longbridge-risk-return
Risk-return optimisation for investment portfolios via Longbridge — builds risk-adjusted return-optimal portfolios based on fund size, risk preference (conservative / balanced / aggressive), and investment horizon. Asset allocation across equities / bonds / cash / commodities / alternatives. Evaluates current portfolio efficiency versus the efficient frontier. Triggers: "风险收益优化", "组合效率", "有效前沿", "风险偏好配置", "最优组合", "风险调整收益", "大类资产配置", "投资组合优化", "風險收益優化", "組合效率", "有效前沿", "風險偏好配置", "最優組合", "risk-return optimization", "portfolio efficiency", "efficient frontier", "risk preference", "optimal portfol
npx skills add majiayu000/claude-skill-registry --skill longbridge-risk-return --agent claude-code
Same command for any agent — swap --agent for codex, cursor, copilot.
Weekly change comes from our own snapshots, not the repository page — it measures attention, not adoption.
# longbridge-risk-return Risk-return optimisation — evaluate portfolio efficiency versus the efficient frontier and recommend optimal asset allocation. > **Response language**: match the user's input language — Simplified Chinese / Traditional Chinese / English. ## When to use Trigger on prompts asking for: - 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
- When to use
- Workflow
- CLI
- Output structure
- Error handling
- MCP fallback
- Related skills
- File layout
Account portfolio summary longbridge portfolio --format json Current positions longbridge positions --format json longbridge kline <SYMBOL> --period day --count 252 --format json FX rates for currency normalisation longbridge exchange-rate --format json
What does the longbridge-risk-return skill do?
Risk-return optimisation for investment portfolios via Longbridge — builds risk-adjusted return-optimal portfolios based on fund size, risk preference (conservative / balanced / aggressive), and investment horizon. Asset allocation across equities / bonds / cash / commodities / alternatives. Evaluates current portfolio efficiency versus the efficient frontier. Triggers: "风险收益优化", "组合效率", "有效前沿", "风险偏好配置", "最优组合", "风险调整收益", "大类资产配置", "投资组合优化", "風險收益優化", "組合效率", "有效前沿", "風險偏好配置", "最優組合", "risk-return optimization", "portfolio efficiency", "efficient frontier", "risk preference", "optimal portfol
How do I install it?
Run `npx skills add majiayu000/claude-skill-registry --skill longbridge-risk-return --agent claude-code` — it drops the skill into your project so the agent can pick it up. Swap the --agent value for codex, cursor or copilot if you use one of those.
Where does this skill come from?
From majiayu000/claude-skill-registry, a repository with 534 stars. We read it straight from the repository tree rather than a submitted listing, so what you see here is what is actually published.
Is a popular skill a good skill?
Not necessarily. Stars measure attention, not adoption — a repository can trend for a week and be abandoned. That is why we show the weekly change from our own snapshots next to the total, instead of a single flattering number.