メニュー
Assess risk metrics for a stock or position including volatility, beta, VaR, and drawdown analysis. Use when user asks about risk, volatility, beta, VaR, value at risk, drawdown, or position sizing.
Codex または Claude でインストール この Prompt をコピーして Codex、Claude、または他のアシスタントに貼り付けると、Skill ページを確認してインストールできます。
SOC 職業分類に基づく
Analyze PMCC (Poor Man's Covered Call / diagonal spread) positions from IB portfolio. For each diagonal spread, reports short leg risk (delta, IV, assignment probability), daily P&L projections, top-3 roll candidates, and a side-by-side comparison table. Requires TWS or IB Gateway running locally.
Scan stocks for bullish trends using technical indicators (SMA, RSI, MACD, ADX). Use when user asks to scan for bullish stocks, find trending stocks, or rank symbols by momentum.
Find roll options for existing short positions OR find best covered call/put to open against long stock. Use when user asks about rolling shorts, finding roll candidates, writing covered calls, or managing option positions. Requires TWS or IB Gateway running locally.
Detect institutional whale activity in options for a given underlying. Use when the user asks about unusual options activity, large block trades, whale trades, or institutional options flow for a specific symbol.
Get account summary from Interactive Brokers including cash balance, buying power, and account value. Use when user asks about their account, balance, buying power, or available cash. Requires TWS or IB Gateway running locally.
Generate tactical collar strategy reports for protecting PMCC positions through earnings or high-risk events. Requires TWS or IB Gateway running locally.
| name | risk-assessment |
| description | Assess risk metrics for a stock or position including volatility, beta, VaR, and drawdown analysis. Use when user asks about risk, volatility, beta, VaR, value at risk, drawdown, or position sizing. |
| dependencies | ["trading-skills"] |
Calculate risk metrics for stocks and positions.
Note: If
uvis not installed orpyproject.tomlis not found, replaceuv run pythonwithpythonin all commands below.
uv run python scripts/risk.py SYMBOL [--period PERIOD] [--position-size SIZE]
SYMBOL - Ticker symbol--period - Analysis period: 1mo, 3mo, 6mo, 1y (default: 1y)--position-size - Dollar amount for position-specific metrics (optional)Returns JSON with:
volatility - Historical volatility (annualized)beta - Beta vs SPYvar_95 - 95% Value at Risk (daily)var_99 - 99% Value at Risk (daily)max_drawdown - Maximum drawdown in periodsharpe_ratio - Risk-adjusted returnposition_risk - If position-size provided, dollar VaRExplain what the risk metrics mean and suggest position sizing if relevant.
numpyyfinanceAll timestamps and time-based calculations must use the America/New_York timezone. All JSON output must include generated_at (NY time string) and data_delay fields.