AI Risk Assessment

# Risk Assessment - 风险评估工具

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Install skill "AI Risk Assessment" with this command: npx skills add gbabyzs/aigc-risk-assessment

Risk Assessment - 风险评估工具

功能说明

提供投资组合风险评估和仓位管理建议。

核心功能

风险指标

  • VaR (风险价值)
  • CVaR (条件风险价值)
  • 波动率
  • Beta 系数
  • 夏普比率

压力测试

  • 历史情景模拟
  • 极端市场测试
  • 相关性断裂测试

仓位管理

  • 凯利公式
  • 风险平价
  • 最大仓位建议

使用示例

from risk_assessment import calculate_var, position_suggestion

# 计算 VaR
var_result = calculate_var(stock_code="300308", confidence=0.95)

# 仓位建议
position = position_suggestion(
    total_capital=1000000,
    risk_tolerance=0.02,
    stock_price=534.80,
    stop_loss=0.10
)

安装依赖

pip install akshare pandas numpy scipy

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