asset-allocation

Generate optimal portfolio weights using MPT, Black-Litterman, and risk budgeting models.

Updated Jul 10, 2026

Search Tags:#optimization #investment #finance #portfolio #asset-allocation #risk-parity

Ready to run

npx skills add https://github.com/day18708433173-crypto/TradingAgents-Pro --skill asset-allocation-day18708433173-crypto

💬 Prompt for ChatGPT / Claude Chat▼

Please help me install this Agent Skill.
Skill: asset-allocation
Source: https://github.com/day18708433173-crypto/TradingAgents-Pro/tree/main/agent/src/skills/asset-allocation
Command: npx skills add https://github.com/day18708433173-crypto/TradingAgents-Pro --skill asset-allocation-day18708433173-crypto

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

This Skill addresses the complexity of portfolio construction by providing a structured framework to balance risk and return, helping users move beyond intuition to data-driven asset allocation.

Core Features & Use Cases

Multi-Model Optimization: Supports MPT, Black-Litterman, Risk Budgeting, and All-Weather strategies.
Built-in Optimizers: Includes four specialized engines (equal_volatility, risk_parity, mean_variance, max_diversification) for different market regimes.
Use Case: A user can input a set of assets and their historical data to generate a risk-parity optimized portfolio that balances risk contributions across equities, bonds, and commodities.

Quick Start

Use the asset-allocation skill to calculate the optimal portfolio weights for a given list of assets using the risk parity strategy.

Frequently Asked Questions about asset-allocation

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

FAQPage Schema

How do I optimize portfolio weights using risk parity strategies?▼

Portfolio optimization uses the built-in mean_variance optimizer to calculate target asset weights based on historical data, balancing risk and return through data-driven asset allocation.

Can I implement Black-Litterman and MPT models for multi-asset portfolios?▼

Yes, you can implement Black-Litterman and Modern Portfolio Theory (MPT) models to generate target weights and rebalancing rules for multi-asset investment portfolios across diverse market environments.

What is the best way to calculate optimal asset allocation for different market regimes?▼

The best way to calculate optimal asset allocation is by selecting among four specialized engines—equal_volatility, risk_parity, mean_variance, and max_diversification—tailored for different market regimes.

Does this asset allocation framework support risk budgeting and all-weather strategies?▼

Yes, the asset allocation framework supports risk budgeting and all-weather strategies, providing a structured approach to balance risk and return beyond intuition using modern financial theories.

How do I generate rebalancing rules for a multi-asset investment portfolio?▼

Rebalancing rules for a multi-asset investment portfolio are generated by inputting a set of assets and their historical data into quantitative optimization models like MPT or risk budgeting.