Business & Strategy Skill
Brand Strategy Framework
Audit and build a brand's identity with five academic frameworks (Brand Onion, Trust Equation and JTBD) producing a scored assessment instead of guesswork.
$15
Risk Metrics Calculation
Calculate portfolio risk metrics including VaR, CVaR, Sharpe, Sortino, and drawdown analysis.
A complete portfolio risk toolkit that measures tail risk, volatility, drawdown, and risk-adjusted return with the right distribution assumptions instead of naive shortcuts. It computes VaR, CVaR, Sharpe, Sortino, Calmar, max drawdown, and more, then pressure-tests them with stress scenarios and rolling windows. Built to avoid the classic traps: trusting VaR alone, assuming normal returns, and ignoring how correlations spike in a crisis.
$15 one-time
Add to a kit → Prices include 20% VAT. · Forged on real agency work · one-time, no lock-in
- Type Skill
- Category Business & Strategy
- Delivery Email · instant
- License One-time
Inside the run · no black box
See the actual work before you buy it.
Market returns have fat tails, and a normal-distribution VaR will lie about them. The distribution gets tested first, then the full metric battery runs, stress tests included, and the model itself is backtested.
- Validates the return series before computing anything: no gaps, corporate actions adjusted, log versus simple returns consistent, and a lookback of at least one year of daily observations, preferably three, with a regime-change check so a calm-period sample is not mistaken for normal.
- Tests the distribution assumption explicitly: skewness and kurtosis are measured and normality is tested, and if the tails are fat (they almost always are) the normal-distribution VaR is replaced with historical quantiles, Cornish-Fisher expansion or a t-distribution.
- Computes the full metric battery in one pass: volatility and downside deviation, VaR at 95 and 99 percent by three methods (historical, parametric, Cornish-Fisher), CVaR for the average loss beyond VaR, drawdown depth and duration, and risk-adjusted ratios (Sharpe, Sortino, Calmar, Omega).
- Moves to portfolio level: marginal and component risk contribution per asset, diversification ratio, and the stress-conditional correlation matrix, because correlations that read 0.3 in calm markets jump toward 0.8 exactly when diversification is needed most.
- Stress tests against named historical windows (2008 crisis, 2020 crash, 2022 rate hikes) and a Monte Carlo run with elevated volatility, reporting expected loss, tail VaR and the probability of a 10 percent loss over the horizon.
- Backtests the VaR model (Kupiec exception count) and reports results as ranges with confidence intervals rather than seven-digit point estimates, because false precision is treated as a reporting defect.
One power source. 6 lines out.
risk-metrics-calculation · core
core active · 6 lines
- ✓ calculating portfolio var
Calculating portfolio VaR and CVaR for position sizing and risk limits
- ✓ evaluating risk-adjusted…
Evaluating risk-adjusted return (Sharpe, Sortino, Calmar) after a backtest
- ✓ monitoring drawdown and
Monitoring drawdown and building a capital-preservation strategy
- ✓ producing regulatory met…
Producing regulatory metrics like 99% VaR over a defined holding period
- ✓ stress testing against h…
Stress testing against historical crises and hypothetical shock scenarios
- ✓ tracking rolling volatil…
Tracking rolling volatility, Sharpe, and beta to detect regime changes
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Forever
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Your forge
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Avoids tail-risk underestimation by pairing VaR with CVaR and fat-tail methods
license: perpetual -
Surfaces hidden danger that normal-distribution models miss in stress periods
license: perpetual -
Reports honest ranges and confidence intervals instead of false precision
license: perpetual -
Catches regime shifts early so risk limits adjust before losses compound
license: perpetual
subscriptions expire · deeds don't
Everything in the box.
Pick a piece up. Watch it work.
Core RiskMetrics class: volatility, VaR (historical/parametric/Cornish-Fisher), CVaR, drawdown
6 parts · one working system · ships instantly by email
This wasn't forged for everyone.
- Not for you if you'd rather rent a tool than own one.
- Not for you if you want someone else to run your stack.
- Not for you if you're happy guessing.
Quant developers and portfolio teams who need rigorous, multi-metric risk measurement that respects fat tails, regimes, and regulatory reporting.
then this was forged for you.Works with
Universal by design: these run in any AI. Delivered in the open Agent Skills + MCP format (native in Claude); ChatGPT, Gemini, Cursor and Copilot adapt the same files their own way.
- Claude Native format
- ChatGPT Adapts via open standards
- Gemini Adapts via open standards
- Cursor Adapts via open standards
- Copilot Adapts via open standards
Catch what's on your mind.
the air is clear. nothing between you and the forge.
catch a spark: the forge will answer
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My portfolio isn't equities, does this work for crypto or mixed assets?
The core RiskMetrics class operates on return series, so any asset you can express as returns fits: crypto, multi-asset portfolios, strategy backtests. The portfolio layer adds marginal contribution, risk parity, and stress correlation on top.
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Plenty of libraries compute Sharpe, what's actually different here?
The distribution discipline. VaR is never left alone: it is paired with CVaR and Cornish-Fisher adjustments for fat tails, regime shifts are tracked through rolling windows, and the validation checklist covers VaR backtesting. Correlation spikes during crises are modeled explicitly rather than assumed normal.
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Will it tell me what to buy or predict returns?
No. It measures risk on positions you already hold or have backtested, there are no alpha signals or forecasts. Outputs are honest ranges and confidence intervals, deliberately not trade recommendations.
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How is it delivered?
By email right after purchase: ready to run, downloaded instantly, no setup wait.
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One-time or subscription?
A one-time purchase; no subscription or hidden fees. VAT (20%) is included.
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Can I get a refund?
As a digital product, it can’t be refunded once downloaded. That’s why we show exactly what’s inside and who it’s for, right here.