🧪 Skills
AI Risk Assessment
Provides portfolio risk metrics, stress testing, and position management advice using VaR, CVaR, volatility, Beta, Sharpe ratio, and Kelly formula.
v1.0.0
Description
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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