| id | einstein-research-portfolio-risk |
| name | Einstein Research — Portfolio Risk Analyzer |
| description | Performs a comprehensive, portfolio-level risk analysis. Calculates VaR (Value at Risk), max drawdown, correlation matrix, stress tests against historical crises, and identifies concentration risks. Use when asked about portfolio risk, drawdown, hedging, or stress testing. |
| version | 1.0.0 |
| author | DaVinci |
| last_amended_at | null |
| trigger_patterns | [] |
| pre_conditions | {"git_repo_required":false,"tools_available":[]} |
| expected_output_format | natural_language |
Portfolio Risk Analyzer
Overview
This skill performs a comprehensive, portfolio-level risk analysis. It goes beyond individual position risk to quantify systemic and correlated risks across the entire portfolio.
Core Features:
- Value at Risk (VaR): Calculates 95% and 99% VaR using Parametric, Historical, and Monte Carlo methods.
- Max Drawdown Analysis: Identifies historical and potential future maximum drawdowns.
- Correlation Matrix: Visualizes how positions move in relation to each other, highlighting diversification benefits or weaknesses.
- Stress Testing: Simulates portfolio performance during historical market crises (e.g., 2008 GFC, 2020 COVID crash, 2022 rate hikes).
- Concentration Risk: Identifies over-concentration in specific sectors, factors, or individual positions.
- Beta Calculation: Measures portfolio volatility relative to benchmarks (SPY, QQQ).
When to Use This Skill
Explicit Triggers:
- "Analyze the risk of my portfolio."
- "What is my portfolio's Value at Risk?"
- "How would my portfolio perform in another 2008-style crash?"
- "Am I too concentrated in the tech sector?"
- "Calculate the max drawdown of my holdings."
- User asks about "portfolio risk," "drawdown," "VaR," "correlation," "stress test," or "concentration."
Implicit Triggers:
- User is concerned about a market downturn.
- User is adding a new large position and wants to understand its impact on overall portfolio risk.
- User is reviewing their overall asset allocation.
Workflow
Step 1: Ingest Portfolio Data
The analysis requires the current portfolio holdings, typically from a CSV or JSON file.
Input Format (portfolio.json):
{
"positions": [
{ "ticker": "AAPL", "quantity": 100
