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asset-allocation

Asset allocation theory and optimizer usage — MPT / Black-Litterman / risk budgeting / all-weather strategy, including guides for 4 optimizers and rebalancing rules.

54

Quality

68%

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tessl review fix ./a_全网优秀资源/10_大模型/07_skill包/vibe_trading_skills/asset-allocation/SKILL.md
SKILL.md
Quality
Evals
Security

Quality

Content

57%Weight 40%Scale 1-5

Reviews the quality of instructions and guidance provided to agents. Good implementation is clear, handles edge cases, and produces reliable results.

The content is highly actionable for system-specific configuration — executable JSON snippets, parameter defaults, and a selection decision tree — but roughly a third of it re-explains portfolio theory Claude already knows. There is no explicit end-to-end workflow with validation, and no progressive disclosure: everything lives inline in one large file.

Suggestions

Trim or move the Asset Allocation Theory section to a references/ file (e.g. THEORY.md), keeping only the practical guidance (parameter values, constraints advice) in SKILL.md.

Add an explicit end-to-end workflow with a validation step, e.g. select optimizer via the decision tree → write config.json → validate the config loads and the optimizer name is recognized before presenting the recommendation.

Make the rebalancing Python example executable (define or link where calculate_target_weights and signal_engine.py live) or label it explicitly as a pattern to adapt.

DimensionReasoningScore

Conciseness

The body is dense and table-driven with no padded prose, but the ~80-line "Asset Allocation Theory" section explains textbook MPT, Black-Litterman, and risk-budgeting concepts (including generic pros/cons tables) that Claude already knows. Mostly efficient with some unnecessary explanation; not 2 because the system-specific material (parameters, defaults, China-focused examples) is genuinely additive.

3 / 5

Actionability

Provides copy-paste-ready JSON config blocks for each optimizer, parameter tables with defaults, a selection decision tree, and an output-format template. Not 5 because the Python rebalancing snippet is partial pseudocode (calculate_target_weights and signal_engine.py are undefined) and the output example carries placeholder numbers.

4 / 5

Workflow Clarity

The optimizer-selection decision tree gives a clear sequenced choice, but there is no end-to-end workflow (gather inputs → select optimizer → configure config.json → verify) and no validation checkpoint that the emitted configuration is valid. Steps are implied rather than explicitly ordered with checkpoints.

3 / 5

Progressive Disclosure

Sections are well organized with clear headers, but the skill is a single ~290-line monolith with no bundle files or references; the theory deep-dive, correlation matrix, and rebalancing tables are candidates for separate reference files. Better than 2 because structure and navigation within the file are good.

3 / 5

Total

13

/

20

Passed

Description

66%Weight 40%Scale 1-5

Based on the skill's description, can an agent find and select it at the right time? Clear, specific descriptions lead to better discovery.

The description is specific and information-dense, naming concrete frameworks (MPT, Black-Litterman, risk budgeting, all-weather) and the four optimizers with good natural trigger keywords. Its main weakness is the complete absence of a "Use when..." clause, which caps completeness, and it misses common synonyms like "portfolio optimization".

Suggestions

Add an explicit trigger clause, e.g. "Use when the user asks about portfolio construction, asset allocation, optimizer selection, or rebalancing rules."

Include the natural synonym phrase "portfolio optimization" (and ideally "risk parity") so the most common user phrasings match the description.

State the concrete action the skill performs (e.g. "produce an allocation plan and optimizer configuration for config.json") rather than only naming topics.

DimensionReasoningScore

Specificity

Names several specific capabilities ("MPT / Black-Litterman / risk budgeting / all-weather strategy", "guides for 4 optimizers and rebalancing rules") with minor gaps. It falls short of 5 because it describes topics rather than concrete actions, and is above 3 because it lists far more than 1-2 concrete items.

4 / 5

Completeness

The "what" is clear (asset allocation theory, 4 optimizer guides, rebalancing rules) but there is no "Use when..." clause or equivalent trigger guidance, which caps completeness at 3 per the rubric guidelines.

3 / 5

Trigger Term Quality

Includes natural domain keywords a user would say — "asset allocation", "MPT", "Black-Litterman", "all-weather", "optimizer", "rebalancing". Not 5 because common synonyms like "portfolio optimization", "risk parity", and "portfolio construction" are missing.

4 / 5

Distinctiveness Conflict Risk

A clear niche (portfolio allocation frameworks plus system-specific optimizers) that is mostly distinct; minor overlap risk with adjacent trading/backtesting skills in the same system. Not 5 because shared terms like "optimizer" and "rebalancing" could collide with sibling quant skills.

4 / 5

Total

15

/

20

Passed

Validation

93%

Checks the skill against the spec for correct structure and formatting. All validation checks must pass before discovery and implementation can be scored.

Validation — 15 / 16 Passed

Validation for skill structure

CriteriaDescriptionResult

frontmatter_unknown_keys

Unknown frontmatter key(s) found; consider removing or moving to metadata

Warning

Total

15

/

16

Passed

Repository
charliedream1/ai_quant_trade
Reviewed

Table of Contents

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