Make portfolio factor neutral

Skill secapi-ai/secapi-skills/make-portfolio-factor-neutral

SEC API agent skills for source-cited filing research with hosted API and MCP workflows

Install

npx -y skills add secapi-ai/secapi-skills --skill make-portfolio-factor-neutral

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What its author says it does

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Measures factor exposure in a weighted portfolio and tests a constrained adjustment under stated scenarios. Use when you need to understand concentration or a proposed hedge's trade-offs.

SKILL.md

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Make Portfolio Factor Neutral

Measure the portfolio before optimizing it. Require holdings with weights, state the country and lookback, then evaluate a proposed adjustment under explicit constraints and scenarios.

First Read

curl --fail --silent --show-error https://api.secapi.ai/v1/portfolio/analyze \
  -H "x-api-key: $SECAPI_API_KEY" \
  -H "content-type: application/json" \
  -d '{"country":"US","lookback":"6m","holdings":[{"symbol":"AAPL","weight":0.5},{"symbol":"MSFT","weight":0.5}]}'

holdings is required; each holding has a symbol and weight. The portfolio routes also support country, lookback, category, and factor-key controls.

What to provide

Give the agent the holdings and weights, country, lookback, objective, and constraints. Weights should represent the portfolio you want analyzed; an optimizer cannot infer omitted holdings, taxes, liquidity, or trading costs.

Research path

Submit the actual or proposed book to POST /v1/portfolio/analyze.
Use POST /v1/portfolio/optimize with the stated objective. factor_neutral, min_drawdown, and regime_aware are the published objective values.
Test the resulting holdings with POST /v1/portfolio/stress-test. Name the historical, named, or custom scenario used.
Keep the returned analysis and stress-test records with the proposed holdings so another reviewer can reproduce the scenario.

Expected result

Show the largest exposures, proposed changes, remaining concentration, and scenario results. State the weights, country, lookback, objective, and constraints. An optimized output is scenario analysis, not a trade instruction or a promise of neutrality.