Orkas is a desktop application for commanding a team of AI agents through one chat, with a commander model assigning work to specialist agents in parallel or in sequence. People use it to coordinate research, writing, presentations, and software tasks while keeping files on their computer. The catalogue includes skills for extending the agents available to Orkas.
Getting it into your agent
One page per mod, every tool's command on it. A separate URL per tool would split the same page into five that compete with each other.
npx skills add Orkas-AI/Orkas --skill portfolio-riskgit clone --depth 1 https://github.com/Orkas-AI/OrkasWrote this? Show the measurements
A badge with what this costs and how it scanned, read live from this page, so it follows the numbers instead of freezing them. Markdown for a README, HTML for a documentation site or a project page.
[](https://agentmods.dev/skills/orkas-ai/orkas/portfolio-risk)<a href="https://agentmods.dev/skills/orkas-ai/orkas/portfolio-risk"><img src="https://agentmods.dev/badge/skills/orkas-ai/orkas/portfolio-risk/github.svg" alt="Measured on agentmods" height="20"></a>Or the 80×15 button, for a site that already has a row of RSS and ATOM ones. Only the verdict fits; the numbers stay here.
<a href="https://agentmods.dev/skills/orkas-ai/orkas/portfolio-risk"><img src="https://agentmods.dev/badge/skills/orkas-ai/orkas/portfolio-risk.svg" alt="Reviewed on agentmods" width="80" height="20"></a>What it costs to keep this loaded
Counted locally with the o200k_base tokenizer, which is exact for GPT models; Claude uses its own tokenizer and its counts differ. Treat this as one consistent yardstick across the catalogue rather than a bill. Prices are per million input tokens.
| Model | Per session | Once invoked |
|---|---|---|
| Fable 5.1 | $0.00002 | $0.00620 |
| Opus 5.5 | $0.00001 | $0.00248 |
| Sonnet 5.5 | $0.00000 | $0.00124 |
| Haiku 4.5 | $0.00000 | $0.00062 |
Grade A, and why
portfolio-risk scanned grade A with 0 findings against 26 rules in 11 categories — prompt injection, anti-refusal, data exfiltration, privilege escalation, supply chain, agent snooping, system-prompt leakage, SSRF and excessive agency — measured 24d ago.
A static scan of the body, not an audit. Every finding is printed with the line that produced it so you can judge whether it matters here. A mod is markdown that instructs an agent; that is exactly why what it instructs is worth reading.
Nothing flagged
None of the 26 patterns this scan looks for appear in this file: no shell pipes, no recursive deletes, no credential paths, no hidden text, no instruction-override or anti-refusal phrasing, no agent-config snooping. That is not a guarantee, it is the absence of the things that are checkable.
What it actually says
Portfolio Risk
Read with market-data for a portfolio review, stress test, or rebalance
question. Keep account values and holdings private and use only what is needed.
Choose the calculation from the supplied data: --mode historical (default)
requires aligned daily decimal returns; --mode scenario uses weights and
declared shocks, returns no historical statistics, and needs no return series.
Do not manufacture a series to make a scenario request fit historical mode.
Historical input uses weights that sum to one and aligned daily decimal returns:
{"positions":[{"symbol":"700.HK","weight":0.4,"currency":"HKD","sector":"Technology","returns":[0.01,-0.02]}],"scenarios":{"tech_down":{"Technology":-0.15}}}
Run:
"$ORKAS_NODE" "$ORKAS_PC_DIR/bin/run-skill.cjs" market-data stock -- portfolio-risk --input portfolio.json --confidence 0.95
The core calculates portfolio return series from aligned observations, annual volatility, max drawdown, historical VaR/CVaR, HHI and top-name concentration, sector/currency exposure, and declared linear scenario losses. VaR is a sample statistic, not a loss ceiling.
For weight-only concentration or declared stress, use the same command with
--mode scenario. For simultaneous local-price and FX shocks, supply weights
already measured in base_currency NAV and a compound scenario:
{"base_currency":"USD","positions":[{"symbol":"700.HK","weight":1,"currency":"HKD"}],"scenarios":{"stress":{"local":{"700.HK":-0.1},"fx":{"HKD":-0.05}}}}
The core multiplies local and FX returns and also reports their separate contributions. Unspecified shocks are zero assumptions; the base currency cannot move against itself. Prepare this structured input from supplied facts without changing the source or inventing currency conversions. If the weight basis is unknown, resolve it before a cross-currency calculation.
Review missing positions, stale prices, derivatives, leverage, FX translation, liquidity, tax lots, and correlation regime change before recommending action. Frame rebalance ideas as constraint-aware options with trade-offs. Do not silently normalize invalid weights, fabricate correlations, or assume an investor's suitability, tax status, or loss capacity.
What this file has done since we first saw it
Hashed on every crawl. A supply-chain change to an agent config is a question of when, not whether, so the history is kept rather than the latest state alone.
- 24d ago First seen · 54 lines · 2 tokens per session scan A d878a3d82373
portfolio-risk is a skill published in the GitHub repository Orkas-AI/Orkas (2,192 stars, last pushed today), licensed MIT. It adds 2 tokens to every session and 620 once invoked, about $0.0000 per session on Opus 5.5. A static security scan graded it A with 0 findings. No closer match exists in the catalogue, so it is treated as the original; first seen 2026-09-23.
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