Knuckles-Team Portfolio Rebalance Workflow (Cron: Monday 9AM ET)
Workflow Execution Steps
Step 1: fetch-positions
Get current portfolio state from exchange.
Tool: emerald_portfolio(action="positions") + emerald_portfolio(action="account")
Step 2: optimize
Run portfolio optimization (MVO/Risk-Parity/Black-Litterman).
Tool: Route to data-science-mcp for heavy optimization compute.
Step 3: attribution
Brinson decomposition of recent performance.
Tool: Route to agent-utilities profit_attribution.py.
Step 4: generate-trades
Compute rebalancing trade list from target vs current weights.
Step 5: risk-check
Pre-trade risk validation on all rebalancing trades.
Tool: emerald_risk(action="drawdown_check")
Step 6: execute
Submit rebalancing orders (paper mode default).
Tool: emerald_orders(action="submit", ...) for each trade.
Execution
Run this workflow as a dependency-ordered DAG. Steps with no unmet depends_on run in parallel; dependents run after their prerequisites complete.
- Run first (in parallel): Step 1 — fetch-positions; Step 2 — optimize; Step 3 — attribution; Step 4 — generate-trades; Step 5 — risk-check; Step 6 — execute
Execution: If graph-os is reachable, offload the whole DAG via graph_orchestrate action=execute_workflow (or the kg-delegate skill) for true parallel/swarm execution. Otherwise execute the steps natively in dependency order: run steps with no unmet depends_on in parallel, then their dependents.