Agent skill

Risk Limits Check

by SilvioBaratto in SilvioBaratto/optimizer

Validate a proposed weight vector against the ConstraintSet — drawdown ceilings nu1/nu2/nu3, ESG hard gate, robust uncertainty, and a walk-forward backtest — and BLOCK on any breach.

Custom licenceAuto-check passedBusiness, Finance & HR

Install Risk Limits Check

skills CLI
$ npx skills add SilvioBaratto/optimizer --skill risk-limits-check -a claude-code

Project install by default; add -g for ~/.claude/skills/.

GitHub CLI
$ gh skill install SilvioBaratto/optimizer risk-limits-check --agent claude-code

Project scope by default; add --scope user for a personal install. Needs GitHub CLI 2.90.0 or later (public preview).

Manual copy
$ git clone --depth 1 https://github.com/SilvioBaratto/optimizer.git skills-src && mkdir -p .claude/skills && cp -r skills-src/fund/src/fund/skills/risk-limits-check .claude/skills/risk-limits-check && rm -rf skills-src

Use ~/.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/

Facts

Skill name
risk-limits-check
GitHub stars
176
Token cost
~468 tokens
SKILL.md length
208 words
Files
2
Skills in repo
10
Repo updated
First seen
Licence
Custom licence

At a glance

Validate a proposed weight vector against the ConstraintSet — drawdown ceilings nu1/nu2/nu3, ESG hard gate, robust uncertainty, and a walk-forward backtest — and BLOCK on any breach.

  • Works in 5 steps: Call risk_check(weights, constraints) →… → Call backtest(weights, window)… → Confirm the ESG hard gate: any excluded… → …
  • The risk officer must approve
  • SKILL.md covers When to use, Load-bearing rule, Procedure and Boundaries, plus 1 more section
  • Instructions only: no scripts, shell commands, URLs or credentials in SKILL.md

What it does

Risk Limits Check is an agent skill from SilvioBaratto/optimizer. Validate a proposed weight vector against the ConstraintSet — drawdown ceilings nu1/nu2/nu3, ESG hard gate, robust uncertainty, and a walk-forward backtest — and BLOCK on any breach. Use when the risk officer must approve or reject the allocator's portfolio. Does NOT propose or edit weights; it only passes or blocks.

Its SKILL.md is about 470 tokens, which your agent loads only when the skill is triggered. The skill folder holds 1 other file (for example `reference.md`).

It sits in Business, Finance & HR, covering Trading and backtesting. The repository describes itself as: Quantitative portfolio construction and optimization platform built on skfolio and scikit-learn.

When your agent uses it

  • The risk officer must approve
  • Reject the allocators portfolio

Example prompts

  • “/risk-limits-check”

Workflow steps

5 steps, taken from the first numbered list in SKILL.md.

  1. Call risk_check(weights, constraints) → passed + violations (drawdown ceilings
  2. Call backtest(weights, window) walk-forward (shuffle=False) and check drawdown
  3. Confirm the ESG hard gate: any excluded GICS name present → immediate BLOCK.
  4. For prudent profiles, confirm the robust uncertainty set was applied.
  5. Emit pass, or block with the specific violations for the allocator to fix.

What it can do on your machine

Read from SKILL.md and the folder at commit 63e897b. 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

Risk Limits Check loads about 468 tokens when it runs. Until then it costs about 84 tokens; SKILL.md has 208 words of instructions outside code blocks.

Always · name and description, kept in context so the agent knows when to use it
~84
When it runs · the whole SKILL.md, loaded when a task matches
~468

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

Its licence (Custom licence) doesn't allow us to republish the file, so here is its outline and opening line. It has 208 words (~468 tokens).

“The risk officer's step: an independent, BLOCKING validation. It never authors a portfolio; it checks the allocator's output against the profile and returns pass/block.”

— opening of SKILL.md by SilvioBaratto, Custom licence
name
risk-limits-check

Read the full SKILL.md on GitHub

Files

SKILL.md and 1 other file in fund/src/fund/skills/risk-limits-check of SilvioBaratto/optimizer.

  • SKILL.md
  • reference.md

Open the folder on GitHubat commit 63e897b

Compare with similar skills

Risk Limits Check 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.

Risk Limits Check compared with similar skills
SkillStarsUsed inTokensAuto-checkLicenceRepo updated
Risk Limits Check this skillSilvioBaratto/optimizer176—~468Automated safety check: PassCustom licence
Tushare Datazillionare/zillionare3212 repos~2.3kAutomated safety check: PassNone
Tradingview MCPatilaahmettaner/tradingview-mcp5k—~1.3kAutomated safety check: PassMIT
Digital Oraclekomako-workshop/digital-oracle875—~5.9kAutomated safety check: PassMIT
Polyclawchainstacklabs/polyclaw3591 repos~2kAutomated safety check: PassApache-2.0
Markdownfacioquo/stock-indicators-dotnet1.2k—~812Automated safety check: PassApache-2.0

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Questions about Risk Limits Check

What does Risk Limits Check do?

Validate a proposed weight vector against the ConstraintSet — drawdown ceilings nu1/nu2/nu3, ESG hard gate, robust uncertainty, and a walk-forward backtest — and BLOCK on any breach. Risk Limits Check is an agent skill from SilvioBaratto/optimizer. Validate a proposed weight vector against the ConstraintSet — drawdown ceilings nu1/nu2/nu3, ESG hard gate, robust uncertainty, and a walk-forward backtest — and BLOCK on any breach.

When should I use Risk Limits Check?

Risk Limits Check fits situations like: the risk officer must approve; reject the allocators portfolio.

How do I install Risk Limits Check in Claude Code?

Run `npx skills add SilvioBaratto/optimizer --skill risk-limits-check -a claude-code`. Or copy the skill folder (fund/src/fund/skills/risk-limits-check in SilvioBaratto/optimizer) into .claude/skills/risk-limits-check in your project. Claude Code loads it when a task matches its description.

How do I install Risk Limits Check in Codex?

Run `npx skills add SilvioBaratto/optimizer --skill risk-limits-check -a codex`. Or copy the skill folder (fund/src/fund/skills/risk-limits-check in SilvioBaratto/optimizer) into .agents/skills/risk-limits-check in your project. Codex loads it when a task matches its description.

Can I use Risk Limits Check 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 SilvioBaratto/optimizer --skill risk-limits-check -a cursor` (or -a gemini-cli, github-copilot or opencode for the others). To copy it by hand, put the folder in .cursor/skills/risk-limits-check, .gemini/skills/risk-limits-check, .github/skills/risk-limits-check and .opencode/skills/risk-limits-check in your project.

What does Risk Limits Check need to run?

SKILL.md names no scripts, command-line tools or credentials: Risk Limits Check is instructions for the agent only.

Does Risk Limits Check 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 Risk Limits Check 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 Risk Limits Check use?

Risk Limits Check has a licence file (the repository's licence) that doesn't match a standard licence. Read it on GitHub before reusing the skill.

How many tokens does Risk Limits Check use?

About 468 tokens (SKILL.md is roughly 1.9k 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 Risk Limits Check?

Skills that share tags, products or a category with Risk Limits Check: Tushare Data (zillionare/zillionare, 321 stars), Tradingview MCP (atilaahmettaner/tradingview-mcp, 5k stars), Digital Oracle (komako-workshop/digital-oracle, 875 stars) and Polyclaw (chainstacklabs/polyclaw, 359 stars). The comparison table on this page puts their stars, adoption, token cost, safety result and licence side by side.

Who maintains Risk Limits Check?

SilvioBaratto (a GitHub user) maintains it in SilvioBaratto/optimizer, which has 176 GitHub stars. The repository holds 10 skills in this directory. The repository was last updated on October 7, 2026.

Source: SilvioBaratto/optimizer on GitHub. Facts on this page come from the repository at the commit we read; the author's words are quoted as theirs.