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asset-allocation

Compute portfolio asset weights using MPT, Black-Litterman, risk budgeting, and all-weather frameworks.

Updated May 5, 2026
Search Tags:#asset allocation#portfolio optimization#rebalancing#black-litterman#risk parity#mean variance#cross-asset correlation
One-click install
npx skills add https://github.com/wudye/traderAssistHK --skill asset-allocation-wudye
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: asset-allocation
Source: https://github.com/wudye/traderAssistHK/tree/main/backend/src/skills/asset-allocation
Command: npx skills add https://github.com/wudye/traderAssistHK --skill asset-allocation-wudye

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

It helps you translate asset allocation principles into actionable portfolio weights while selecting an appropriate optimizer and rebalancing approach to stay aligned with a target allocation plan.

Core Features & Use Cases

  • Implements core allocation frameworks: explains and guides practical use of MPT, Black-Litterman, risk budgeting, and all-weather-style allocation to support different forecasting and uncertainty assumptions.
  • Provides four optimizer configurations: supports equal_volatility, risk_parity, mean_variance, and max_diversification to generate weights directly for your portfolio configuration.
  • Defines rebalancing strategies and rules: covers periodic, threshold, and volatility-triggered rebalancing, including suggested frequencies and drift thresholds by asset class.
  • Addresses cross-asset correlation and constraints: includes correlation analysis patterns and emphasizes practical guardrails like leverage limits, lookback window guidance, and anti-overfitting considerations.

Quick Start

Ask the AI to generate a portfolio allocation plan and the corresponding optimizer configuration for a China-focused mix using risk parity with a 60-day lookback.

Frequently Asked Questions about asset-allocation

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

FAQPage Schema
How do I calculate portfolio asset weights using risk parity and mean variance optimization?▼

The Black-Litterman framework is supported alongside MPT, risk budgeting, and all-weather methodologies to guide practical portfolio allocation. These frameworks address different forecasting and uncertainty assumptions for cross-asset correlation-aware weight planning.

What is the best way to set up rebalancing rules for a multi-asset portfolio?▼

Rebalancing strategies include periodic, threshold, and volatility-triggered approaches with suggested frequencies and drift thresholds by asset class. These rules ensure the portfolio stays aligned with a target allocation plan over time.

Can I apply cross-asset correlation analysis and leverage limits when optimizing a portfolio?▼

Cross-asset correlation analysis patterns and practical guardrails like leverage limits and lookback window guidance are supported during portfolio optimization. Anti-overfitting considerations are also included to ensure robust allocation rule generation.

How do I generate a risk parity allocation plan with a specific lookback window for a regional portfolio?▼

You can generate an allocation plan and corresponding optimizer configuration by specifying the regional asset mix, the risk parity optimizer, and a defined lookback window like 60 days. This yields direct portfolio weights for production config generation.

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