Software Development
Historical Risk
Quantify realized risk from historical data using volatility estimators, drawdown analysis, and downside risk metrics. Use when the user asks about historical volatility, maximum drawdown, drawdown duration, historical VaR, downside deviation, semi-variance, or tracking error. Also trigger when users mention 'how risky has this been', 'worst decline', 'Parkinson estimator', 'Yang-Zhang', 'peak-to-trough loss', 'recovery time', 'annualized volatility', or ask how to measure past investment risk.
- Publisher / source
- JoelLewis/finance_skills (found on skills.sh)
- Upstream record
- JoelLewis/finance_skills
- Version
- Version 2
- Published
- Publication review
- Approved for publication
- Content fingerprint
fcf38cc8bf70fc2439fb5bcf5001f03f76faaa5ad6c05e7077f83f90d9fe6f77