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.
インストールする前に、エージェントに与えられる指示の中身を確認できます。
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.
まだレビューはありません。使ってみた感想をお寄せください。
概要と使いどころ
Get upcoming earnings dates with timing (before/after market) and EPS estimates. Use when user asks about earnings dates, earnings calendar, when a company reports, or upcoming earnings.
日本語の概要は準備中です。原文の説明を表示しています。
Get fundamental financial data including financials, earnings, and key metrics. Use when user asks about financials, earnings, revenue, profit, balance sheet, income statement, or company fundamentals.
日本語の概要は準備中です。原文の説明を表示しています。
Calculate option Greeks (delta, gamma, theta, vega) and implied volatility for specific options. Use when user asks about Greeks, delta, gamma, theta, vega, IV, or option sensitivity analysis.
日本語の概要は準備中です。原文の説明を表示しています。
Find and place the best 0DTE (zero-days-to-expiration) credit spreads from Interactive Brokers. Default execution route is the EMA9/EMA21 + VIX/VXN regime strategy (ema_vix_0dte.py), which auto-selects bull_put or bear_call from a bare EMA cross and skips the trade when the vol index is elevated (VXN ≥ 35 for NDX/QQQ, VIX ≥ 20 otherwise). Optional --rr-gate and --time-gate add red→red and bar-timing confirmation. Supports cash-settled indices (SPX, NDX, RUT, VIX) and any optionable stock/ETF. Manual spread type override is available via zero_dte.py. Requires TWS or IB Gateway running locally.
日本語の概要は準備中です。原文の説明を表示しています。
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.
日本語の概要は準備中です。原文の説明を表示しています。
Generate tactical collar strategy reports for protecting PMCC positions through earnings or high-risk events. Requires TWS or IB Gateway running locally.
日本語の概要は準備中です。原文の説明を表示しています。