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YichengYang-Ethan
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clawdfolio

Consolidate multi-broker portfolio data and generate risk analytics with CSV/JSON export.

12|1|Updated Feb 6, 2026
Search Tags:#analytics#portfolio#options#export#risk#broker#dca
One-click install
npx skills add https://github.com/YichengYang-Ethan/clawdfolio --skill clawdfolio
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: clawdfolio
Source: https://github.com/YichengYang-Ethan/clawdfolio/tree/main
Command: npx skills add https://github.com/YichengYang-Ethan/clawdfolio --skill clawdfolio

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

Consolidates multi-broker portfolio data and delivers institutional-grade risk analytics to help investors make informed decisions.

Core Features & Use Cases

  • Multi-broker aggregation across Longport, Moomoo/Futu, and demo to provide a unified holdings view.
  • Risk analytics, VaR/CVaR, Sharpe/Sortino, GARCH forecasts, and exposure analysis (Fama-French factors).
  • 20+ automated finance workflows and export options (CSV/JSON) for reporting and automation.
  • Optional integration with options lifecycles and earnings monitoring.

Quick Start

Ask Clawdfolio to generate a full portfolio risk report for your current holdings.

Frequently Asked Questions about clawdfolio

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

FAQPage Schema
How do I consolidate multi-broker portfolio data for risk analytics?▼

Consolidating multi-broker portfolio data for risk analytics involves aggregating holdings across Longport, Moomoo/Futu, and demo brokers into a unified view. This delivers institutional-grade risk metrics, factor exposure, and automated export options.

Can I calculate VaR, CVaR, and Sharpe ratios using portfolio analytics workflows?▼

Yes, you can calculate VaR, CVaR, and Sharpe and Sortino ratios using portfolio analytics workflows. The system also generates GARCH forecasts and Fama-French factor exposure analysis for your consolidated holdings.

Does this portfolio risk analytics approach support Longport and Moomoo?▼

Yes, this portfolio risk analytics approach supports Longport, Moomoo/Futu, and a demo broker. It is designed for investors managing portfolios across these specific brokerages who require unified risk metrics and data export.

How do I export portfolio analytics reports to CSV or JSON?▼

You can export portfolio analytics reports to CSV or JSON formats using the 20+ automated finance workflows. This enables seamless reporting and automation of your consolidated multi-broker holdings and calculated risk metrics.

What is the best way to track options lifecycles and earnings in a portfolio?▼

The best way to track options lifecycles and earnings in a portfolio is by using an integrated analytics Skill with optional options lifecycle and earnings monitoring. This sits alongside core risk analytics like VaR and GARCH forecasts.

When do I need Fama-French factor exposure analysis for my investment portfolio?▼

You need Fama-French factor exposure analysis when evaluating risk characteristics and sensitivities of your investment portfolio. It helps identify how market, size, and value factors impact your consolidated multi-broker holdings.

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