longbridge-risk-return

Response language: match the user's input language — Simplified Chinese / Traditional Chinese / English.

When to use

• Portfolio optimisation — "帮我优化投资组合", "optimal portfolio", "投资组合优化"
• Efficient frontier analysis — "有效前沿", "efficient frontier", "组合效率"
• Risk preference-based allocation — "稳健型配置", "aggressive allocation", "风险偏好配置"
• Risk-adjusted return improvement — "提高夏普比率", "risk-adjusted return", "大类资产配置"

Requires Longbridge login with Trade scope for account data.

Workflow

1. Fetch current portfolio and positions.
2. Ask the user for:
   • Risk preference: Conservative (低风险) / Balanced (稳健) / Aggressive (进取)
   • Investment horizon: short (1–2y) / medium (3–5y) / long (5y+)
   • Any constraints: max single-stock weight, excluded asset classes
3. Fetch 1-year daily return history for each position.
4. Compute:
   • Current portfolio: expected return, volatility, Sharpe ratio, max drawdown
   • Correlation matrix of holdings
   • Efficient frontier points (using simplified mean-variance framework)
   • Recommended target allocation for the user's risk profile
5. Compute the Efficiency Gap: distance from current portfolio to the nearest efficient frontier point.
6. Output target weights and rebalancing actions.
7. Convert multi-currency positions using FX rates.

If unsure of exact flag names, run

longbridge <subcommand> --help

before proceeding.

CLI

# Account portfolio summary
longbridge portfolio --format json

# Current positions
longbridge positions --format json

# 1-year daily OHLCV per holding (run for each symbol)
longbridge kline <SYMBOL> --period day --count 252 --format json

# FX rates for currency normalisation
longbridge exchange-rate --format json

Output structure

RISK-RETURN OPTIMISATION  <Date>

RISK PROFILE: [Conservative | Balanced | Aggressive]
Horizon: x years

CURRENT PORTFOLIO
Expected Return:  x.x% p.a.   Volatility: x.x% p.a.
Sharpe Ratio:     x.xx         Max Drawdown: -x.x%
Efficiency Score: xx/100  (distance from efficient frontier)

EFFICIENT FRONTIER TARGETS
                   Conservative   Balanced   Aggressive
Expected Return    x.x%           x.x%       x.x%
Volatility         x.x%           x.x%       x.x%
Sharpe             x.xx           x.xx       x.xx

RECOMMENDED ALLOCATION (for your profile)
Equities:          xx%  (current: xx%)
Bonds / Fixed:     xx%  (current: xx%)
Cash:              xx%  (current: xx%)
Commodities/Alt:   xx%  (current: xx%)

CONCENTRATION RISK
Top holdings by weight:
1. <SYMBOL>  xx%  → Recommend: reduce to xx%
2. ...

REBALANCING ACTIONS
• Buy: <SYMBOL> +$x,xxx
• Sell: <SYMBOL> -$x,xxx
• No action: <SYMBOL>

Error handling

longbridge auth login

longbridge auth login

longbridge auth login

command not found: longbridge

MCP fallback

longbridge

mcp__longbridge__portfolio

mcp__longbridge__positions

mcp__longbridge__kline

mcp__longbridge__exchange_rate

Related skills

• longbridge-portfolio

  — account P&L and current allocation

• longbridge-positions

  — holdings detail

• longbridge-financial-planning

  — retirement and savings goals

• longbridge-strategy-optimizer

  — strategy-level optimisation

File layout

skills/longbridge-risk-return/
└── SKILL.md