/skills/); add --scope user for a personal install.
$ git clone --depth 1 https://github.com/rongxinzy/RongxinAI.git skills-src && mkdir -p .gemini/skills && cp -r skills-src/SKILLs/zhiyuan-expert-manager/presets/equity-research/skills/portfolio-risk .gemini/skills/portfolio-risk && rm -rf skills-srcUse ~/.gemini/skills/ instead of .gemini/skills for a personal install, then run /skills reload.
Gemini CLI skills documentation · loads skills from .gemini/skills/, .agents/skills/
Install the "portfolio-risk" agent skill from https://github.com/rongxinzy/RongxinAI/tree/main/SKILLs/zhiyuan-expert-manager/presets/equity-research/skills/portfolio-risk into .gemini/skills/portfolio-risk/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "portfolio-risk", then confirm the skill loads.Gemini CLI copies the folder itself, the same result as the manual copy. Check what it changed before you commit it.
$ gh skill install rongxinzy/RongxinAI portfolio-riskInstalls for Copilot at project scope by default; add --scope user for a personal install. Preview a skill first with gh skill preview. Needs GitHub CLI 2.90.0 or later (public preview).
$ npx skills add rongxinzy/RongxinAI --skill portfolio-risk -a github-copilotProject install goes to .agents/skills/; add -g for ~/.copilot/skills/.
$ git clone --depth 1 https://github.com/rongxinzy/RongxinAI.git skills-src && mkdir -p .github/skills && cp -r skills-src/SKILLs/zhiyuan-expert-manager/presets/equity-research/skills/portfolio-risk .github/skills/portfolio-risk && rm -rf skills-srcUse ~/.copilot/skills/ instead of .github/skills for a personal install. Commit .github/skills so cloud agent and code review can use it.
GitHub Copilot skills documentation · loads skills from .github/skills/, .claude/skills/, .agents/skills/
Install the "portfolio-risk" agent skill from https://github.com/rongxinzy/RongxinAI/tree/main/SKILLs/zhiyuan-expert-manager/presets/equity-research/skills/portfolio-risk into .github/skills/portfolio-risk/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "portfolio-risk", then confirm the skill loads.GitHub Copilot copies the folder itself, the same result as the manual copy. Check what it changed before you commit it.
$ npx skills add rongxinzy/RongxinAI --skill portfolio-risk -a opencodeOpenCode documents no install command of its own. Project install goes to .agents/skills/; add -g for ~/.config/opencode/skills/.
$ gh skill install rongxinzy/RongxinAI portfolio-risk --agent opencodeProject scope by default (.agents/skills/); add --scope user for a personal install.
$ git clone --depth 1 https://github.com/rongxinzy/RongxinAI.git skills-src && mkdir -p .opencode/skills && cp -r skills-src/SKILLs/zhiyuan-expert-manager/presets/equity-research/skills/portfolio-risk .opencode/skills/portfolio-risk && rm -rf skills-srcUse ~/.config/opencode/skills/ instead of .opencode/skills for a personal install.
OpenCode skills documentation · loads skills from .opencode/skills/, .claude/skills/, .agents/skills/
Install the "portfolio-risk" agent skill from https://github.com/rongxinzy/RongxinAI/tree/main/SKILLs/zhiyuan-expert-manager/presets/equity-research/skills/portfolio-risk into .opencode/skills/portfolio-risk/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "portfolio-risk", then confirm the skill loads.OpenCode copies the folder itself, the same result as the manual copy. Check what it changed before you commit it.
Facts
- Skill name
portfolio-risk- GitHub stars
- 154
- Used in
- 1 other repo
- Token cost
- ~623 tokens
- SKILL.md length
- 164 words
- Files
- 1
- Skills in repo
- 94
- Repo updated
- First seen
- Licence
- AGPL-3.0
At a glance
投资组合风险管理工具。将投资论点转化为可执行的仓位管理方案：合理的仓位大小、对冲策略、风险暴露管理和监控规则. An agent skill from rongxinzy/RongxinAI.
- Works in 6 steps: ：投资论点确认 → ：仓位大小（Position Sizing） → ：对冲评估（如适用） → …
- SKILL.md covers 功能说明, 核心原则, 工作流 and 输出格式, plus 1 more section
- Instructions only: no scripts, shell commands, URLs or credentials in SKILL.md
What it does
Portfolio Risk is an agent skill from rongxinzy/RongxinAI. 投资组合风险管理工具。将投资论点转化为可执行的仓位管理方案：合理的仓位大小、对冲策略、风险暴露管理和监控规则。 触发词：仓位管理、position sizing、组合风险、portfolio risk、对冲策略、hedge、风险管理、加减仓、止损规则、风险控制
Its SKILL.md is about 620 tokens, which your agent loads only when the skill is triggered. It is a single SKILL.md file with no bundled scripts.
The repository describes itself as: An all-in-one local AI Agent workspace with a fully self-developed stack. The licence is AGPL-3.0.
Example prompts
- “/portfolio-risk”
Workflow steps
6 steps, taken from the step headings in SKILL.md.
What it can do on your machine
Read from SKILL.md and the folder at commit 9c64865. It shows what the files ask for, not the result of running them.
Tool permissions
Pre-approves nothing: there is no allowed-tools line, so your agent's usual permission prompts apply.
From allowed-tools in the SKILL.md frontmatter.
Runs code
No scripts in the folder and no shell commands in SKILL.md.
From the folder's file list and the shell code blocks in SKILL.md.
Network
No URLs in SKILL.md.
From URLs in SKILL.md, links to its own repository left out.
Credentials
Names no API keys, tokens, secrets or passwords.
From names ending in _API_KEY, _TOKEN, _SECRET, _KEY or _PASSWORD in SKILL.md.
Context cost
Portfolio Risk loads about 623 tokens when it runs. Until then it costs about 36 tokens; SKILL.md has 164 words of instructions outside code blocks.
Estimates: characters ÷ 4, the usual rule of thumb; real counts depend on the model's tokenizer. Scripts and assets cost tokens only if the agent reads them.
Safety
Auto-check passed
The automated check found no risky patterns in SKILL.md.
Automated static check — not a guarantee. Review scripts before installing. It scans the text of SKILL.md for risky patterns (piping downloads into a shell, reading credential files, hidden Unicode, destructive commands); files beside SKILL.md are not scanned.
SKILL.md
The full file from rongxinzy/RongxinAI at commit 9c64865, republished under its AGPL-3.0 licence (© rongxinzy). 164 words, ~623 tokens.
Download SKILL.mdSave it as
.claude/skills/portfolio-risk/SKILL.md (or your agent's skills folder).- name
- portfolio-risk
- description
- 投资组合风险管理工具。将投资论点转化为可执行的仓位管理方案：合理的仓位大小、对冲策略、风险暴露管理和监控规则。 触发词：仓位管理、position sizing、组合风险、portfolio risk、对冲策略、hedge、风险管理、加减仓、止损规则、风险控制
投资组合风险管理（Portfolio Risk）
功能说明
将投资论点和交易建议转化为完整的风险管理方案。核心目标：确定合适的仓位大小、设计适当的对冲（如需要）、明确保留的风险敞口，以及制定持续的监控和调整规则。
核心原则
- 仓位大小由最紧约束决定：流动性、波动率、集中度、止损预算等约束中，取最严的那个
- 对冲和仓位不独立：对冲改变了有效敞口，须综合考虑
- 规则先于情绪：在冷静时制定规则，在波动时执行规则
- Alpha vs 非预期风险：识别你有意承担的风险（alpha 来源）和无意承担的风险（需要对冲/规避）
工作流
Phase 1：投资论点确认
- 确认底层投资论点和方向（来自 long-short-pitch 或其他分析）
- 明确预期持有期限
- 确认信心水平和证据完备度
- 识别 alpha 来源：你赚钱是因为什么风险暴露？
Phase 2：仓位大小（Position Sizing）
约束检查清单
| 约束类型 | 具体限制 | 隐含最大仓位 |
|---|---|---|
| 止损预算 | 单笔最大亏损 ≤ 组合 X% | 仓位 = 预算 / 预期最大跌幅 |
| 波动率 | 单仓位贡献波动 ≤ X% | 根据个股波动率反推 |
| 流动性 | 退出时间 ≤ X 天 | 仓位 ≤ X天 × 日均成交 × 参与率 |
| 集中度 | 单仓位 ≤ 组合 X% | 硬上限 |
| 相关性 | 同类敞口合计 ≤ X% | 考虑已有相关仓位 |
最终仓位 = min(各约束隐含上限)
Phase 3：对冲评估（如适用）
- 需要对冲什么：
- Beta / 系统性风险
- 行业 / 因子风险
- 事件尾部风险
- 外汇风险
- 对冲工具选择：
- 行业 ETF 做空
- 指数期货
- 期权保护（Put 买入 / Collar）
- 配对交易（做空同行业弱势标的）
- 对冲成本与收益：
- 对冲成本 / Carry
- 保护程度
- 对 Alpha 的影响（是否过度对冲丢失收益）
- 不对冲的替代方案：
- 缩小仓位达到同等风险
- 成本对比
Phase 4：风险暴露总结
有意保留的敞口（Alpha来源）:
• [描述你有意承担的风险]
已对冲/规避的敞口:
• [描述已对冲的风险]
残余/未对冲的敞口:
• [描述仍然承担但未对冲的风险及原因]Phase 5：监控规则
制定明确的"如果X发生，则执行Y"规则：
| 触发条件 | 行动 | 优先级 |
|---|---|---|
| 股价跌破 ¥XX（止损） | 减仓至 X% 或清仓 | 强制 |
| 论点证伪条件触发 | 3 日内清仓 | 强制 |
| 目标价达到 | 减仓至 X% | 纪律 |
| 波动率突然放大 >X% | 审视仓位是否过大 | 审视 |
| 流动性恶化 | 提前启动退出 | 审视 |
| 催化剂落地且正面 | 可加仓至 X% | 机会 |
| 估值重新达到吸引力 | 可回补至 X% | 机会 |
| 对冲到期/失效 | 评估续作或裸持 | 纪律 |
Phase 6：定期复盘计划
- 每 [周/月] 检查一次论点是否仍然成立
- 业绩发布后 24 小时内更新评估
- 仓位超过 X% 时增加监控频率
输出格式
风险管理方案总结
═══════════════════════════════════════
风险管理方案 | [标的名称] ([代码])
方向: [Long/Short]
日期: YYYY-MM-DD
═══════════════════════════════════════
## 仓位建议
- 建议仓位: 组合的 X%
- 约束性因素: [最紧约束是什么]
- 入场方式: [一次/分批] 在 [价格区间]
- 预期持有期: X 个月
## 对冲方案
- 对冲工具: [具体描述]
- 对冲成本: 年化 X%
- 保护程度: 下行 X% 以上得到保护
- 有效敞口: 仓位 X% - 对冲后 = 净敞口 X%
## 风险回报
- 目标收益: +XX%（X 个月）
- 最大预期亏损: -XX%（止损触发）
- 风险回报比: X:1
- 概率加权期望: +XX%
## 监控规则
[按上述表格列出]
## 退出计划
- 止盈: [条件和目标]
- 止损: [条件和水平]
- 时间止损: [如果 X 个月内论点未兑现]
═══════════════════════════════════════注意事项
- 仓位大小是风险管理的第一道防线，比对冲更重要
- "不对冲 + 小仓位"往往优于"大仓位 + 昂贵对冲"
- 对冲可能引入新的风险（基差风险、保证金风险）
- 监控规则必须在建仓前制定，不是事后再想
- 止损是纪律问题，不是预测问题——不需要论证"会不会跌到止损"
- 对冲不能消除所有风险，只能改变风险的形态和成本
- 流动性是非线性的：正常时期的流动性不代表压力时期
- 本工具输出研究参考，不构成个人投资建议
© rongxinzy, AGPL-3.0. Rendered from Markdown: HTML in the file is shown as text, images as links, and headings moved down two levels. Raw file
Files
Just SKILL.md in SKILLs/zhiyuan-expert-manager/presets/equity-research/skills/portfolio-risk of rongxinzy/RongxinAI.
Open the folder on GitHubat commit 9c64865
Used in 1 other repository
We found 1 copy of this SKILL.md (exact, near-identical or edited) in other folders, from 1 other GitHub owner. This page covers the copy in rongxinzy/RongxinAI, which our catalogue first saw on October 7, 2026.
Compare with similar skills
Portfolio Risk next to the 5 skills that share the most tags, products or categories with it. Stars are the repository's; “used in” counts other GitHub owners with a copy.
| Skill | Stars | Used in | Tokens | Auto-check | Licence | Repo updated |
|---|---|---|---|---|---|---|
| Portfolio Risk this skillrongxinzy/RongxinAI | 154 | 1 repos | ~623 | Automated safety check: Pass | AGPL-3.0 | |
| Portfolio Risk Metricswshobson/agents | 40k | 12 repos | ~502 | Automated safety check: Pass | MIT | |
| Trader Riskruvnet/ruflo | 74k | — | ~358 | Automated safety check: Notes | MIT | |
| Portfolioanthropics/claude-for-legal | 9.6k | 3 repos | ~5.3k | Automated safety check: Pass | Apache-2.0 | |
| Trader Portfolioruvnet/ruflo | 74k | — | ~475 | Automated safety check: Notes | MIT | |
| Positioning Ideasphuryn/pm-skills | 27k | — | ~751 | Automated safety check: Pass | MIT |
Similar skills
Trader Risk
ruvnet/ruflo
Assess portfolio risk using npx neural-trader — VaR, CVaR, Sharpe, position sizing, circuit breaker status
- Official
Portfolio
anthropics/claude-for-legal
Track the IP portfolio — registrations, renewals, maintenance fees, and use declarations.
Trader Portfolio
ruvnet/ruflo
Optimize portfolio allocation using npx neural-trader mean-variance engine with risk constraints and rebalancing plan
Positioning Ideas
phuryn/pm-skills
Brainstorm product positioning ideas differentiated from competitors.
Risk Measurement and Stress Testing
HKUDS/Vibe-Trading
Measures portfolio and backtest risk with VaR, CVaR, maximum drawdown, Monte Carlo simulation, tail modeling and stress tests, using one tested risk module.
More from rongxinzy/RongxinAI
All 94 skills in this repoSaaS Metrics Coach
rongxinzy/RongxinAI
SaaS financial health advisor. An agent skill from rongxinzy/RongxinAI.
Churn Prevention
rongxinzy/RongxinAI
Reduce voluntary and involuntary churn through cancel flow design, save offers, exit surveys, and dunning sequences.
Presentation Studio
rongxinzy/RongxinAI
The only skill for creating a new PowerPoint deck. An agent skill from rongxinzy/RongxinAI.
Zhiyuan Expert Manager
rongxinzy/RongxinAI
ZhiYuan Agent expert package lifecycle manager for the pi engine.
Ziwei Doushu
rongxinzy/RongxinAI
Professional Ziwei Doushu consultation skill with an offline calculation engine.
Lark Mail
rongxinzy/RongxinAI
飞书邮箱：Use when user mentions 起草邮件、写邮件、草稿、发送/回复/转发邮件、查阅邮件、看邮件、搜索邮件、邮件文件夹、邮件标签、邮件联系人、监听新邮件、邮件收信规则等；use for mail/email intent only.
Questions about Portfolio Risk
What does Portfolio Risk do?
投资组合风险管理工具。将投资论点转化为可执行的仓位管理方案：合理的仓位大小、对冲策略、风险暴露管理和监控规则. An agent skill from rongxinzy/RongxinAI. Portfolio Risk is an agent skill from rongxinzy/RongxinAI.
How do I install Portfolio Risk in Claude Code?
Run `npx skills add rongxinzy/RongxinAI --skill portfolio-risk -a claude-code`. Or copy the skill folder (SKILLs/zhiyuan-expert-manager/presets/equity-research/skills/portfolio-risk in rongxinzy/RongxinAI) into .claude/skills/portfolio-risk in your project. Claude Code loads it when a task matches its description.
How do I install Portfolio Risk in Codex?
Run `npx skills add rongxinzy/RongxinAI --skill portfolio-risk -a codex`. Or copy the skill folder (SKILLs/zhiyuan-expert-manager/presets/equity-research/skills/portfolio-risk in rongxinzy/RongxinAI) into .agents/skills/portfolio-risk in your project. Codex loads it when a task matches its description.
Can I use Portfolio Risk in Cursor, Gemini CLI or GitHub Copilot?
Cursor, Gemini CLI, GitHub Copilot and OpenCode also load SKILL.md folders. With the skills CLI, run `npx skills add rongxinzy/RongxinAI --skill portfolio-risk -a cursor` (or -a gemini-cli, github-copilot or opencode for the others). To copy it by hand, put the folder in .cursor/skills/portfolio-risk, .gemini/skills/portfolio-risk, .github/skills/portfolio-risk and .opencode/skills/portfolio-risk in your project.
What does Portfolio Risk need to run?
SKILL.md names no scripts, command-line tools or credentials: Portfolio Risk is instructions for the agent only.
Does Portfolio Risk access the network?
SKILL.md contains no URLs. Any network use would come from the scripts or tools the agent runs. This is read from the text; nothing was executed.
Is Portfolio Risk safe to install?
Our automated static check of SKILL.md found no risky patterns, such as piping downloads into a shell, reading credential files or hidden Unicode. It is not a guarantee. Review the folder before installing.
What licence does Portfolio Risk use?
Portfolio Risk is published under the AGPL-3.0 licence (the repository's licence). It allows redistribution, so the full SKILL.md is shown on this page.
How many tokens does Portfolio Risk use?
About 623 tokens (SKILL.md is roughly 2.5k characters). Agents keep only the skill's name and description in context until a task matches; then they load SKILL.md in full.
What are the alternatives to Portfolio Risk?
Skills that share tags, products or a category with Portfolio Risk: Portfolio Risk Metrics (wshobson/agents, 40k stars), Trader Risk (ruvnet/ruflo, 74k stars), Portfolio (anthropics/claude-for-legal, 9.6k stars) and Trader Portfolio (ruvnet/ruflo, 74k stars). The comparison table on this page puts their stars, adoption, token cost, safety result and licence side by side.
Who maintains Portfolio Risk?
rongxinzy (a GitHub organization) maintains it in rongxinzy/RongxinAI, which has 154 GitHub stars. The repository holds 94 skills in this directory. The repository was last updated on October 10, 2026.
Source: rongxinzy/RongxinAI on GitHub. Facts on this page come from the repository at the commit we read; the author's words are quoted as theirs.