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JerBouma

Finance Toolkit

quant_risk

Read-onlyIdempotent

Calculate financial risk metrics including Value at Risk, Conditional VaR, GARCH volatility, maximum drawdown, skewness, and kurtosis for given tickers over specified date ranges.

Instructions

Pre-computed risk metrics (VaR, CVaR, GARCH volatility, max drawdown, skewness, kurtosis). Requires tickers='AAPL' — use comma-separated values for multiple tickers. Does NOT support period='daily'; use weekly, monthly, quarterly, or yearly instead.

Available indicators: get_conditional_value_at_risk, get_entropic_value_at_risk, get_garch, get_garch_forecast, get_kurtosis, get_maximum_drawdown, get_skewness, get_ulcer_index, get_value_at_risk.

Input Schema

TableJSON Schema
NameRequiredDescriptionDefault
indicatorYesName of the specific metric to calculate, e.g. 'get_asset_turnover_ratio'. Required — omitting it returns the list of available indicators.
tickersNoComma-separated ticker symbols, e.g. 'AAPL,MSFT,GOOGL'.
start_dateNoStart of the date range in YYYY-MM-DD format.2021-06-22
end_dateNoEnd of the date range in YYYY-MM-DD format.2026-06-21
quarterlyNoReturn quarterly data instead of annual when True.
benchmark_tickerNoTicker used as the market benchmark, e.g. 'SPY' or '^GSPC'.SPY
periodNoObservation frequency, e.g. 'monthly', 'quarterly', or 'annual'.
alphaNoValue for alpha.
within_periodNoValue for within_period.
roundingNoNumber of decimal places to round results to.
growthNoReturn period-over-period growth rates instead of absolute values.
lagNoNumber of periods to lag when computing growth rates.
distributionNoValue for distribution.historic
time_stepsNoValue for time_steps.
optimization_tNoValue for optimization_t.
fisherNoValue for fisher.
rollingNoValue for rolling.

Output Schema

TableJSON Schema
NameRequiredDescriptionDefault
resultYes
Behavior3/5

Does the description disclose side effects, auth requirements, rate limits, or destructive behavior?

Annotations already declare the tool as read-only, non-destructive, and idempotent. The description adds constraints on period and tickers, but does not elaborate on other behavioral aspects like data source or caching. It does not contradict annotations.

Agents need to know what a tool does to the world before calling it. Descriptions should go beyond structured annotations to explain consequences.

Conciseness4/5

Is the description appropriately sized, front-loaded, and free of redundancy?

The description is three sentences long, front-loading the core purpose and then providing essential usage guidance. The list of indicators is appended but could be considered part of the parameter semantics. It is concise and well-structured.

Shorter descriptions cost fewer tokens and are easier for agents to parse. Every sentence should earn its place.

Completeness3/5

Given the tool's complexity, does the description cover enough for an agent to succeed on first attempt?

Given 17 parameters and one required, the description covers only the most critical ones (tickers, indicator, period). Many parameters like alpha, rounding, and growth are not mentioned, though they are described in the schema. The existence of an output schema partially compensates, but the description could be more complete for a complex tool.

Complex tools with many parameters or behaviors need more documentation. Simple tools need less. This dimension scales expectations accordingly.

Parameters4/5

Does the description clarify parameter syntax, constraints, interactions, or defaults beyond what the schema provides?

Schema coverage is 100%, but the description adds value by noting that omitting indicator returns available indicators and by emphasizing the period constraint. This goes beyond the schema's parameter descriptions.

Input schemas describe structure but not intent. Descriptions should explain non-obvious parameter relationships and valid value ranges.

Purpose4/5

Does the description clearly state what the tool does and how it differs from similar tools?

The description clearly states that the tool provides pre-computed risk metrics (VaR, CVaR, GARCH, etc.) and lists specific indicators. However, it does not explicitly differentiate itself from siblings like quant_models or quant_performance, relying on the indicator list to imply its scope.

Agents choose between tools based on descriptions. A clear purpose with a specific verb and resource helps agents select the right tool.

Usage Guidelines4/5

Does the description explain when to use this tool, when not to, or what alternatives exist?

The description explicitly requires tickers, provides an example format, and warns against using period='daily' with alternative frequencies. It also explains that omitting indicator returns a list of available indicators. It does not, however, contrast with other financial tools.

Agents often have multiple tools that could apply. Explicit usage guidance like "use X instead of Y when Z" prevents misuse.

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