asset-allocation
CommunityOptimize your investment mix.
Finance & Accounting#asset allocation#black-litterman#portfolio construction#mean-variance optimization#risk parity#glide path
AuthorJoelLewis
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This Skill helps users determine the optimal distribution of capital across various asset classes to meet their investment goals, balancing risk and return.
Core Features & Use Cases
- Strategic Asset Allocation (SAA): Define long-term investment targets based on risk tolerance and objectives.
- Tactical Asset Allocation (TAA): Make short-to-medium-term adjustments based on market views.
- Optimization Models: Utilize Mean-Variance Optimization (MVO) and Black-Litterman to find efficient portfolios.
- Risk Parity: Equalize risk contributions from each asset class.
- Glide Paths: Create age-based or time-based allocation shifts for lifecycle investing.
- Use Case: A user wants to understand how to split their retirement savings between stocks, bonds, and alternatives, considering their risk tolerance and time horizon. This Skill can provide a recommended allocation and explain the rationale.
Quick Start
Use the asset-allocation skill to determine optimal portfolio weights for US Equity, International Equity, and Bonds given their expected returns and covariance matrix.
Dependency Matrix
Required Modules
numpyscipy
Components
scriptsreferences
💻 Claude Code Installation
Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.
Please help me install this Skill: Name: asset-allocation Download link: https://github.com/JoelLewis/finance_skills/archive/main.zip#asset-allocation Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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