clawdfolio

name	clawdfolio
version	2.3.0
description	Quantitative portfolio toolkit — multi-broker aggregation (Longport, Moomoo/Futu), institutional risk analytics (Sharpe, Sortino, VaR, CVaR, Beta, RSI), options strategy lifecycle, 20+ finance workflows, and CSV/JSON export. Use when the user asks about portfolio analysis, risk metrics, stock quotes, DCA strategy, earnings, options, or financial data export.
author	YICHENG YANG
license	MIT
argument-hint	<command> [options]
allowed-tools	Bash(clawdfolio *), Bash(pip install clawdfolio*), Bash(python -c *clawdfolio*), Bash(python -m clawdfolio*), Read, Glob, Grep, Edit, Write
keywords	["quantitative-finance","portfolio-analytics","risk-management","options-trading","finance","dca"]
dependencies	["pandas>=2.0.0","numpy>=1.24.0","yfinance>=0.2.30","pyyaml>=6.0","rich>=13.0.0"]
optional_dependencies	{"longport":["longport>=1.0.0"],"futu":["futu-api>=7.0.0"],"all":["longport>=1.0.0","futu-api>=7.0.0"]}

Clawdfolio

Quantitative portfolio toolkit for professional investors. Multi-broker aggregation (Longport, Moomoo/Futu, demo), institutional risk analytics, options strategy lifecycle management, 20+ automated finance workflows, and CSV/JSON data export.

PyPI: pip install clawdfolio · Repo: https://github.com/YichengYang-Ethan/clawdfolio · Python >= 3.10 (tested 3.10–3.13)

See API.md for the full Python API reference and CONFIG.md for configuration, environment variables, broker setup, and monitor details.

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CLI Commands

All commands support --broker {longport,futu,demo,all}, --output {console,json}, and --config PATH.

Portfolio

clawdfolio summary              # Portfolio overview (default command)
clawdfolio summary --top 20     # Show top 20 holdings
clawdfolio quotes AAPL MSFT     # Real-time quotes
clawdfolio alerts               # Price/RSI/PnL/concentration alerts
clawdfolio alerts --severity critical

Risk Analysis

clawdfolio risk                 # Volatility, Beta, Sharpe, Sortino, VaR, CVaR, drawdown
clawdfolio risk --detailed      # + RSI extremes, concentration, sector exposure, portfolio RSI

Risk metrics computed:

• Volatility: 20d, 60d, annualized
• Beta: vs SPY, vs QQQ
• Sharpe Ratio: annualized, excess return / total volatility
• Sortino Ratio: annualized, excess return / downside volatility only
• VaR: 95% and 99% (historical), absolute and percentage
• CVaR / Expected Shortfall: 95% and 99% — tail risk beyond VaR
• Max Drawdown: historical and current
• HHI: Herfindahl-Hirschman concentration index
• RSI: portfolio-level 14-day RSI
• Correlation: high-correlation pair detection (>= 0.8)

Earnings

clawdfolio earnings             
clawdfolio earnings --days 30