risk-analysis

Risk measurement and stress testing — VaR/CVaR/max drawdown calculation, Monte Carlo simulation, extreme-value tail-risk analysis, and historical scenario stress testing.

Quality

73%

Does it follow best practices?

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Securityby

Passed

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Fix and improve this skill with Tessl

tessl review fix ./agent/src/skills/risk-analysis/SKILL.md

Quality

Content

65%

Reviews the quality of instructions and guidance provided to agents. Good implementation is clear, handles edge cases, and produces reliable results.

A highly actionable skill packed with executable code and concrete reference data, but it is a monolithic single file with no progressive disclosure and lacks explicit validation checkpoints in its workflows. Tightening the educational Notes and splitting detailed reference material into bundled files would lift the weakest dimensions.

Suggestions

Move the scenario catalogs (historical stress table, STRESS_SCENARIOS, tail-risk metrics) and the EVT/Monte Carlo code into separate reference files under references/, keeping SKILL.md as a lean overview with signaled links.

Add explicit validation checkpoints to the Analysis Steps (e.g., 'Verify returns are gap-free before VaR; if missing values exceed X%, halt and report'), with a fix-and-retry loop for the Monte Carlo batch step.

Trim the Notes section to only non-obvious, skill-specific caveats and remove the Overview paragraph that duplicates the frontmatter description.

Dimension	Reasoning	Score
Conciseness	The body is dense with executable, copy-paste-ready code, but the Overview restates the description and the Notes section explains concepts Claude already knows ('VaR is not the maximum loss', 'Normality assumption is dangerous', 'correlations trend toward 1').	2 / 3
Actionability	Provides multiple complete, executable Python functions (historical_var, parametric_var, monte_carlo_gbm, fit_gpd_tail, etc.) with imports and docstrings, plus a concrete STRESS_SCENARIOS dict and an output report template — fully copy-paste ready.	3 / 3
Workflow Clarity	The 7-step 'Analysis Steps' and 4-step stress-test sequence are clearly ordered, but there are no explicit validation checkpoints or validate→fix→retry feedback loops for batch operations like the 10000-path Monte Carlo simulation, capping this at 2.	2 / 3
Progressive Disclosure	Sections are well-organized with clear headers, but the skill is a monolithic 314-line file with all code, scenario catalogs, and EVT analysis inline and no bundle files (references/scripts/assets absent); content that should be split into separate files is not.	2 / 3
	Total	9 / 12 Passed

Description

82%

Based on the skill's description, can an agent find and select it at the right time? Clear, specific descriptions lead to better discovery.

A strong, specific description with natural trigger terms and a clear niche, weakened only by the absence of an explicit 'Use when…' usage clause. Adding trigger guidance would raise completeness to the top level.

Suggestions

Append a 'Use when…' clause naming concrete trigger situations (e.g., 'Use when evaluating portfolio or backtest risk, computing VaR/CVaR, or designing stress tests').

Include common user phrasings such as 'risk metrics', 'drawdown', or 'stress test my portfolio' to broaden natural trigger coverage.

Dimension	Reasoning	Score
Specificity	Lists multiple concrete actions — 'VaR/CVaR/max drawdown calculation, Monte Carlo simulation, extreme-value tail-risk analysis, and historical scenario stress testing' — rather than vague language.	3 / 3
Completeness	Clearly states what the skill does, but lacks any 'Use when…' clause or equivalent explicit trigger guidance, so completeness is capped at 2 per the rubric guideline.	2 / 3
Trigger Term Quality	Uses natural domain terms a user would actually say — 'risk measurement', 'stress testing', 'VaR', 'CVaR', 'max drawdown', 'Monte Carlo simulation' — with good coverage.	3 / 3
Distinctiveness Conflict Risk	Occupies a clear niche (quantitative risk measurement and stress testing) with distinct technical triggers, making it unlikely to fire for the wrong skill.	3 / 3
	Total	11 / 12 Passed

Validation

93%

Warnings & errors only

Checks the skill against the spec for correct structure and formatting. All validation checks must pass before discovery and implementation can be scored.

Validation — 15 / 16 Passed

Validation for skill structure

Criteria	Description	Result
frontmatter_unknown_keys	Unknown frontmatter key(s) found; consider removing or moving to metadata	Warning

	Total	15 / 16 Passed

Repository: HKUDS/Vibe-Trading
Path: agent/src/skills/risk-analysis/SKILL.md
Commit: 8643fcd

Reviewed: 2 days ago

Table of Contents

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