Asset Allocation

This handles portfolio allocation decisions across asset classes using frameworks like mean-variance optimization, Black-Litterman, and risk parity. You'd reach for it when building strategic allocation targets, running constrained optimizations, or implementing tactical tilts based on market views. It covers the practical stuff like glide path design for target-date funds, core-satellite structures, and asset-liability matching for pension portfolios. The worked examples show actual calculations for three-asset MVO and blending investor views with equilibrium returns. Heavy on the math (covariance matrices, risk contribution formulas) but that's the nature of allocation work. It's a Layer 4 portfolio construction tool, so it assumes you've already handled the security-level analysis elsewhere.

skills.sh installs: 911
GitHub stars: 224
last updated: Aug 21, 2026

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Install

$ npx -y skills add joellewis/finance_skills --skill asset-allocation --agent claude-code

Installs into .claude/skills of the current project.

Files

Asset Allocation

Core Concepts

Strategic Asset Allocation (SAA)

The long-term policy portfolio based on an investor's risk tolerance, return objectives, time horizon, and constraints. SAA determines the baseline target weights (e.g., 60% equity / 30% bonds / 10% alternatives) and is the dominant driver of long-term portfolio returns. SAA should be revisited when investor circumstances change, not in response to market movements.

Tactical Asset Allocation (TAA)

Short-to-medium-term deviations from the SAA based on market views, valuations, or momentum signals. TAA requires a disciplined process to avoid becoming ad hoc market timing. Key considerations: