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longbridge-asset-allocation

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Original

English
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Translation

Chinese

longbridge-asset-allocation

longbridge-asset-allocation

Prompt-only analysis skill. Explains major asset-allocation frameworks (MPT efficient frontier, Black-Litterman, risk parity, all-weather) and, when the user is logged in, applies them to their actual Longbridge portfolio data.
Response language: match the user's input language — Simplified Chinese / Traditional Chinese / English.
纯Prompt分析Skill。讲解主流资产配置框架（MPT有效前沿、Black-Litterman、风险平价、全天候策略），当用户登录后，会将这些框架应用到其实际的Longbridge组合数据中。
回复语言：匹配用户输入语言——简体中文/繁体中文/英文。

When to use

使用场景

  • "帮我做资产配置分析" / "資產配置分析" / "help me with asset allocation"
  • "什么是有效前沿" / "有效前沿" / "explain the efficient frontier"
  • "Black-Litterman 模型怎么用" / "Black-Litterman model"
  • "风险平价策略" / "風險平價策略" / "risk parity strategy"
  • "全天候策略怎么配置" / "全天候策略" / "all-weather portfolio allocation"
  • "帮我优化组合配置" / "optimize my portfolio allocation"
  • "帮我做资产配置分析" / "資產配置分析" / "help me with asset allocation"
  • "什么是有效前沿" / "有效前沿" / "explain the efficient frontier"
  • "Black-Litterman 模型怎么用" / "Black-Litterman model"
  • "风险平价策略" / "風險平價策略" / "risk parity strategy"
  • "全天候策略怎么配置" / "全天候策略" / "all-weather portfolio allocation"
  • "帮我优化组合配置" / "optimize my portfolio allocation"

Workflow

工作流程

  1. Framework selection: identify which allocation approach the user wants (MPT / Black-Litterman / risk parity / all-weather / practical advice).
  2. Account data (if logged in): fetch current positions and 252-day price history for each holding.
  3. Explain the framework with the user's actual holdings as context.
  4. Generate suggested target weights based on the chosen framework.
  5. Present the allocation with rationale.
  1. 框架选择：确定用户想要的配置方法（MPT / Black-Litterman / 风险平价 / 全天候 / 实用建议）。
  2. 账户数据（若已登录）：获取当前持仓及每个标的的252日价格历史数据。
  3. 结合用户实际持仓讲解框架。
  4. 基于所选框架生成建议目标权重。
  5. 呈现配置方案及理由。

CLI

CLI 命令

Run 
longbridge <subcommand> --help
to verify exact flags before calling.
bash
undefined
调用前请运行 
longbridge <subcommand> --help
确认具体参数。
bash
undefined

Current holdings (if user is logged in)

当前持仓（若用户已登录）

longbridge portfolio --format json longbridge positions --format json
longbridge portfolio --format json longbridge positions --format json

252-day daily price history for each holding (run concurrently; ~1 year for covariance)

每个标的的252日每日价格历史数据（并发运行；约1年数据用于计算协方差）

longbridge kline <SYMBOL> --period day --count 252 --format json
longbridge kline <SYMBOL> --period day --count 252 --format json

Optional: valuation context

可选：估值参考

longbridge calc-index <SYMBOL> --format json
undefined
longbridge calc-index <SYMBOL> --format json
undefined

Framework Reference

框架参考

MPT (Modern Portfolio Theory)

MPT（现代投资组合理论）

  • Compute expected return (historical mean daily return × 252) and covariance matrix from 252-day returns.
  • Find minimum-variance portfolio and tangency portfolio (max Sharpe).
  • Caution: MPT is sensitive to input estimation error; treat outputs as directional, not prescriptive.
  • 根据252日收益率计算预期收益（历史日均收益率×252）和协方差矩阵。
  • 找到最小方差组合和切点组合（夏普比率最大化）。
  • 注意：MPT对输入估计误差敏感；输出仅作方向性参考，而非指令性建议。

Black-Litterman

Black-Litterman

  • Start from market-cap equilibrium weights (CAPM implied returns).
  • Blend user's views (e.g. "I expect TSLA to outperform by 5%") via Bayesian update.
  • Output: posterior expected returns + revised weights.
  • Explain conceptually; provide numeric illustration when user supplies explicit views.
  • 从市值均衡权重（CAPM隐含收益率）出发。
  • 通过贝叶斯更新融合用户观点（例如："我预期TSLA将跑赢大盘5%"）。
  • 输出：后验预期收益率 + 调整后的权重。
  • 从概念上进行讲解；当用户提供明确观点时，提供数值示例。

Risk Parity

风险平价

  • Allocate so each asset contributes equally to total portfolio volatility.
  • Approximate weight ∝ 1 / volatility (simplified). For full risk parity use covariance.
  • Result: typically overweights low-volatility assets (bonds, gold) vs equities.
  • 配置权重使每个资产对组合总波动率的贡献相等。
  • 近似权重 ∝ 1 / 波动率（简化版）。完整风险平价需使用协方差。
  • 结果：通常会低配股票，高配低波动率资产（债券、黄金）。

All-Weather (Bridgewater style)

全天候策略（桥水风格）

  • 4 economic quadrants: growth up/down × inflation up/down.
  • Suggested weight guidance: 30% equities, 40% long bonds, 15% intermediate bonds, 7.5% gold, 7.5% commodities.
  • Map user's holdings to quadrant exposure; identify gaps.
  • 4个经济象限：增长上行/下行 × 通胀上行/下行。
  • 建议权重指引：30%股票、40%长期债券、15%中期债券、7.5%黄金、7.5%大宗商品。
  • 将用户持仓映射到象限敞口，识别配置缺口。

Output template

输出模板

Asset Allocation Analysis — Source: Longbridge Securities
Framework: <MPT / Black-Litterman / Risk Parity / All-Weather / Practical>
Date: <today>

[Current Portfolio]
Asset       Weight   Expected Return   Volatility (ann.)
<symbol>    <N>%     <N>%              <N>%
...

[Suggested Allocation — <Framework>]
Asset       Target Weight   Rationale
<symbol>    <N>%            <reason>
...

[Key Metrics]
- Portfolio expected return (ann.): N%
- Portfolio volatility (ann.): N%
- Sharpe ratio (rf=4%): N

[Caveats]
- Historical returns do not guarantee future results.
- Covariance estimates are noisy over short windows.
- <framework-specific caveats>

⚠️ 仅供参考，不构成投资建议。/ 僅供參考，不構成投資建議。/ For reference only. Not investment advice.
资产配置分析 — 来源：Longbridge Securities
框架：<MPT / Black-Litterman / 风险平价 / 全天候 / 实用建议>
日期：<今日>

[当前组合]
资产       权重   预期收益率   年化波动率
<symbol>    <N>%     <N>%              <N>%
...

[建议配置方案 — <框架>]
资产       目标权重   理由
<symbol>    <N>%            <说明>
...

[关键指标]
- 组合年化预期收益率：N%
- 组合年化波动率：N%
- 夏普比率（无风险利率=4%）：N

[注意事项]
- 历史收益不代表未来表现。
- 短期窗口的协方差估算存在误差。
- <框架特定注意事项>

⚠️ 仅供参考，不构成投资建议。/ 僅供參考，不構成投資建議。/ For reference only. Not investment advice.

Error handling

错误处理

Situation简体回复繁體回復English reply
command not found: longbridge
回退到 MCP；若也不可用，请安装 longbridge-terminal回退到 MCP；若也不可用，請安裝 longbridge-terminalFall back to MCP; if unavailable, install longbridge-terminal.
stderr 
not logged in
未登录时将使用用户指定的标的做示例分析未登入時將使用用戶指定的標的做示例分析Not logged in — will analyse user-specified symbols instead.
Price history < 60 days数据不足，降级为简单波动率估算數據不足，降級為簡單波動率估算Insufficient history; degrade to simple volatility estimate.
No positions and no symbols given请提供要分析的标的或登录账户請提供要分析的標的或登入賬戶Please provide symbols to analyse or log in to your account.
场景简体回复繁體回復English reply
command not found: longbridge
回退到MCP；若MCP也不可用，请安装longbridge-terminal回退到MCP；若MCP也不可用，請安裝longbridge-terminalFall back to MCP; if unavailable, install longbridge-terminal.
stderr 
not logged in
未登录时将使用用户指定的标的做示例分析未登入時將使用用戶指定的標的做示例分析Not logged in — will analyse user-specified symbols instead.
价格历史数据 < 60天数据不足，降级为简单波动率估算數據不足，降級為簡單波動率估算Insufficient history; degrade to simple volatility estimate.
无持仓且未提供标的请提供要分析的标的或登录账户請提供要分析的標的或登入賬戶Please provide symbols to analyse or log in to your account.

MCP fallback

MCP 降级方案

If 
longbridge
CLI is not installed, use MCP tools:
MCP toolCLI equivalent
mcp__longbridge__portfolio
longbridge portfolio
mcp__longbridge__positions
longbridge positions
mcp__longbridge__history_candlesticks
longbridge kline --period day
mcp__longbridge__calc_indexes
longbridge calc-index
MCP setup: 
claude mcp add --transport http longbridge https://openapi.longbridge.com/mcp
(
quote
scope; 
trade_read
for account data).
若未安装
longbridge
CLI，可使用MCP工具：
MCP工具CLI等效命令
mcp__longbridge__portfolio
longbridge portfolio
mcp__longbridge__positions
longbridge positions
mcp__longbridge__history_candlesticks
longbridge kline --period day
mcp__longbridge__calc_indexes
longbridge calc-index
MCP配置：
claude mcp add --transport http longbridge https://openapi.longbridge.com/mcp
（需
quote
权限；获取账户数据需
trade_read
权限）。

Related skills

相关Skill

  • Rebalance to a new target → 
    longbridge-portfolio-rebalance
  • Portfolio health-check → 
    longbridge-portfolio-diagnosis
  • Risk metrics (VaR, drawdown) → 
    longbridge-risk-analysis
  • 重新平衡至新目标 → 
    longbridge-portfolio-rebalance
  • 组合健康检查 → 
    longbridge-portfolio-diagnosis
  • 风险指标（VaR、回撤） → 
    longbridge-risk-analysis

File layout

文件结构

longbridge-asset-allocation/
└── SKILL.md          # prompt-only, no scripts/
longbridge-asset-allocation/
└── SKILL.md          # 纯Prompt实现，无scripts/目录