AgentSkillsCN

portfolio-analysis

投资组合分析

SKILL.md

Skill: Portfolio Analysis

Purpose

Analyze cryptocurrency portfolio performance, calculate key metrics, and provide insights for portfolio optimization. This skill helps track holdings, measure returns, and assess risk.

When to Use

  • Reviewing portfolio performance
  • Calculating profit/loss across positions
  • Assessing portfolio risk and diversification
  • Rebalancing decisions
  • Tax reporting preparation

Workflow

Step 1: Load Portfolio

typescript
import { analyzePortfolio } from './skills/portfolio-analysis';

const analysis = await analyzePortfolio({
  includeOpenPositions: true,
  includeClosed: true,
  dateRange: { start: '2024-01-01', end: '2024-12-31' }
});

Step 2: Performance Metrics

The skill calculates:

  • Total portfolio value
  • Unrealized P&L
  • Realized P&L
  • ROI percentage
  • Sharpe ratio
  • Maximum drawdown

Step 3: Risk Assessment

Evaluates:

  • Position concentration
  • Correlation risk
  • Volatility exposure
  • Asset allocation

Step 4: Recommendations

Provides actionable insights:

  • Rebalancing suggestions
  • Risk reduction strategies
  • Diversification opportunities

Configuration

ParameterTypeDefaultDescription
includeOpenPositionsbooleantrueInclude current holdings
includeClosedbooleantrueInclude closed positions
dateRangeobjectlast 30 daysAnalysis period
benchmarkstring'BTC/USDT'Benchmark for comparison

Output

typescript
interface PortfolioAnalysis {
  summary: {
    totalValue: number;
    totalCost: number;
    unrealizedPnL: number;
    realizedPnL: number;
    totalPnL: number;
    roiPercent: number;
  };
  holdings: Array<{
    symbol: string;
    quantity: number;
    avgCost: number;
    currentPrice: number;
    value: number;
    pnl: number;
    pnlPercent: number;
    allocation: number;
  }>;
  metrics: {
    sharpeRatio: number;
    maxDrawdown: number;
    volatility: number;
    beta: number;
  };
  diversification: {
    score: number;
    topHolding: string;
    topHoldingPercent: number;
    recommendations: string[];
  };
}

Best Practices

  1. Regular reviews - Analyze portfolio at least weekly
  2. Track all transactions - Include fees and taxes
  3. Compare to benchmark - Measure against BTC or market index
  4. Consider correlation - Avoid over-concentration in similar assets

Example

typescript
const portfolio = await analyzePortfolio({
  includeOpenPositions: true,
  benchmark: 'BTC/USDT'
});

console.log(`Portfolio Value: $${portfolio.summary.totalValue}`);
console.log(`Total ROI: ${portfolio.summary.roiPercent}%`);
console.log(`Sharpe Ratio: ${portfolio.metrics.sharpeRatio}`);