longbridge-risk-return

name	longbridge-risk-return
description	Risk-return optimisation for investment portfolios via Longbridge — builds risk-adjusted return-optimal portfolios based on fund size, risk preference (conservative / balanced / aggressive), and investment horizon. Asset allocation across equities / bonds / cash / commodities / alternatives. Evaluates current portfolio efficiency versus the efficient frontier. Triggers: "风险收益优化", "组合效率", "有效前沿", "风险偏好配置", "最优组合", "风险调整收益", "大类资产配置", "投资组合优化", "風險收益優化", "組合效率", "有效前沿", "風險偏好配置", "最優組合", "risk-return optimization", "portfolio efficiency", "efficient frontier", "risk preference", "optimal portfolio", "risk-adjusted return", "asset class allocation", "portfolio optimisation", "mean variance".
license	MIT
metadata	{"author":"longbridge","version":"1.0.0","risk_level":"account_read","requires_login":true,"default_install":true,"requires_mcp":false,"tier":"read"}

longbridge-risk-return

Risk-return optimisation — evaluate portfolio efficiency versus the efficient frontier and recommend optimal asset allocation.

Response language: match the user's input language — Simplified Chinese / Traditional Chinese / English.

When to use

Trigger on prompts asking for:

• Portfolio optimisation — "帮我优化投资组合", "optimal portfolio", "投资组合优化"
• Efficient frontier analysis — "有效前沿", "efficient frontier", "组合效率"
• Risk preference-based allocation — "稳健型配置", "aggressive allocation", "风险偏好配置"
• Risk-adjusted return improvement — "提高夏普比率", "risk-adjusted return", "大类资产配置"

Requires Longbridge login with Trade scope for account data.

Workflow

1. Fetch current portfolio and positions.
2. Ask the user for:
   • Risk preference: Conservative (低风险) / Balanced (稳健) / Aggressive (进取)
   • Investment horizon: short (1–2y) / medium (3–5y) / long (5y+)
   • Any constraints: max single-stock weight, excluded asset classes
3. Fetch 1-year daily return history for each position.
4. Compute:
   • Current portfolio: expected return, volatility, Sharpe ratio, max drawdown
   • Correlation matrix of holdings
   • Efficient frontier points (using simplified mean-variance framework)
   • Recommended target allocation for the user's risk profile
5. Compute the Efficiency Gap: distance from current portfolio to the nearest efficient frontier point.
6. Output target weights and rebalancing actions.
7. Convert multi-currency positions using FX rates.

If unsure of exact flag names, run longbridge <subcommand> --help before proceeding.

CLI

# Account portfolio summary
longbridge portfolio --format json

# Current positions
longbridge positions --format json

# 1-year daily OHLCV per holding (run for each symbol)
longbridge kline <SYMBOL> --period day --count 252 --format json

# FX rates for currency normalisation
longbridge exchange-rate --format json

Output structure

RISK-RETURN OPTIMISATION  <Date>

RISK PROFILE: [Conservative | Balanced | Aggressive]
Horizon: x years

CURRENT PORTFOLIO
Expected Return:  x.x% p.a.   Volatility: x.x% p.a.
Sharpe Ratio:     x.xx         Max Drawdown: -x.x%
Efficiency Score: xx/100  (distance from efficient frontier)

EFFICIENT FRONTIER TARGETS
                   Conservative   Balanced   Aggressive
Expected Return    x.x%           x.x%       x.x%
Volatility         x.x%           x.x%       x.x%
Sharpe             x.xx           x.xx       x.xx

RECOMMENDED ALLOCATION (for your profile)
Equities:          xx%  (current: xx%)
Bonds / Fixed:     xx%  (current: xx%)
Cash:              xx%  (current: xx%)
Commodities/Alt:   xx%  (current: xx%)

CONCENTRATION RISK
Top holdings by weight:
1. <SYMBOL>  xx%  → Recommend: reduce to xx%
2. ...

REBALANCING ACTIONS
• Buy: <SYMBOL> +$x,xxx
• Sell: <SYMBOL> -$x,xxx
• No action: <SYMBOL>

Error handling

Situation	简体回复	繁體回復	English reply
Not logged in	请运行 longbridge auth login 并授予 Trade 权限。	請執行 longbridge auth login 並授予 Trade 權限。	Run longbridge auth login with Trade scope.
Insufficient history for a holding	部分持仓历史数据不足，已使用市场代理替代。	部分持倉歷史數據不足，已使用市場代理替代。	Insufficient history for some holdings — market proxy used.
Empty portfolio	账户暂无持仓。	賬戶暫無持倉。	No positions found in the account.
command not found: longbridge	请安装 longbridge-terminal 或通过 MCP 连接。	請安裝 longbridge-terminal 或透過 MCP 連線。	Install longbridge-terminal or connect via MCP.

MCP fallback

When the CLI is unavailable, fall back to the MCP server. Discover available tools from the MCP server's tool list at runtime.

Related skills

• longbridge-portfolio — account P&L and current allocation
• longbridge-positions — holdings detail
• longbridge-financial-planning — retirement and savings goals
• longbridge-strategy-optimizer — strategy-level optimisation

File layout

skills/longbridge-risk-return/
└── SKILL.md