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Calculate portfolio risk metrics including VaR, CVaR, Sharpe, Sortino, and drawdown analysis.
Passed 22 of 23 test cases with the skill, and 22 of 23 without it.
1 fixed21 passed either way0 still failing1 broke
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A test case the skill fixed. Same model, same prompt, with and without the skill.
Our trading desk wants to implement a VWAP (Volume Weighted Average Price) execution strategy for equity orders to minimize market impact. Provide the algorithmic logic for slicing orders across trading volume bins throughout the day.
| Checked | Without skill | With skill |
|---|---|---|
| Defines VWAP as total dollar value traded divided by total share volume. | Missed | Passed |
| Allocates parent order target volume across intraday time bins according to historical volume distributions. | Passed | Passed |
The instructions your model reads when the skill loads.
Comprehensive risk measurement toolkit for portfolio management, including Value at Risk, Expected Shortfall, and drawdown analysis.
resources/implementation-playbook.md.resources/implementation-playbook.md for detailed patterns and examples.test cases passed, vs 22 / 23 without
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