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Calculate portfolio risk and performance measures, including potential losses, declines from past peaks, and returns relative to risk. Use multiple indicators to support risk limits, position sizing, and ongoing monitoring.
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Analyze investment returns and portfolio risk using loss thresholds, average losses beyond those thresholds, and peak-to-trough declines. Combine simulated price paths with historical and hypothetical market shocks to produce a risk report and control recommendations.
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Assess investment risk from supplied daily returns, summarize potential losses and drawdowns, estimate position sizes from backtest results, and review trading halt conditions. Save the assessment for later reference, with assumptions clearly stated.
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Use when a user asks to build, optimize, backtest, rebalance, or analyze a stock portfolio with Mean-CVaR, Mean-Variance/SOCP variance caps, efficient frontiers, scenario generation, or NVIDIA cuOpt.
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Operate CVAT for computer-vision annotation, dataset workflows, SDK/CLI automation, auto-annotation, and self-hosted deployment.
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Define component variants with CVA. Use when creating variant-based components with Tailwind, building design system tokens, or managing complex conditional class names in React.
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shadcn/ui component patterns with Radix primitives and Tailwind styling. Use when building UI components, using CVA variants, implementing compound components, or styling with data-slot attributes. Triggers on shadcn, cva, cn(), data-slot, Radix, Button, Card, Dialog, VariantProps.
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Calculates potential future exposure and CVA with simulation-based approaches and netting agreement analysis. Use when modeling counterparty exposure, calculating CVA/DVA, or assessing counterparty risk.
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Class Variance Authority - type-safe component variant styling with cva(), compound variants, and VariantProps
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Implement commands and CVar-backed configuration with validation, authority, persistence, localized feedback, and compatibility.
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Calculate portfolio risk metrics including VaR, CVaR, Sharpe, Sortino, and drawdown analysis. Use when measuring portfolio risk, implementing risk limits, or building risk monitoring systems.
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Use when an agent drives Unreal Engine 5.8 on a Mac for any task: Editor Python (the unreal module), headless UnrealEditor-Cmd -run=pythonscript jobs, Epic's Unreal MCP server, the Remote Control API, console commands and cvars; when a script breaks on 5.8 (EditorLevelLibrary, Remote Control calls refused, Substrate materials black, MRQ presets); when a level, material, shot or build must be judged by numbers and a screenshot before it is called done; or when a brief must go to the right scenario-unreal-* specialist.
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数学建模竞赛解题全流程指导。覆盖国赛(CUMCM)和美赛(MCM/ICM)全部题型(A-F)，提供12种问题本质分析、95+场景模型决策矩阵、5本算法Cookbook、11本完整例题Playbook、22个Python+7个MATLAB可运行代码模板。与math-modeling-paper形成"解题→写作"配对。当用户提及建模思路、选什么模型、怎么建模、赛题求解、粘贴赛题文本、美赛/国赛题目分析、CVaR/NSGA-II/Monte Carlo/时间序列/ANOVA/灰色关联、网络流/图论/生态建模、模型命名/Memo/Letter/Our Work流程图时，使用此skill。
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Fix Flutter home feed / main screen stuck on loading spinner after login when using Riverpod StreamProvider that watches GoRouter location changes. Use when: (1) Screen shows BrandedLoadingIndicator or CircularProgressIndicator permanently after successful auth redirect, (2) Widget watches a route-type-gating provider that returns AsyncValue.loading() intermittently, (3) Logs show route location oscillating between stale and current paths during post-login transition (e.g., /welcome/* after /home/0), (4) Provider chain has double-gate: widget gates on pageContext AND data provider also gates on pageContext. Distinct from riverpod-infinite-rebuild-loop (rapid rebuilds) — this causes permanent loading state, not infinite rebuilds.
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Reviews shadcn/ui components for CVA patterns, composition with asChild, accessibility states, and data-slot usage. Use when reviewing React components using shadcn/ui, Radix primitives, or Tailwind styling.
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Transforms Claude into a CFA-level financial analyst for specialty finance, regulatory compliance, and industry-specific analysis. Use when performing private credit pricing, insurance reserving, FP&A variance analysis, wealth planning, restructuring recovery analysis, real estate valuation, venture capital analysis, ESG assessment, regulatory capital analysis (Basel III), compliance reporting (MiFID II, GIPS), credit derivatives (CDS, CVA), convertible bond analysis, lease accounting (ASC 842/IFRS 16), pension funding/LDI, sovereign risk assessment, real option valuation, equity research (SOTP, target price), commodity spread trading, treasury operations, PPP infrastructure modelling, onshore fund structuring, offshore fund structuring, transfer pricing analysis (BEPS, Pillar Two), tax treaty optimisation, FATCA/CRS compliance, economic substance analysis, regulatory reporting (AIFMD, Form PF), AML/KYC compliance, crypto/DeFi analysis, municipal bond analysis, structured products, trade finance, fund of funds (J-curve, commitment pacing, manager selection, secondaries), bank analytics (NIM, CAMELS, CECL, deposit beta, loan book), carbon markets (credit pricing, ETS, CBAM, offsets, shadow carbon price), or private wealth (concentrated stock, philanthropic vehicles, wealth transfer, direct indexing, family governance) analysis is required. Pairs with corp-finance-mcp tools for computation.
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Use the corp-finance-mcp server tools for specialty finance, regulatory, and compliance calculations. Invoke when performing private credit (unitranche, direct lending, syndication), insurance (loss reserving, premium pricing, Solvency II SCR), FP&A (variance analysis, break-even, working capital, rolling forecast), wealth management (retirement planning, tax-loss harvesting, estate planning), restructuring (recovery analysis, distressed debt), real assets (property valuation, project finance), venture capital (dilution, convertible instruments, fund returns), ESG (scoring, climate/carbon, green bonds, SLL), regulatory capital (Basel III, LCR/NSFR, ALM), compliance (MiFID II best execution, GIPS reporting), credit derivatives (CDS pricing, CVA/DVA), convertible bonds (binomial tree pricing, scenario analysis), lease accounting (ASC 842/IFRS 16, sale-leaseback), pension & LDI (funding analysis, liability-driven investing), sovereign risk (bond analysis, country risk), real options (binomial valuation, decision trees), equity research (SOTP, target price), commodity trading (spread analysis, storage economics), treasury management (cash management, hedge effectiveness), infrastructure finance (PPP models, concession valuation), crypto (token valuation, DeFi analysis), municipal bonds (pricing, credit analysis), structured products (notes, exotic), trade finance (LC, supply chain), fund structuring (US onshore, UK/EU, Cayman/BVI offshore, Luxembourg/Ireland), transfer pricing (BEPS/Pillar Two, intercompany pricing), tax treaty (treaty network optimization, holding structures), FATCA/CRS (reporting, entity classification), economic substance (multi-jurisdiction testing), regulatory reporting (AIFMD Annex IV, SEC Form PF, CFTC CPO-PQR), AML compliance (KYC risk scoring, sanctions screening), fund of funds (J-curve, commitment pacing, manager selection, secondaries pricing), bank analytics (NIM analysis, CAMELS rating, CECL provisioning, deposit beta, loan book), carbon markets (credit pricing, ETS compliance, CBAM, offset valuation, shadow carbon price), private wealth (concentrated stock, philanthropic vehicles, wealth transfer, direct indexing, family governance). All computation uses 128-bit decimal precision.
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Account assets, equity and fund positions, P&L, cash flow records, account statements, margin ratios, buy-power estimates, order management, and DCA recurring investments via Longbridge (most require Trade permission). Frameworks: portfolio diagnosis, rebalancing, asset allocation, risk analysis (VaR/CVaR), performance attribution, and tax-loss harvesting. Triggers: "持仓", "账户", "盈亏", "资产", "对账单", "下单", "买入", "卖出", "撤单", "定投", "组合诊断", "再平衡", "资产配置", "风险分析", "绩效归因", "税损收割", "持倉", "賬戶", "盈虧", "對賬單", "下單", "買入", "賣出", "組合診斷", "再平衡", "稅損收割", "positions", "portfolio", "P&L", "order", "buy", "sell", "DCA", "statement", "risk analysis", "rebalancing", "tax harvesting", "我的风险", "持仓风险", "风险敞口", "資產", "資產配置", "風險分析", "績效歸因", "撤單"
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Use Kanpeki component library in React projects. Activate when user wants to add, use, customize, or compose accessible UI components from Kanpeki (@kanpeki/*). Triggers: shadcn CLI, copy-paste components, Field.Root, composeRenderProps, ~/components/ui/*, React Aria Components + Tailwind CSS 4.1 + CVA. Covers installation, component patterns, forms (React Hook Form, TanStack Form), theming, and dark mode.
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Use when building or styling a component in libs/ui-react or libs/ui-rnative — the cross-platform styling principles, plus routing to the platform mechanics: Tailwind + cva + cn on web, useStyleSheet + themeJS + lx on React Native. Load this before writing component styles.
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Pre-launch quality gate for games: audit rendering and memory performance against platform budgets, run QA for crash-causing defects and platform certification blockers, review accessibility for CVAA and platform compliance, test security against cheating and save tampering.
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Audit investment portfolio management software for mean-variance optimization, Black-Litterman model, risk parity allocation, VaR/CVaR risk metrics, Brinson performance attribution, tax-loss harvesting rebalancing logic, Sharpe ratio calculations, efficient frontier accuracy.
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Use Kanpeki component library in React projects. Activate when user wants to add, use, customize, or compose accessible UI components from Kanpeki (@kanpeki/*). Covers installation, component patterns, forms, theming, and dark mode with React Aria Components + Tailwind CSS 4.1 + CVA.
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Calculate portfolio risk metrics including VaR, CVaR, Sharpe, Sortino, and drawdown analysis. Use when measuring portfolio risk, implementing risk limits, or building risk monitoring systems.
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