Agent skill

Risk Adjusted Return Optimizer

by Geeksfino in Geeksfino/finskills

为中国投资者构建风险调整后收益最优的A股投资组合,根据资金规模、风险偏好和投资期限进行资产配置。当用户询问构建投资组合、资产配置、A股组合优化、仓位管理、再平衡策略,或要求根据特定金额和风险偏好提供组合构建建议时使用此技能。

Apache-2.0Auto-check passedBusiness, Finance & HR

Install Risk Adjusted Return Optimizer

skills CLI
$ npx skills add Geeksfino/finskills --skill risk-adjusted-return-optimizer -a claude-code

Project install by default; add -g for ~/.claude/skills/.

GitHub CLI
$ gh skill install Geeksfino/finskills risk-adjusted-return-optimizer --agent claude-code

Project scope by default; add --scope user for a personal install. Needs GitHub CLI 2.90.0 or later (public preview).

Manual copy
$ git clone --depth 1 https://github.com/Geeksfino/finskills.git skills-src && mkdir -p .claude/skills && cp -r skills-src/China-market/risk-adjusted-return-optimizer .claude/skills/risk-adjusted-return-optimizer && rm -rf skills-src

Use ~/.claude/skills/ instead of .claude/skills for a personal install. The folder must contain SKILL.md.

Claude Code skills documentation · loads skills from .claude/skills/

Facts

Skill name
risk-adjusted-return-optimizer
GitHub stars
283
Token cost
~688 tokens
SKILL.md length
168 words
Files
4 (incl. references)
Skills in repo
30
Repo updated
First seen
Licence
Apache-2.0

At a glance

为中国投资者构建风险调整后收益最优的A股投资组合,根据资金规模、风险偏好和投资期限进行资产配置。当用户询问构建投资组合、资产配置、A股组合优化、仓位管理、再平衡策略,或要求根据特定金额和风险偏好提供组合构建建议时使用此技能。

  • Works in 9 steps: 组合摘要 — 输入参数、配置概览、预期结果 → 资产配置图 — 按资产类别和市场分布 → 持仓明细 — 每个头寸的代码、配置比例、金额、理由 → …
  • Business, Finance & HR work in your project
  • SKILL.md covers 工作流程, 数据增强 and 重要注意事项
  • Instructions only: no scripts, shell commands, URLs or credentials in SKILL.md

What it does

Risk Adjusted Return Optimizer is an agent skill from Geeksfino/finskills. 为中国投资者构建风险调整后收益最优的A股投资组合,根据资金规模、风险偏好和投资期限进行资产配置。当用户询问构建投资组合、资产配置、A股组合优化、仓位管理、再平衡策略,或要求根据特定金额和风险偏好提供组合构建建议时使用此技能。

Its SKILL.md is about 690 tokens, which your agent loads only when the skill is triggered. The skill folder holds 4 other files, including reference files (for example `references/output-template.md` and `references/portfolio-framework.md`).

It sits in Business, Finance & HR. The repository describes itself as: Financial engineering and risk/compliance skills for agents. The licence is Apache-2.0.

When your agent uses it

  • Business, Finance & HR work in your project

Example prompts

  • “/risk-adjusted-return-optimizer”

Workflow steps

9 steps, taken from the first numbered list in SKILL.md.

  1. 组合摘要 — 输入参数、配置概览、预期结果
  2. 资产配置图 — 按资产类别和市场分布
  3. 持仓明细 — 每个头寸的代码、配置比例、金额、理由
  4. 风险仪表盘 — 预期收益、波动率、夏普比率、最大回撤、VaR
  5. 再平衡方案 — 规则、触发条件、执行指引
  6. 下行保护 — 策略与压力测试情景
  7. 收入测算(如适用)
  8. 实施指南 — 建仓顺序
  9. 风险提示

What it can do on your machine

Read from SKILL.md and the folder at commit 8722415. It shows what the files ask for, not the result of running them.

  • Tool permissions

    Pre-approves nothing: there is no allowed-tools line, so your agent's usual permission prompts apply.

    From allowed-tools in the SKILL.md frontmatter.

  • Runs code

    No scripts in the folder and no shell commands in SKILL.md.

    From the folder's file list and the shell code blocks in SKILL.md.

  • Network

    No URLs in SKILL.md.

    From URLs in SKILL.md, links to its own repository left out.

  • Credentials

    Names no API keys, tokens, secrets or passwords.

    From names ending in _API_KEY, _TOKEN, _SECRET, _KEY or _PASSWORD in SKILL.md.

Context cost

Risk Adjusted Return Optimizer loads about 688 tokens when it runs, and up to ~3.8k if it reads all its reference files. Until then it costs about 36 tokens; SKILL.md has 168 words of instructions outside code blocks.

Always · name and description, kept in context so the agent knows when to use it
~36
When it runs · the whole SKILL.md, loaded when a task matches
~688
With references · SKILL.md plus every file in references/, read only if the agent opens them
~3.8k

Estimates: characters ÷ 4, the usual rule of thumb; real counts depend on the model's tokenizer. Scripts and assets cost tokens only if the agent reads them.

Safety

Auto-check passed

The automated check found no risky patterns in SKILL.md.

Automated static check — not a guarantee. Review scripts before installing. It scans the text of SKILL.md for risky patterns (piping downloads into a shell, reading credential files, hidden Unicode, destructive commands); files beside SKILL.md are not scanned.

SKILL.md

The full file from Geeksfino/finskills at commit 8722415, republished under its Apache-2.0 licence (© Geeksfino). 168 words, ~688 tokens.

Download SKILL.mdSave it as .claude/skills/risk-adjusted-return-optimizer/SKILL.md (or your agent's skills folder). This skill also uses 3 other files; get the full folder from GitHub.
name
risk-adjusted-return-optimizer
description
为中国投资者构建风险调整后收益最优的A股投资组合,根据资金规模、风险偏好和投资期限进行资产配置。当用户询问构建投资组合、资产配置、A股组合优化、仓位管理、再平衡策略,或要求根据特定金额和风险偏好提供组合构建建议时使用此技能。
license
Apache-2.0

风险调整收益优化器

扮演投资组合构建专家。为中国投资者构建风险调整后收益(夏普比率)最优的多元化投资组合。

工作流程

第一步:收集输入

与用户确认(含默认值):

输入选项默认
组合规模任意金额30万元
风险偏好保守 / 稳健 / 积极稳健
投资期限1–30+年5年
收入需求是(目标收益率) / 否(总回报)否
账户类型普通证券账户 / 含个人养老金普通账户
现有持仓需纳入或排除的头寸无
约束条件行业排除、单股上限、ESG等无
再平衡偏好定期 / 阈值 / 混合阈值(±5%)
第二步:确定资产配置

将风险偏好和投资期限映射到战略资产配置。详细模型参见 references/portfolio-framework.md。

风险偏好权益类固定收益类另类资产现金
保守20–35%40–55%5–10%10–15%
稳健40–60%25–40%5–10%5–10%
积极60–80%10–25%5–15%0–5%

各大类内部分散化:

  • 权益类: A股大盘/中盘/小盘、港股通、QDII(如有额度)
  • 固定收益: 国债、政策性金融债、信用债、可转债
  • 另类: 黄金、商品、公募REITs
  • 现金: 货币基金、银行活期/定期
第三步:仓位管理
原则应用
核心-卫星60–80% 配置宽基指数ETF(核心),20–40% 配置主题/行业ETF或个股(卫星)
单只个股上限保守:3%、稳健:5%、积极:8%
行业集中度上限单一行业不超过权益仓位的25%
相关性管理卫星仓位之间避免高度相关
最低头寸每个头寸至少5000元(考虑佣金和再平衡可操作性)
第四步:风险与收益估算
指标说明
预期年化收益各资产类别预期收益的加权平均
预期波动率组合标准差(使用相关性矩阵)
夏普比率(预期收益 − 无风险利率)/ 波动率
最大回撤估计该配置的历史最差情景
风险价值(95%)一年内95%置信度下的最大损失

详细资本市场假设参见 references/portfolio-framework.md。

第五步:下行保护
风险偏好保护策略
保守较高现金仓位、短久期债券、红利股倾斜、可转债底仓
稳健多资产分散、再平衡纪律、部分防御配置
积极分散化为主要工具、极端时适当降仓、集中持仓设止损
第六步:再平衡规则
方法触发优势劣势
定期每季度/半年度简单有纪律可能错过漂移
阈值任一资产偏离目标≥5%响应及时需持续监控
混合每季度检查 + 5%阈值覆盖兼顾两者优点略复杂
第七步:呈现组合

以结构化报告呈现,格式参见 references/output-template.md:

  1. 组合摘要 — 输入参数、配置概览、预期结果
  2. 资产配置图 — 按资产类别和市场分布
  3. 持仓明细 — 每个头寸的代码、配置比例、金额、理由
  4. 风险仪表盘 — 预期收益、波动率、夏普比率、最大回撤、VaR
  5. 再平衡方案 — 规则、触发条件、执行指引
  6. 下行保护 — 策略与压力测试情景
  7. 收入测算(如适用)
  8. 实施指南 — 建仓顺序
  9. 风险提示

数据增强

如需实时市场数据支撑分析,请使用金融数据工具包技能(findata-toolkit-cn)。该工具包提供A股实时行情、财务指标、董监高增减持、北向资金、宏观数据等功能,所有数据源免费,无需API密钥。

重要注意事项

  • A股无资本利得税:个人投资者股票交易免征资本利得税,这使得频繁再平衡的税负成本很低(仅印花税0.05%和佣金)。
  • 分红税与持有期挂钩:持有超1年免税、1个月–1年10%、不足1个月20%。组合中的高股息头寸应倾向长期持有。
  • 货币基金作为"现金":余额宝等货币基金是中国投资者最常用的现金等价物,收益率高于活期存款。
  • 可转债的独特价值:A股可转债具有"下有保底、上不封顶"的非对称收益特征,是中国投资者的独特资产类别。
  • QDII额度受限:投资海外资产需通过QDII基金,额度有限且可能暂停申购。全球化分散可能受限。
  • 公募REITs:中国公募REITs以基础设施为主(高速公路、产业园区、仓储物流),与海外以房地产为主的REITs不同。
  • 不要忽视房产:中国家庭资产中房产占比极高(通常60–70%),构建金融资产组合时应考虑已有的房产敞口。
  • 行为管理最重要:最好的组合是投资者能坚持持有的组合。A股波动大,不要为追求高收益而配置超出承受能力的风险。

© Geeksfino, Apache-2.0. Rendered from Markdown: HTML in the file is shown as text, images as links, and headings moved down two levels. Raw file

Files

SKILL.md and 3 other files (references) in China-market/risk-adjusted-return-optimizer of Geeksfino/finskills.

  • SKILL.md
  • LICENSE.txt
  • references/output-template.md
  • references/portfolio-framework.md

Open the folder on GitHubat commit 8722415

Compare with similar skills

Risk Adjusted Return Optimizer next to the 5 skills that share the most tags, products or categories with it. Stars are the repository's; “used in” counts other GitHub owners with a copy.

Risk Adjusted Return Optimizer compared with similar skills
SkillStarsUsed inTokensAuto-checkLicenceRepo updated
Risk Adjusted Return Optimizer this skillGeeksfino/finskills283—~688Automated safety check: PassApache-2.0
Technical Analysttradermonty/claude-trading-skills3k5 repos~4.6kAutomated safety check: PassMIT
Creating Financial ModelsChen-zexi/open-ptc-agent7294 repos~1.3kAutomated safety check: PassMIT
Stock APIzhangxiangliang/stock-api2k—~507Automated safety check: PassMIT
Theme Detectortradermonty/claude-trading-skills3k2 repos~4.9kAutomated safety check: PassMIT
Itr Walakaranb192/itr-wala871—~3.6kAutomated safety check: PassMIT

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Questions about Risk Adjusted Return Optimizer

What does Risk Adjusted Return Optimizer do?

为中国投资者构建风险调整后收益最优的A股投资组合,根据资金规模、风险偏好和投资期限进行资产配置。当用户询问构建投资组合、资产配置、A股组合优化、仓位管理、再平衡策略,或要求根据特定金额和风险偏好提供组合构建建议时使用此技能。. Risk Adjusted Return Optimizer is an agent skill from Geeksfino/finskills.

When should I use Risk Adjusted Return Optimizer?

Risk Adjusted Return Optimizer fits situations like: business, Finance & HR work in your project.

How do I install Risk Adjusted Return Optimizer in Claude Code?

Run `npx skills add Geeksfino/finskills --skill risk-adjusted-return-optimizer -a claude-code`. Or copy the skill folder (China-market/risk-adjusted-return-optimizer in Geeksfino/finskills) into .claude/skills/risk-adjusted-return-optimizer in your project. Claude Code loads it when a task matches its description.

How do I install Risk Adjusted Return Optimizer in Codex?

Run `npx skills add Geeksfino/finskills --skill risk-adjusted-return-optimizer -a codex`. Or copy the skill folder (China-market/risk-adjusted-return-optimizer in Geeksfino/finskills) into .agents/skills/risk-adjusted-return-optimizer in your project. Codex loads it when a task matches its description.

Can I use Risk Adjusted Return Optimizer in Cursor, Gemini CLI or GitHub Copilot?

Cursor, Gemini CLI, GitHub Copilot and OpenCode also load SKILL.md folders. With the skills CLI, run `npx skills add Geeksfino/finskills --skill risk-adjusted-return-optimizer -a cursor` (or -a gemini-cli, github-copilot or opencode for the others). To copy it by hand, put the folder in .cursor/skills/risk-adjusted-return-optimizer, .gemini/skills/risk-adjusted-return-optimizer, .github/skills/risk-adjusted-return-optimizer and .opencode/skills/risk-adjusted-return-optimizer in your project.

What does Risk Adjusted Return Optimizer need to run?

SKILL.md names no scripts, command-line tools or credentials: Risk Adjusted Return Optimizer is instructions for the agent only.

Does Risk Adjusted Return Optimizer access the network?

SKILL.md contains no URLs. Any network use would come from the scripts or tools the agent runs. This is read from the text; nothing was executed.

Is Risk Adjusted Return Optimizer safe to install?

Our automated static check of SKILL.md found no risky patterns, such as piping downloads into a shell, reading credential files or hidden Unicode. It is not a guarantee. Review the folder before installing.

What licence does Risk Adjusted Return Optimizer use?

Risk Adjusted Return Optimizer is published under the Apache-2.0 licence (declared in SKILL.md). It allows redistribution, so the full SKILL.md is shown on this page.

How many tokens does Risk Adjusted Return Optimizer use?

About 688 tokens (SKILL.md is roughly 2.8k characters). Agents keep only the skill's name and description in context until a task matches; then they load SKILL.md in full. Its references folder adds about 3.1k tokens, read only when the agent opens those files.

What are the alternatives to Risk Adjusted Return Optimizer?

Skills that share tags, products or a category with Risk Adjusted Return Optimizer: Technical Analyst (tradermonty/claude-trading-skills, 3k stars), Creating Financial Models (Chen-zexi/open-ptc-agent, 729 stars), Stock API (zhangxiangliang/stock-api, 2k stars) and Theme Detector (tradermonty/claude-trading-skills, 3k stars). The comparison table on this page puts their stars, adoption, token cost, safety result and licence side by side.

Who maintains Risk Adjusted Return Optimizer?

Geeksfino (a GitHub user) maintains it in Geeksfino/finskills, which has 283 GitHub stars. The repository holds 30 skills in this directory. The repository was last updated on March 5, 2026.

Source: Geeksfino/finskills on GitHub. Facts on this page come from the repository at the commit we read; the author's words are quoted as theirs.