Agent skill

Risk Adjusted Return Optimizer

by Geeksfino in Geeksfino/finskills

Build diversified portfolios optimized for risk-adjusted returns based on user-specified portfolio size, risk tolerance, and time horizon.

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/US-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
~1.7k tokens
SKILL.md length
681 words
Files
4 (incl. references)
Skills in repo
30
Repo updated
First seen
Licence
Apache-2.0

At a glance

Build diversified portfolios optimized for risk-adjusted returns based on user-specified portfolio size, risk tolerance, and time horizon.

  • Works in 7 steps: Gather Inputs → Determine Asset Allocation → Position Sizing → …
  • The user asks to build a portfolio
  • SKILL.md covers Workflow, Data Enhancement and Important Guidelines
  • 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. Build diversified portfolios optimized for risk-adjusted returns based on user-specified portfolio size, risk tolerance, and time horizon. Use when the user asks to build a portfolio, construct an asset allocation, optimize risk-adjusted returns, create a diversified investment plan, determine position sizing, design a rebalancing strategy, or requests portfolio construction advice for a specific dollar amount and risk profile.

Its SKILL.md is about 1.7k 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-construction-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

  • The user asks to build a portfolio
  • Construct an asset allocation
  • Optimize risk-adjusted returns
  • Create a diversified investment plan

Example prompts

  • “/risk-adjusted-return-optimizer”

Workflow steps

7 steps, taken from the step headings in SKILL.md.

  1. Gather Inputs
  2. Determine Asset Allocation
  3. Position Sizing
  4. Estimate Risk and Return
  5. Downside Protection
  6. Rebalancing Rules
  7. Present the Portfolio

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 1.7k tokens when it runs, and up to ~5.9k if it reads all its reference files. Until then it costs about 116 tokens; SKILL.md has 681 words of instructions outside code blocks.

Always · name and description, kept in context so the agent knows when to use it
~116
When it runs · the whole SKILL.md, loaded when a task matches
~1.7k
With references · SKILL.md plus every file in references/, read only if the agent opens them
~5.9k

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). 681 words, ~1,654 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
Build diversified portfolios optimized for risk-adjusted returns based on user-specified portfolio size, risk tolerance, and time horizon. Use when the user asks to build a portfolio, construct an asset allocation, optimize risk-adjusted returns, create a diversified investment plan, determine position sizing, design a rebalancing strategy, or requests portfolio construction advice for a specific dollar amount and risk profile.
license
Apache-2.0

Risk-Adjusted Return Optimizer

Act as a portfolio construction expert. Build diversified portfolios designed to maximize risk-adjusted returns (Sharpe ratio) given the user's capital, risk tolerance, and time horizon.

Workflow

Step 1: Gather Inputs

Collect from the user (with defaults):

InputOptionsDefault
Portfolio sizeAny dollar amount$50,000
Risk toleranceConservative / Moderate / AggressiveModerate
Time horizon1–30+ years10 years
Income needsYes (yield target) / No (total return)No
Tax situationTaxable / Tax-advantaged / BothTaxable
Existing holdingsPositions to integrate or excludeNone
ConstraintsESG, sector exclusions, single-stock limitsNone
Rebalancing preferenceCalendar / Threshold / HybridThreshold (5%)
Step 2: Determine Asset Allocation

Map risk tolerance and time horizon to a strategic asset allocation. See references/portfolio-construction-framework.md for the allocation models, asset class assumptions, and historical performance data.

Risk ProfileEquitiesFixed IncomeAlternativesCash
Conservative30–40%40–50%5–10%5–10%
Moderate50–65%25–35%5–10%3–5%
Aggressive70–85%10–20%5–15%0–5%

Within each asset class, diversify across:

  • Equities: US large/mid/small, international developed, emerging markets, sector tilts
  • Fixed income: Government, investment-grade corporate, TIPS, international bonds
  • Alternatives: REITs, commodities, gold, alternatives (if appropriate for the profile)
Step 3: Position Sizing

Size individual positions using these principles:

PrincipleApplication
Core-satellite60–80% in diversified core (index/ETF), 20–40% in conviction satellite positions
Maximum single positionConservative: 3%, Moderate: 5%, Aggressive: 8%
Sector concentration limitNo sector > 25% of equity allocation
Correlation awarenessAvoid holding highly correlated positions in the satellite
Minimum position sizeAt least $1,000 per position (practical for commissions and rebalancing)
Step 4: Estimate Risk and Return

For the proposed portfolio, calculate:

MetricDescription
Expected annual returnWeighted average of asset class expected returns
Expected volatilityPortfolio standard deviation using correlation matrix
Sharpe ratio(Expected return − risk-free rate) / volatility
Maximum drawdown estimateHistorical worst-case scenario for this allocation
Value at Risk (95%)1-year loss threshold at 95% confidence
Sortino ratioDownside deviation-adjusted return

See references/portfolio-construction-framework.md for capital market assumptions and correlation data.

Step 5: Downside Protection

Design downside protection appropriate to the risk profile:

Risk ProfileProtection Strategies
ConservativeHigher cash buffer, shorter duration bonds, defensive sector tilt, dividend focus
ModerateDiversification across asset classes, rebalancing discipline, some defensive allocation
AggressiveBroader diversification as primary tool, tactical cash raises, stop-loss levels for concentrated positions
Step 6: Rebalancing Rules

Define a rebalancing strategy:

MethodTriggerProCon
CalendarQuarterly / semi-annuallySimple, disciplinedMay miss drift
ThresholdAsset class drifts ≥ 5% from targetResponsiveRequires monitoring
HybridQuarterly check + 5% threshold overrideBest of bothSlightly complex
Show full SKILL.md (272 more words)Show less
Step 7: Present the Portfolio

Present using the structured format in references/output-template.md:

  1. Portfolio Summary — Inputs, allocation, expected outcomes
  2. Asset Allocation Chart — Visual breakdown by asset class and geography
  3. Position Detail — Every holding with ticker, allocation %, dollar amount, rationale
  4. Risk Dashboard — Expected return, volatility, Sharpe, max drawdown, VaR
  5. Rebalancing Plan — Rules, triggers, execution guidance
  6. Downside Protection — Strategies and stress-test scenarios
  7. Income Projection (if applicable) — Expected yield and income stream
  8. Implementation Guide — Order of operations for funding the portfolio
  9. Disclaimers

Data Enhancement

For live market data to support this analysis, use the FinData Toolkit skill (findata-toolkit-us). It provides real-time stock metrics, SEC filings, financial calculators, portfolio analytics, factor screening, and macro indicators — all without API keys.

Important Guidelines

  • Risk tolerance means different things: Ask clarifying questions — "aggressive" to a 25-year-old with $50K is different from "aggressive" to a 60-year-old with $50K. Time horizon, income needs, and loss tolerance all matter.
  • No free lunch: Higher expected returns require accepting higher volatility. Make the tradeoff explicit.
  • Fees matter: Recommend low-cost index ETFs for core positions. Note expense ratios and their impact on long-term compounding.
  • Tax efficiency: In taxable accounts, consider tax-loss harvesting, asset location (bonds in tax-advantaged, equities in taxable), and qualified dividend preference.
  • Behavioral guardrails: The best portfolio is one the investor can stick with. Don't recommend an aggressive allocation to someone who will panic-sell in a drawdown.
  • Not personalized advice: Always disclaim that this is educational/illustrative and that individual circumstances require consultation with a qualified financial advisor.
  • Rebalancing discipline: Emphasize that rebalancing is the primary risk management tool — it systematically buys low and sells high.

© 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 US-market/risk-adjusted-return-optimizer of Geeksfino/finskills.

  • SKILL.md
  • LICENSE.txt
  • references/output-template.md
  • references/portfolio-construction-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—~1.7kAutomated safety check: PassApache-2.0
Technical Analysttradermonty/claude-trading-skills3k4 repos~4.6kAutomated safety check: PassMIT
Theme Detectortradermonty/claude-trading-skills3k2 repos~4.9kAutomated safety check: PassMIT
Creating Financial ModelsChen-zexi/open-ptc-agent7293 repos~1.3kAutomated safety check: PassMIT
Stock APIzhangxiangliang/stock-api2k—~507Automated 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?

Build diversified portfolios optimized for risk-adjusted returns based on user-specified portfolio size, risk tolerance, and time horizon. Risk Adjusted Return Optimizer is an agent skill from Geeksfino/finskills. Build diversified portfolios optimized for risk-adjusted returns based on user-specified portfolio size, risk tolerance, and time horizon.

When should I use Risk Adjusted Return Optimizer?

Risk Adjusted Return Optimizer fits situations like: the user asks to build a portfolio; construct an asset allocation; optimize risk-adjusted returns; create a diversified investment plan.

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 (US-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 (US-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 1.7k tokens (SKILL.md is roughly 6.6k 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 4.2k 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), Theme Detector (tradermonty/claude-trading-skills, 3k stars), Creating Financial Models (Chen-zexi/open-ptc-agent, 729 stars) and Stock API (zhangxiangliang/stock-api, 2k 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.