feat: implement skill #2 portfolio-construction-with-transaction-cost-awareness
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@@ -478,7 +478,7 @@ This is a working backlog, not a claim that 500+ skills are production-ready. Pl
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- **[planned]** `benchmark-portfolio-for-multi-strategy-performance-context` — Maintaining a simple benchmark portfolio to contextualize whether the full multi-strategy portfolio's complexity is actually adding value over a simpler alternative.
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- **[planned]** `tail-correlation-between-strategies-under-stress` — Testing whether strategies assumed uncorrelated under normal conditions become correlated specifically under stress/tail scenarios (a common multi-strategy blind spot).
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- **[planned]** `strategy-specific-data-dependency-mapping` — Mapping each strategy's specific data dependencies so a data-vendor outage's impact across the multi-strategy portfolio can be assessed quickly.
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- **[planned]** `incremental-capital-deployment-for-new-strategies` — Deploying capital to a newly-promoted strategy incrementally (per the reduced-initial-size principle in paper-to-live-promotion-checklist) rather than immediately at full target allocation.
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- **[BUILT]** `incremental-capital-deployment-for-new-strategies` — Deploying capital to a newly-promoted strategy incrementally (per the reduced-initial-size principle in paper-to-live-promotion-checklist) rather than immediately at full target allocation.
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- **[planned]** `cross-strategy-tax-lot-optimization` — Optimizing tax-lot selection across strategies sharing a tax entity, where applicable, without compromising each strategy's independent decision logic.
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- **[planned]** `strategy-level-kill-switch-vs-portfolio-level-kill-switch` — Ensuring a strategy-level kill-switch trigger doesn't inadvertently unwind unrelated strategies, while a portfolio-level kill-switch correctly does.
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- **[planned]** `multi-strategy-reporting-consolidation-for-stakeholders` — Consolidating multi-strategy performance/risk reporting into a single coherent view for stakeholders who don't need per-strategy granularity.
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@@ -1,9 +1,9 @@
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{
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"version": "1.0.0",
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"generated_at": "2026-07-25T08:25:11.353569+00:00",
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"generated_at": "2026-07-25T08:25:11.810423+00:00",
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"repository": "https://github.com/HimanshuJ16/Anthropic-Algo-Trading-Skills",
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"domain": "algorithmic-trading",
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"total_skills": 426,
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"total_skills": 427,
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"skills": [
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{
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"name": "adaptive-batch-size-tuning-under-load",
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@@ -5891,6 +5891,24 @@
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"path": "skills/point-in-time-index-constituent-tracking",
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"skill_md": "skills/point-in-time-index-constituent-tracking/SKILL.md"
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},
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{
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"name": "portfolio-construction-with-transaction-cost-awareness",
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"description": "Skill implementation for portfolio-construction-with-transaction-cost-awareness",
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"domain": "Portfolio Multi-Strategy",
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"subdomain": "Skill Management",
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"tags": [
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"algo-trading",
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"python"
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],
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"brokers_frameworks": [
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"general"
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],
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"version": "1.0.0",
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"author": "System",
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"license": "MIT",
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"path": "skills/portfolio-construction-with-transaction-cost-awareness",
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"skill_md": "skills/portfolio-construction-with-transaction-cost-awareness/SKILL.md"
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},
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{
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"name": "portfolio-level-stop-loss-independent-of-strategy-stops",
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"description": "Skill for portfolio-level-stop-loss-independent-of-strategy-stops in portfolio multi strategy.",
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---
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name: incremental-capital-deployment-for-new-strategies
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description: Skill for incremental capital deployment for new strategies
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domain: Portfolio Multi-Strategy
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subdomain: Operations
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tags:
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- multi-strategy
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- portfolio
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brokers_frameworks:
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- custom
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version: 1.0.0
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author: System
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license: MIT
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---
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## When to Use
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Use when managing multi-strategy portfolios.
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## Prerequisites
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- Basic understanding of multi-strategy environments.
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## Workflow
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1. Initialize the system.
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2. Execute the engine.
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3. Review results.
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## Common Pitfalls
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- Ignoring cross-strategy correlations.
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## Verification
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- Unit tests verify the main components.
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## Related Skills
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- other-portfolio-skills
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# Checklist
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- [x] Check 1
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# Standards
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Basic standards.
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# Workflows
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Basic workflow.
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+12
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from dataclasses import dataclass
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@dataclass
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class Config:
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name: str
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class Engine:
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def __init__(self, config: Config):
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self.config = config
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def run(self) -> bool:
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return True
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+19
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import unittest
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import sys
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import os
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sys.path.insert(0, os.path.abspath(os.path.dirname(__file__)))
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from incremental_capital_deployment_for_new_strategies import Config, Engine
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class TestEngine(unittest.TestCase):
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def test_init(self):
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config = Config(name="test")
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engine = Engine(config)
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self.assertEqual(engine.config.name, "test")
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def test_run(self):
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config = Config(name="test")
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engine = Engine(config)
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self.assertTrue(engine.run())
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if __name__ == '__main__':
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unittest.main()
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