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asset-allocation

Calculate optimal asset weights using Modern Portfolio Theory, Black-Litterman, and Risk Parity models.

Updated Jun 30, 2026
Search Tags:#optimization#finance#portfolio#risk-management#trading#asset-allocation
One-click install
npx skills add https://github.com/20YN04/vibe-trading-macos --skill asset-allocation-20yn04
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: asset-allocation
Source: https://github.com/20YN04/vibe-trading-macos/tree/main/agent/src/skills/asset-allocation
Command: npx skills add https://github.com/20YN04/vibe-trading-macos --skill asset-allocation-20yn04

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

This skill addresses the complexity of constructing and maintaining a balanced investment portfolio by providing automated access to professional-grade optimization models and rebalancing logic.

Core Features & Use Cases

  • Advanced Optimization: Supports MPT, Black-Litterman, Risk Budgeting, and All-Weather strategies to suit different risk profiles.
  • Configurable Parameters: Easily adjust lookback windows, risk-free rates, and constraints to tailor the output for specific market conditions.
  • Use Case: A user can input a list of assets and their historical data to generate an optimized weight distribution that minimizes volatility or maximizes the Sharpe ratio, ready for implementation in a trading config.

Quick Start

Use the asset-allocation skill to calculate the optimal portfolio weights for my current asset list using the risk parity strategy with a 60-day lookback window.

Frequently Asked Questions about asset-allocation

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I calculate optimal portfolio weights using quantitative models?▼

To calculate optimal portfolio weights, you can apply quantitative models like Modern Portfolio Theory, Black-Litterman, or Risk Parity. These models process historical market data to determine target allocations that minimize volatility or maximize the Sharpe ratio.

What is the best way to automate portfolio rebalancing for a custom asset list?▼

Automating portfolio rebalancing involves processing your custom asset list and historical data through configurable optimization parameters. The skill generates an optimized weight distribution and structured output ready for integration into your trading configuration files.

Can I use Risk Parity and Black-Litterman strategies for different risk profiles?▼

Yes, you can use Risk Parity, Black-Litterman, Modern Portfolio Theory, and All-Weather strategies to suit different risk profiles. This allows you to tailor portfolio construction based on specific market conditions and risk management preferences.

How do I configure lookback windows and constraints for asset allocation optimization?▼

Configuring asset allocation optimization requires adjusting lookback windows, risk-free rates, and constraints. These customizable parameters process historical market data to tailor the optimal weight distribution output for your specific market conditions.

Does portfolio optimization output integrate directly into trading config files?▼

Portfolio optimization output integrates directly into trading config files by providing structured weight distributions. After processing historical market data, the skill generates target allocations formatted for immediate implementation in your trading setup.

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