Knuckles-Team Portfolio Rebalance Cycle Workflow
CONCEPT:EE-011
Audits current portfolio position ledger weights, calculates MVO targets, sizers trades, and routes rebalances.
Steps
Step 1: Position Auditor
Agent: data-fetcher
Tools: graph_query, sx_search
Fetches current exchange asset holdings and currency weights.
Expected: current-portfolio-holdings
Step 2: Mean Variance Optimizer [depends_on: position-auditor]
Agent: compute-engine
Tools: graph_analyze
Runs a mean-variance and Black-Litterman allocation model.
Expected: target-portfolio-allocations
Step 3: Order Sizer Generator [depends_on: mean-variance-optimizer]
Agent: risk-assessor
Tools: graph_query, graph_analyze
Matches target weights to calculate standard buy and sell trade size lots.
Expected: sized-rebalancing-orders
Step 4: Rebalance Executor [depends_on: order-sizer-generator]
Agent: report-generator
Tools: graph_write, document_tools
Dispatches execution orders and verifies correct settlement feeds.
Expected: execution-rebalancing-receipts
Step 5: KG Persistence [depends_on: rebalance-executor]
Agent: report-generator
Tools: graph_write
Persist workflow results as nodes and edges in the Knowledge Graph. Create appropriate typed nodes with metadata and link to existing domain entities.
Output
- Portfolio Rebalance Cycle results persisted in KG
- Structured report (MD/PDF)
- Audit trail with timestamps and agent attributions
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 — Position Auditor
- After level 0: Step 2 — Mean Variance Optimizer
- After level 1: Step 3 — Order Sizer Generator
- After level 2: Step 4 — Rebalance Executor
- After level 3: Step 5 — KG Persistence
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.