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mainsequence-virtualfundbuilder

Convert price data and signals into a deployable Main Sequence portfolio workflow.

6|1|Updated Nov 14, 2024
Search Tags:#portfolio#dataframe#signal#universe#rebalance#virtualfundbuilder#vfb
One-click install
npx skills add https://github.com/mainsequence-sdk/mainsequence-sdk --skill mainsequence-virtualfundbuilder
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: mainsequence-virtualfundbuilder
Source: https://github.com/mainsequence-sdk/mainsequence-sdk/tree/main/docs/astro/markets_platform/virtualfundbuilder
Command: npx skills add https://github.com/mainsequence-sdk/mainsequence-sdk --skill mainsequence-virtualfundbuilder

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

Turning raw prices and signal weights into a deployable portfolio workflow within the Main Sequence platform, enabling consistent portfolio construction and governance.

Core Features & Use Cases

  • decide whether the workflow should use PortfolioStrategy or PortfolioFromDF
  • design the top-level PortfolioConfiguration
  • decide whether the traded universe should come from an asset category or from the signal node
  • choose and review PricesConfiguration
  • explain and enforce the split between:
    • signal strategy
    • rebalance strategy
    • execution configuration
  • reason about translation_table_unique_id inside the portfolio price pipeline
  • explain the three different fill systems:
    • bar interpolation
    • price forward-fill to now
    • signal validity forward-fill
  • review or build VFB-compatible DataFrame contracts
  • choose among common built-ins such as:
    • FixedWeights
    • MarketCap
    • ExternalWeights
    • ETFReplicator
    • IntradayTrend
    • ImmediateSignal

Quick Start

Define a VFB workflow by selecting PortfolioStrategy or PortfolioFromDF and configuring the top-level PortfolioConfiguration for your project.

Frequently Asked Questions about mainsequence-virtualfundbuilder

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

FAQPage Schema
How do I turn price data and trading signals into a structured portfolio workflow?▼

A portfolio workflow converts price data and trading signals into a deployable structure by configuring a top-level PortfolioConfiguration. It enforces data contracts and separates signal, rebalance, and execution layers for consistent governance.

When should I use PortfolioStrategy versus PortfolioFromDF for portfolio construction?▼

You use PortfolioStrategy for built-in options like FixedWeights or MarketCap, and PortfolioFromDF when supplying custom signal weights via a DataFrame. Choosing correctly ensures your portfolio configuration matches your data source.

How do forward-fill and translation tables work in a portfolio price pipeline?▼

Forward-fill systems in a portfolio price pipeline manage bar interpolation, price gaps to the current time, and signal validity. A translation table maps unique asset identifiers to ensure accurate price alignment across your configuration.

Can I define my traded universe from an asset category instead of a signal node?▼

Yes, you can configure your traded universe to derive from a predefined asset category or directly from the signal node. This flexibility allows you to restrict tradable assets based on specific portfolio governance rules.

What built-in rebalance and signal strategies are available for portfolio configuration?▼

Available built-in strategies include FixedWeights, MarketCap, ExternalWeights, ETFReplicator, IntradayTrend, and ImmediateSignal. These options cover portfolio construction approaches from static allocation to dynamic trend tracking.

How do I validate DataFrame contracts for a virtual fund builder workflow?▼

Validating DataFrame contracts involves enforcing strict schemas for price and signal data before they enter the portfolio pipeline. This ensures your translation tables and forward-fill mechanisms process inputs without alignment errors.

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