{"enrichment":{"faq":[{"a":"asset-allocation teaches portfolio optimization from theory to implementation. Start by understanding your risk tolerance and investment horizon, then use the skill's five configurable optimizers\u2014equal volatility, risk parity, mean-variance, maximum diversification, and turnover-aware\u2014to construct allocations suited to your market conditions and cost constraints. The skill covers Modern Portfolio Theory fundamentals to guide weight selection across stocks, bonds, gold, and other assets.","q":"How do I build a balanced portfolio using asset-allocation?"},{"a":"asset-allocation covers both frameworks. Mean-variance optimization (Markowitz) maximizes risk-adjusted returns by balancing expected returns against portfolio variance. Risk parity, by contrast, allocates capital so each asset contributes equally to total portfolio risk, often performing better in diversified, low-correlation environments. The skill lets you compare both approaches and choose based on your market outlook and constraints.","q":"What's the difference between risk parity vs mean variance in asset-allocation?"},{"a":"asset-allocation implements rebalancing triggers and frequency for asset allocation maintenance as a core feature. Rather than fixed schedules, the skill helps you configure trigger-based rebalancing\u2014rebalancing when allocations drift beyond thresholds\u2014and turnover-aware optimization that balances drift correction against transaction costs. This approach prevents excessive trading while maintaining your target allocation.","q":"How often should I rebalance my portfolio using asset-allocation?"},{"a":"asset-allocation includes the Black-Litterman model for incorporating investor views into allocations. This advanced framework blends market-implied returns (from equilibrium pricing) with your own return forecasts, producing more stable and intuitive allocations than pure mean-variance optimization. The skill provides a tutorial on applying Black-Litterman to refine portfolio weights based on your market convictions.","q":"How does asset-allocation use the Black-Litterman model?"},{"a":"asset-allocation teaches understanding correlation structures and diversification benefits across assets as a key principle. The skill helps you build correlation matrices for your asset mix, identify low-correlation asset combinations that reduce portfolio variance, and calculate diversification ratios to measure how effectively your allocation spreads risk. These insights guide construction of all-weather portfolios resilient across market regimes.","q":"What correlation structures does asset-allocation analyze?"},{"a":"asset-allocation configures and compares five optimization algorithms: equal volatility (equal risk contribution), risk parity (equal risk budgeting), mean-variance (Markowitz), maximum diversification (highest diversification ratio), and turnover-aware (minimizes rebalancing costs). Each suits different market conditions and constraints. The skill teaches you to select and tune the right optimizer for your portfolio goals and trading costs.","q":"Which optimization algorithms does asset-allocation support?"}],"shadow_tags":["portfolio-optimization","risk-management","diversification-strategy","rebalancing-rules","correlation-analysis","efficient-frontier","sharpe-ratio","allocation-framework","volatility-weighting","trading-costs"],"summary_rewrite":"This skill teaches portfolio optimization from theory to implementation, covering Modern Portfolio Theory, Black-Litterman blending, risk budgeting, and all-weather allocation strategies. It includes five configurable optimizers\u2014equal volatility, risk parity, mean-variance, maximum diversification, and turnover-aware\u2014each suited to different market conditions and cost constraints."},"files":[{"bytes":11867,"path":"agent/src/skills/asset-allocation/SKILL.md","sha256":"8d34abca148e7dc1753245b0583c1d2845108e6b5fee08bb6c14ad113c89ca93","url":"https://skillfed.io/files/HKUDS/Vibe-Trading/asset-allocation/5b869429/SKILL.md"}],"id":"HKUDS/Vibe-Trading/asset-allocation","links":{"html":"https://skillfed.io/HKUDS/Vibe-Trading/asset-allocation","md":"https://skillfed.io/HKUDS/Vibe-Trading/asset-allocation.md","repo":"https://github.com/HKUDS/Vibe-Trading"},"meta":{"agents_supported":[],"first_seen":"2026-07-28","forks":4557,"language":"Python","last_updated":"2026-07-27","license":"MIT","name":"asset-allocation","publisher":"HKUDS","stars":28096},"relations":{"similar":[{"id":"HKUDS/Vibe-Trading/strategy-generate"},{"id":"JoelLewis/finance_skills/rebalancing"},{"id":"JoelLewis/finance_skills/asset-allocation"},{"id":"HKUDS/Vibe-Trading/hedging-strategy"},{"id":"nicepkg/ai-workflow/portfolio-manager"},{"id":"BaggaT236/AI-Trading-Skills/portfolio-manager"},{"id":"tradermonty/claude-trading-skills/portfolio-manager"},{"id":"anthropics/financial-services/portfolio-rebalance"},{"id":"TravisLeeeeee/awesome-openclaw-personas/portfolio-rebalancer"},{"id":"HKUDS/Vibe-Trading/market-microstructure"}]},"slug":{"owner":"HKUDS","repo":"Vibe-Trading","skill":"asset-allocation"},"version":"5b869429"}