risk-parity-balancer

risk-parity-balancer is a skill for Claude Code, Codex from Signal-Execution-Labs/forex-trading-ai-agent. It costs 0 tokens per session (1,372 once invoked), scanned A, original, MIT.

A portfolio allocation tool that assigns weights based on how much risk each asset contributes, rather than simply dividing money between assets. Risk parity aims to keep each asset’s contribution to portfolio volatility more balanced.

In plain words
What is it for?
Use it to calculate inverse-volatility, equal-risk, hierarchical, or minimum-variance allocations, account for correlations, and target a chosen level of volatility.
Why use it?
A portfolio with equal cash weights can still be dominated by one volatile asset. Risk-based weighting can reduce concentration in the assets that drive most of the portfolio’s movement.

Skill for Claude CodeCodex

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

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

Compare 6 skills from other repositories ↓
Install with agentmods
npx agentmods add skills/signal-execution-labs/forex-trading-ai-agent/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 Signal-Execution-Labs/forex-trading-ai-agent --skill risk-parity-balancer
Clone the repo
git clone --depth 1 https://github.com/Signal-Execution-Labs/forex-trading-ai-agent

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
[![agentmods](https://agentmods.dev/badge/skills/signal-execution-labs/forex-trading-ai-agent/risk-parity-balancer/github.svg)](https://agentmods.dev/skills/signal-execution-labs/forex-trading-ai-agent/risk-parity-balancer)
Your own site
<a href="https://agentmods.dev/skills/signal-execution-labs/forex-trading-ai-agent/risk-parity-balancer"><img src="https://agentmods.dev/badge/skills/signal-execution-labs/forex-trading-ai-agent/risk-parity-balancer/github.svg" alt="Measured on agentmods" height="20"></a>

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agentmods 80×15 button for risk-parity-balancer

Your own site · 80×15
<a href="https://agentmods.dev/skills/signal-execution-labs/forex-trading-ai-agent/risk-parity-balancer"><img src="https://agentmods.dev/badge/skills/signal-execution-labs/forex-trading-ai-agent/risk-parity-balancer.svg" alt="Reviewed on agentmods" width="80" height="20"></a>
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. Third-party audits
  • NVIDIA SkillSpector warn 7 Sept 2026
SkillSpector: 1 finding, up to medium

These are SkillSpector’s own severities. On a checked sample its high-severity flags on skills were ~96% false positives — a documented command, a public API, a “never do X” rule — so we show them as a caution to read, not a verdict. Why →

  • medium analysis-evasion · line 1
    Suspicious Unicode normalization or mixed-script content
    Fix: Review the flagged content for security risks. Ensure no credentials, secrets, or sensitive data are exposed.
How audits are shown
Origin original No closer match found 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 9d ago against content hash 813f96f9efdc, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-12, 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 9d 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

Copies of this mod

1 near-identical copy found in the catalogue:

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. 9d 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 Signal-Execution-Labs/forex-trading-ai-agent (136 stars, last pushed 9d 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. No closer match exists in the catalogue, so it is treated as the original; first seen 2026-09-03.