AI Risk Assessment

Provides portfolio risk metrics, stress testing, and position management advice using VaR, CVaR, volatility, Beta, Sharpe ratio, and Kelly formula.

Audits

Pending

ClawScanPass

Agentic behavior and permission review.

Static analysisPass

Pattern checks against bundled files.

VirusTotalPending

Multi-engine malware detections and file reputation.

Install

openclaw skills install 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