longbridge-risk-return

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:
3. Risk preference: Conservative (低风险) / Balanced (稳健) / Aggressive (进取)
4. Investment horizon: short (1–2y) / medium (3–5y) / long (5y+)
5. Any constraints: max single-stock weight, excluded asset classes
6. Fetch 1-year daily return history for each position.
7. Compute:
8. Current portfolio: expected return, volatility, Sharpe ratio, max drawdown
9. Correlation matrix of holdings
10. Efficient frontier points (using simplified mean-variance framework)
11. Recommended target allocation for the user's risk profile
12. Compute the Efficiency Gap: distance from current portfolio to the nearest efficient frontier point.
13. Output target weights and rebalancing actions.
14. 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