asset-allocation skillA
asset-allocation is agent-read markdown (skill) from hkuds/vibe-trading: Asset allocation theory and optimizer usage — MPT / Black-Litterman / risk budgeting / all-weather strategy, including guides for 5 optimizers and rebalancing rules..
Indexed from public GitHub and served as immutable, content-addressed versions. Install it pinned to an exact SHA-256 with the mdr CLI, and every file is verified before it reaches your agent: the main file against the SHA-256 recorded here, the others against the git hashes of its source commit. The deterministic audit below grades the latest version, and the same checks always give the same file the same grade.
What the file says
# Asset Allocation and Portfolio Optimization
## Overview
From asset allocation theory to practical implementation, this skill covers classical frameworks (MPT, BL, risk budgeting, all-weather) and the usage of the four optimizers built into this system. The output can be written directly into `config.json`.
## Asset Allocation Theory
### 1. Modern Portfolio Theory (MPT, Markowitz)
**Core idea**: maximize expected return for a given level of risk (the efficient frontier).
```
Optimization problem:
min w'Σw (portfolio variance)
s.t. w'μ = target_return
Σw = 1
w ≥ 0 (no shorting)
```
| Advantages | Disadvantages |
|------|------|
| Mathematically rigorous | Extremely sensitive to inputs (garbage in, garbage out) |
| Efficient frontier is visualizable | Concentrated-allocation problem (often produces extreme weights) |
| Foundational framework | Assumes normality and ignores fat tails |
**Practical advice**: do not use raw MPT directly. Add constraints (upper/lower bounds, sector limits) or use a regularized version.
### 2. Black-Litterman Model
**Core idea**: start from market equilibrium and incorporate investor views.
```
Steps:
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How to install
mdr add hkuds/vibe-trading/asset-allocation@git:20260710.fa5e098mdr add hkuds/vibe-trading/asset-allocation@sha256:8d34abca148e7dc1Pin to a label to follow the author's releases, or to a sha256 for exact bytes. Either way the resolved hash is written to mdr.lock, and mdr install fetches those bytes again and checks them, so it installs them exactly or fails.
[](https://markdownregistry.com/a/art_iuxyyoatsc6dgwlt)
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Versions
| version | committed | commit | size | audit | |
|---|---|---|---|---|---|
| git:20260710.fa5e098 latest | 2026-07-10 | fa5e098 | 11,867 B | A | view · diff |
| git:20260710.8559957 | 2026-07-10 | 8559957 | 11,867 B | A | view · diff |
| git:20260409.27354eb | 2026-04-09 | 27354eb | 10,429 B | A | view · diff |
| git:20260401.34eae37 | 2026-04-01 | 34eae37 | 10,407 B | A | view |
Audit of the latest version
- pass: Frontmatter block present
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- pass: Frontmatter declares a description
- pass: Size between 200 bytes and 200 KB (11867 bytes)
- pass: No zero-width or bidi control characters
- pass: No instruction hidden inside an HTML comment
- pass: No link to an exfiltration or paste host
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- pass: No instruction to send local credentials anywhere
- pass: No text hidden with inline styles
- pass: No prompt-injection phrasing
- pass: No curl or wget piped into a shell
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Source
hkuds/vibe-trading · 34,089 stars · license MIT · pushed 2026-09-27 · branch main
API
GET https://markdownregistry.com/api/v1/artifacts/art_iuxyyoatsc6dgwlt GET https://markdownregistry.com/api/v1/resolve?ref=hkuds/vibe-trading/asset-allocation GET https://markdownregistry.com/api/v1/blob/8d34abca148e7dc1753245b0583c1d2845108e6b5fee08bb6c14ad113c89ca93
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