Individual skill
asset-allocation
Asset allocation theory and optimizer usage — MPT / Black-Litterman / risk budgeting / all-weather strategy, including guides for 5 optimizers and rebalancing rules.
agent/src/skills/asset-allocation/SKILL.md
Source commit a79afbdb048f873433fdb651a667e43dd0bb735d
What was checked
- Matches the observed repository HEAD
- Yes
- Scanner rules are current
- Yes
- Repository scan complete
- No
- Skill scan complete
- No
- Observed behavior
- Network or broad shell
- Last checked
- Nov 9, 2026
These are observations at the recorded commit, not a guarantee of safety. Review the source before running it.
Install this skill
Choose an agent in your Stack or copy a command below. Commands fetch the pinned commit and copy only this skill directory. Existing destinations are refused. Copying a command does not install anything.
An install command is unavailable: current rules, complete repository and skill scans, an eligible behavior level and a permitted license are required.
Repository context
- Repository stars (not skill ratings)
- 38,030
- Repository last updated
- Nov 10, 2026
- License
- MIT
Observed agent integration: No specific integration evidence. Standard SKILL.md installation does not imply verified compatibility.
- backtesting Repository topic
- multi-agent Repository topic
- quantitative-finance Repository topic
- trading Repository topic
- ai-agent Repository topic
- algorithmic-trading Repository topic
- fintech Repository topic
- llm Repository topic
- mcp Repository topic
- python Repository topic
- engineering Derived category
Files and excerpt
File metadata and permitted, redacted excerpts come from the recorded scan. Source links are pinned to that commit.
Read excerpt
# Asset Allocation and Portfolio Optimization
## Overview
From asset allocation theory to practical implementation, this skill covers classical frameworks (MPT, BL, risk budgeting, all-weather) and the usage of the four optimizers built into this system. The output can be written directly into `config.json`.
## Asset Allocation Theory
### 1. Modern Portfolio Theory (MPT, Markowitz)
**Core idea**: maximize expected return for a given level of risk (the efficient frontier).
```
Optimization problem: