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ebrahim-sani
ebrahim-saniCOMMUNITY
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asset-allocation

Generate optimal portfolio allocation weights using built-in optimizers.

Updated Apr 10, 2026
Search Tags:#optimization#portfolio#allocation#rebalancing#black-litterman#risk-parity
One-click install
npx skills add https://github.com/ebrahim-sani/trading-automation --skill asset-allocation-ebrahim-sani
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: asset-allocation
Source: https://github.com/ebrahim-sani/trading-automation/tree/main/vibe-trading/agent/src/skills/asset-allocation
Command: npx skills add https://github.com/ebrahim-sani/trading-automation --skill asset-allocation-ebrahim-sani

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

It helps traders and investors design robust multi‑asset portfolios by applying proven allocation theories and automated optimizers, eliminating guesswork and manual spreadsheet calculations.

Core Features & Use Cases

  • Theory‑Driven Strategies: Implements Modern Portfolio Theory, Black‑Litterman, risk budgeting, and all‑weather frameworks for diverse investment philosophies.
  • Built‑In Optimizers: Provides four ready‑to‑use optimizers (equal_volatility, risk_parity, mean_variance, max_diversification) with configurable parameters.
  • Rebalancing Guidance: Offers practical rebalancing triggers and frequency recommendations that can be embedded directly into config.json.

Quick Start

Generate an asset allocation recommendation for a China‑focused portfolio using the risk_parity optimizer.

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 allocation weights for a multi-asset portfolio?▼

Portfolio rebalancing rules can be embedded directly into config.json, offering practical triggers and frequency recommendations that automate the maintenance of your target allocation weights over time.

How does risk parity optimization work for asset allocation?▼

Risk parity optimization works by allocating portfolio weights so that each asset contributes equally to overall portfolio risk, using configurable lookback windows to balance volatility across diverse multi-asset investments.

Can I apply Black-Litterman model views to my portfolio allocation?▼

Yes, the Black-Litterman framework is supported alongside Modern Portfolio Theory, risk budgeting, and all-weather strategies, making it suitable for diverse investment philosophies without requiring deep prerequisite coding knowledge.

What is the best way to configure portfolio rebalancing rules?▼

The best way to configure portfolio rebalancing rules is by embedding practical triggers and frequency recommendations directly into config.json, integrating them seamlessly with your generated allocation weights.

Does this portfolio optimization approach support max diversification strategies?▼

Yes, max diversification is one of the four built-in optimizers available, designed to maximize the diversification ratio of your multi-asset portfolio alongside mean_variance, risk_parity, and equal_volatility options.

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