Menu
加密资产组合分析工具，提供相关性矩阵计算、风险贡献分解与再平衡策略评估。适用于数字资产组合管理学习与。使用风险模型，不适用于实盘投资决策或实盘再平衡执行。
The review-first prompt is selected by default. You can switch to a direct command or download a local copy.
Read SKILL.md and any companion files shown by SkillsMP before deciding whether to install.
Install with Codex or Claude Copy this prompt, paste it into Codex, Claude, or another assistant, and let it review the skill page and install it for you.
A direct command skips the review prompt. Inspect the source before running it.
npx skills add https://github.com/openJiuwen-ai/agent-store --skill crypto-portfolioThe command stays on one line. Scroll horizontally to inspect it before copying.
Prefer a local copy? Download the files currently available to SkillsMP.
Showing SKILL.md
Based on SOC occupation classification
| name | crypto-portfolio |
| description | 加密资产组合分析工具，提供相关性矩阵计算、风险贡献分解与再平衡策略评估。适用于数字资产组合管理学习与。使用风险模型，不适用于实盘投资决策或实盘再平衡执行。 |
| version | 1.0.0 |
| author | wangyi |
加密资产组合管理工具，实现相关性矩阵计算、风险贡献分析、组合再平衡策略与夏普比率优化。仅使用 Python 标准库。
📌 说明：本工具基于简化模型实现和启发式方法。结果仅供学习参考，不构成投资建议或交易依据。
calculate_correlation_matrix(returns)计算资产间相关性矩阵。 必填: returns
calculate_covariance_matrix(returns)计算协方差矩阵。 必填: returns
calculate_portfolio_metrics(returns, weights, risk_free_rate=0.0, annualization=365)计算组合风险指标。 必填: returns, weights
calculate_risk_contribution(returns, weights)计算各资产的风险贡献。 必填: returns, weights
check_rebalance_needed(current_weights, target_weights, threshold=0.05)检查是否需要再平衡。 必填: current_weights, target_weights
calculate_rebalance_trades(current_weights, target_weights, portfolio_value)计算再平衡交易。 必填: current_weights, target_weights, portfolio_value
python scripts/main.py \
--current-weights <current_weights> \
--target-weights <target_weights> \
--portfolio-value <portfolio_value> \