Risk Metrics

Data and analytics skill, available on Zeplik

Risk Metrics is a ready-to-run data and analytics skill on Zeplik. Not for business risk registers (use risk-assessment) or backtests (use backtesting-frameworks). Ask in plain language and Zeplik applies the skill's method for you inside the conversation, on whichever AI model you prefer.

The Risk Metrics skill loads automatically when your request matches it, or you can invoke it directly by typing /risk-metrics-calculation in any chat. It works with attachments, connectors, and any model that supports the task, so you get the same expert method every time without setting anything up.

What the Risk Metrics skill can do

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Pick a prompt to open it in the Zeplik app. If you are not signed in yet, your prompt is waiting for you the moment you do.

How the Risk Metrics skill works

/risk-metrics-calculation

Comprehensive risk measurement toolkit for portfolio management, including Value at Risk, Expected Shortfall, and drawdown analysis. This skill computes and interprets risk metrics; for building the strategy test harness itself, use backtesting-frameworks.

When to Use

  • Measuring portfolio risk
  • Implementing risk limits
  • Building risk dashboards
  • Calculating risk-adjusted returns
  • Setting position sizes
  • Regulatory reporting

Core Concepts

1. Risk Metric Categories

CategoryMetricsUse Case
VolatilityStd Dev, BetaGeneral risk
Tail RiskVaR, CVaRExtreme losses
DrawdownMax DD, CalmarCapital preservation
Risk-AdjustedSharpe, SortinoPerformance

2. Time Horizons

Intraday:   Minute/hourly VaR for day traders
Daily:      Standard risk reporting
Weekly:     Rebalancing decisions
Monthly:    Performance attribution
Annual:     Strategic allocation

Detailed Patterns and Worked Examples

Detailed pattern documentation (VaR/CVaR implementations, drawdown analytics, risk-adjusted return calculations, rolling risk) lives in references/details.md. Read that file when the navigation tier above is insufficient.

Best Practices

Do's

  • Use multiple metrics -- no single metric captures all risk
  • Consider tail risk -- VaR isn't enough, use CVaR
  • Rolling analysis -- risk changes over time
  • Stress test -- historical and hypothetical scenarios
  • Document assumptions -- distribution, lookback window, etc.

Don'ts

  • Don't rely on VaR alone -- it underestimates tail risk
  • Don't assume normality -- returns are fat-tailed
  • Don't ignore correlation -- it increases in stress
  • Don't use short lookbacks -- you'll miss regime changes
  • Don't forget transaction costs -- they affect realized risk

Usage

/risk-metrics-calculation $ARGUMENTS

How to use the Risk Metrics skill

  1. Sign in to Zeplik

    Create a free Zeplik account or sign in. New accounts start with free credits, so you can try the Risk Metrics skill right away.

  2. Describe your data and analytics task

    Ask in plain language, or type /risk-metrics-calculation to invoke the skill directly. Zeplik recognizes the Risk Metrics skill and applies its method.

  3. Review and refine the result

    Zeplik returns a clear, structured answer. Ask follow-ups in the same chat to refine it or take the next step.

Source and credit

Author
wshobson
License
MIT

Adapted from the open-source wshobson/agents project and tuned to run natively on Zeplik. View source on GitHub.

Frequently asked questions

What is the Risk Metrics skill?
Risk Metrics is a ready-to-run data and analytics skill on Zeplik. Not for business risk registers (use risk-assessment) or backtests (use backtesting-frameworks). Ask in plain language and Zeplik applies the skill's method for you inside the conversation, on whichever AI model you prefer.
How do I use Risk Metrics on Zeplik?
Sign in to Zeplik and ask in plain language, or type /risk-metrics-calculation in any chat to invoke it directly. The skill applies its method and returns a result you can refine in the same conversation.
Which AI model does the Risk Metrics skill use?
Any model you choose. Zeplik works across every model in one chat, so the Risk Metrics skill runs on your preferred model for the task.
Where does the Risk Metrics skill come from?
The Risk Metrics skill is adapted from the open-source wshobson/agents project (MIT) and tuned to run natively on Zeplik. The original source is linked on this page.
How much does the Risk Metrics skill cost?
Using the skill is free to start. You only spend Zeplik credits when the assistant runs, and new accounts begin with free credits.

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Risk Metrics - Data and analytics skill for Zeplik AI | Zeplik Chat