Wind Alice Strategic Asset Allocation Baseline Portfolio
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Please follow https://skillhub.cn/install/skillhub.md to install @org-r64ixwde/alice-asset-allocation-strategic-baseline-portfolio.
About this skill
Problem
Strategic asset allocation is hard because it turns a 3-5 year investment mandate into concrete long-term constraints: asset-class targets, risk budgets, regional exposures, index mapping, and rebalancing bands. Wind Alice Strategic Asset Allocation Baseline Portfolio addresses that need for pensions, institutional investors, family offices, and high-net-worth clients. It is not a short-term timing tool; it creates a baseline that can feed tactical allocation, sector rotation, and portfolio construction.
How It Works
The host agent invokes the alice-asset-allocation-strategic-baseline-portfolio CLI. The workflow is:
- Prompt assembly: the agent combines risk preference, horizon, constraints, and asset focus into one natural-language prompt.
- Server-side generation: the CLI calls Wind Alice Agent and returns the structured body in agentResult.value.
- Delivery: the agent shows only the stdout body; full reports and image attachments may be downloaded to Downloads or a -d directory for local review.
- Session control: each call is new by default; follow-ups can continue the prior context, and check-conflict helps detect a running task with the same or similar prompt before launch.
Boundaries
Use it for 3-5 year strategic baselines, not 1-6 month tactical decisions. Regional targets, index mapping, and rebalancing ranges are allocation frameworks, not investment guarantees. If data is limited, the relevant module should say so. API Key handling, attachment paths, and host-agent session isolation follow the shipped AGENT.md contract.
Use Cases
- Set a 3-5 year strategic baseline for a pension account and use it to define future rebalancing bands.
- Define long-term equity, credit, commodity, and alternatives weights with risk budgets for an IPS.
- Create an SAA baseline covering A-shares, HK stocks, US stocks, bonds, and gold for insurers or family offices.
- Before tactical allocation, derive the 3-5 year anchor weights and rebalancing ranges from a strategic baseline.
Best For
- Pension investment managers: build a 3-5 year asset-class weighting, risk budget, and rebalancing baseline for a fund.
- Insurance asset managers or sovereign fund allocators: create an IPS-aligned long-term strategic allocation framework for institutional capital.
- Family office investment leads: prepare conservative, balanced, or growth-oriented long-term allocation ratios for high-net-worth households.
- Portfolio construction or rebalancing analysts: use SAA output as the upstream input for tactical allocation and sector rotation.
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