risk-parity-balancer

risk-parity-balancer is a skill for Claude Code, Codex from kayzaa/k.i.t.-bot. It costs 0 tokens per session (1,372 once invoked), scanned A, a copy of risk-parity-balancer, MIT.

A portfolio allocation method that gives assets weights based on how much risk they contribute, rather than dividing money equally. The goal is for each asset to contribute a similar share of the portfolio’s volatility.

In plain words
What is it for?
Use it to calculate equal-risk, inverse-volatility, hierarchical, or minimum-variance allocations and optionally target a chosen level of portfolio volatility.
Why use it?
A portfolio can look balanced by capital while most of its risk comes from one asset class. Risk-based allocation addresses that imbalance using volatility and, in some modes, correlations between assets.

Skill for Claude CodeCodex

Written for no agent in particular: nothing here depends on one.

Good fit Use it to calculate equal-risk, inverse-volatility, hierarchical, or minimum-variance allocations and optionally target a chosen level of portfolio volatility.

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Install with agentmods
npx agentmods add skills/kayzaa/k.i.t.-bot/risk-parity-balancer
Install

Getting it into your agent

One page per mod, every tool's command on it. A separate URL per tool would split the same page into five that compete with each other.

Any agent
npx skills add kayzaa/k.i.t.-bot --skill risk-parity-balancer
Clone the repo
git clone --depth 1 https://github.com/kayzaa/k.i.t.-bot

Made for: Claude Code, Codex.

Wrote this? Show the measurements

A badge with what this costs and how it scanned, read live from this page, so it follows the numbers instead of freezing them. Markdown for a README, HTML for a documentation site or a project page.

agentmods badge for risk-parity-balancer

README.md
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Your own site
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Your own site · 80×15
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Per session 0 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 1,372 The whole file, excluding the scripts and references it only reads on demand.
Security scan A 0 findings. A grade says what 26 rules found in the file — not that it is safe.
Origin 100% copy Near-identical to another mod in the catalogue.
Token cost

What it costs to keep this loaded

Counted locally with the o200k_base tokenizer, which is exact for GPT models; Claude uses its own tokenizer and its counts differ. Treat this as one consistent yardstick across the catalogue rather than a bill. Prices are per million input tokens.

ModelPer sessionOnce invoked
Fable 5.1 $0.00000 $0.01372
Opus 5 $0.00000 $0.00686
Sonnet 5 $0.00000 $0.00274
Haiku 4.5 $0.00000 $0.00137

Measured 8d ago against content hash 813f96f9efdc, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-11, from the pricing page.

Security

Grade A, and why

risk-parity-balancer scanned grade A with 0 findings against 26 rules in 11 categories — prompt injection, anti-refusal, data exfiltration, privilege escalation, supply chain, agent snooping, system-prompt leakage, SSRF and excessive agency — measured 8d ago.

A static scan of the body, not an audit. Every finding is printed with the line that produced it so you can judge whether it matters here. A mod is markdown that instructs an agent; that is exactly why what it instructs is worth reading.

Nothing flagged

None of the 26 patterns this scan looks for appear in this file: no shell pipes, no recursive deletes, no credential paths, no hidden text, no instruction-override or anti-refusal phrasing, no agent-config snooping. That is not a guarantee, it is the absence of the things that are checkable.

Origin

This is a copy

100% identical to risk-parity-balancer — 0 lines differ, which has more behind it and is treated as the original. This page carries a canonical link to it rather than competing with it.

skills/risk-parity-balancer/SKILL.md · 156 lines

How it starts

The opening of the file, as written. The whole thing — 156 lines — stays where its author put it; the contents beside it link to each section on GitHub.

Skill #84: Risk Parity Balancer

Allocates portfolio weights based on risk contribution rather than capital weights. Each asset contributes equally to total portfolio risk.

Why Risk Parity?

Traditional portfolios (60/40 stocks/bonds) are dominated by stock risk:

  • 60% stocks = ~90% of portfolio risk
  • 40% bonds = ~10% of portfolio risk

Risk parity ensures each asset contributes equally to volatility.

Features

Core Functionality

  • Equal Risk Contribution (ERC): Each asset contributes 1/N of total risk
  • Inverse Volatility: Weight inversely proportional to volatility
  • Correlation-Aware: Accounts for asset correlations via covariance matrix
  • Leverage Targeting: Optional leverage to hit target volatility (e.g., 10%)

Supported Modes

Mode Description Use Case
inverse-vol 1/volatility weighting Simple, correlation-agnostic
erc Equal Risk Contribution Full covariance optimization
hierarchical Hierarchical Risk Parity (HRP) Handles instability in correlation
minimum-variance Min variance portfolio Risk minimization

Risk Metrics Calculated

  • Individual asset volatility (rolling window)
  • Correlation matrix (Pearson, Spearman, or shrunk)
  • Marginal Risk Contribution (MRC) per asset
  • Risk Contribution (RC) as percentage
  • Portfolio Sharpe ratio (pre/post rebalance)

Usage

kit skill risk-parity-balancer --assets BTC,ETH,SOL,USDC --mode erc
kit skill risk-parity-balancer --portfolio my-crypto --target-vol 12
kit skill risk-parity-balancer --lookback 90d --rebalance weekly

Parameters

Parameter Default Description
--assets - Comma-separated asset list
--portfolio - Portfolio ID to rebalance
--mode erc Weighting mode (inverse-vol, erc, hrp, min-var)
--lookback 60d Volatility/correlation lookback period
--target-vol - Target annual volatility (enables leverage)
--max-leverage 3.0 Maximum leverage allowed
--min-weight 0.02 Minimum weight per asset (2%)
--max-weight 0.40 Maximum weight per asset (40%)
--rebalance manual Rebalance frequency (daily, weekly, monthly)
--correlation pearson Correlation method

Read the full file on GitHub · 156 lines

Files

What ships with it

1 file beside SKILL.md in the same directory: the scripts, references and assets a skill reads on demand. Not counted in the per-session cost; read them before you install if any of them is executable.

Changes

What this file has done since we first saw it

Hashed on every crawl. A supply-chain change to an agent config is a question of when, not whether, so the history is kept rather than the latest state alone.

  1. 8d ago First seen · 156 lines · 0 tokens per session scan A 813f96f9efdc

Subscribe to this mod's changes

risk-parity-balancer is a skill published in the GitHub repository kayzaa/k.i.t.-bot (5 stars, last pushed 6mo ago), licensed MIT. It costs nothing until one of its globs matches a file; then it loads 1,372 tokens. A static security scan graded it A with 0 findings. It is 100% identical to risk-parity-balancer, differing in 0 lines, and is treated as a copy.