portfolio_risk_metrics
Assess portfolio risk by analyzing dollar greeks, theta/netliq, delta/theta, margin utilization, and per-underlying concentration to determine health status.
Instructions
Portfolio-level risk dashboard with dollar greeks, theta/netliq ratio, delta/theta ratio, margin utilization, concentration per underlying, and health status (HEALTHY/CAUTION/AT_RISK). Based on Tasty Trade risk framework.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| currency | Yes | Currency |