financeby aifinlab

A Share Risk Budget

aifinlab/a-share-risk-budget

Source aifinlab/finclaw ↗License Apache-2.0

A股风险预算/风险平价策略。当用户说"风险预算"、"risk budget"、"风险平价"、"risk parity"、"风险贡献"、"等风险配置"时触发。基于 cn-stock-data 获取数据，构建风险预算与风险平价组合。支持 formal/brief 两种输出风格。

SkillScore91Maintained

Automatic

Finance & Accounting pack

Last verified 8/28/2026

What it changes

Passed 20 of 22 test cases with the skill, and 17 of 22 without it.

Without skill77%

With skill91%

Checks it passed that the model alone missed

The output uses a brief risk summary section header.
The required optimization inputs include the asset covariance matrix.
The required optimization inputs include target risk budget allocations.

and 3 more in the full report

3 fixed17 passed either way2 still failing0 broke

Pass-rate lift: +14 pp
Tokens: +25%
Agent turns: 0%
Response time: +5%

Model gemini-3.6-flashMeasured 8/28/2026v120 of 22 cases passed with skill

Tokens, turns and time describe resource use, not a dollar price.

Use this skill

Save it into your project's skills folder. Claude Code picks it up in its next session.

curl -fsSL --create-dirs -o .claude/skills/aifinlab-a-share-risk-budget/SKILL.md https://app.decimal.ai/s/aifinlab-a-share-risk-budget/SKILL.md

Want it pinned and updatable? pip install "decimalai>=0.15", then decimalai skills add aifinlab-a-share-risk-budget, and start Claude Code with claude --plugin-dir "$(git rev-parse --show-toplevel)/.agents"

1 · One-time — install the CLI (docs ↗)

pip install "decimalai>=0.15"

2 · Get the skill — writes .agents/skills/aifinlab-a-share-risk-budget/ and pins it in .decimal/skills.lock

decimalai skills add aifinlab-a-share-risk-budget

No CLI? Get the same file — curl · raw file

curl -fsSL --create-dirs -o .claude/skills/aifinlab-a-share-risk-budget/SKILL.md https://app.decimal.ai/s/aifinlab-a-share-risk-budget/SKILL.md

Raw file: /s/aifinlab-a-share-risk-budget/SKILL.md ↗ · machine-readable summary at /s/aifinlab-a-share-risk-budget.json ↗

Safety checks: 3 of 3 passed

Code scan CleanIntent PassedContent Clean

What's inside

The instructions your model reads when the skill loads.

SKILL.md84 lines2 files

风险预算/风险平价策略助手

数据获取

通过 cn-stock-data skill 获取数据：

持仓数据: 个股/资产权重
协方差矩阵: 资产间的风险结构
风险预算: 各资产的目标风险贡献

分析工作流

Step 1: 风险贡献分解

边际风险贡献 MCTR_i = ∂σ_p/∂w_i
风险贡献 RC_i = w_i × MCTR_i
风险贡献占比 = RC_i / σ_p
验证：Σ RC_i = σ_p (Euler分解)

Step 2: 风险预算设定

等风险预算：每个资产风险贡献相等
自定义预算：按投资观点分配风险
行业风险预算：控制行业层面的风险贡献
因子风险预算：控制因子层面的风险暴露

Step 3: 最优权重求解

目标：使实际风险贡献匹配预算
优化算法：序列二次规划(SQP)/牛顿法
约束：权重非负/权重之和=1/个股上限
迭代求解：直到风险贡献偏差<阈值

Step 4: 风险平价实施

再平衡频率：月度/季度
杠杆选择：风险平价通常需要杠杆提升收益
交易成本：再平衡的换手成本
A股实施：无杠杆版本的风险平价

Step 5: 输出报告

输出格式

formal 风格（研报级）

Track record

Benchmark

20 / 22

test cases passed, vs 17 / 22 without

Adoption

Users: 0
Times used: 0

Safety and source details

SkillSafety

✓ 3 of 3 passed

Code scan15 of 15 checks clean

0 critical · 0 warning · 0 info — scanner v4 — 8/3/2026

View 15 scanner checks

live_secretremote_code_executionreverse_shelldata_exfiltrationssrf_metadataagent_snoopinganti_refusaldestructive_commandsobfuscated_unicodeunicode_homoglyphopaque_blobsuspicious_urltool_overreachtrigger_abuseprompt_injection_phrasing

IntentSafe

LLM judge · does the skill do what it claims

ContentClean

LLM judge · policy & harmful-content review

Source

Imported

aifinlab / finclaw

skills/a-share-risk-budget/SKILL.md

View on GitHub ↗

License Apache-2.0Imported 8/3/2026Version v1Bundled 1 file

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