What the skill tells Claude

This is the skill's instruction file, SKILL.md, as Claude reads it.

Purpose

Decompose a total fund's active return versus its Strategic Asset Allocation (SAA) policy benchmark into three additive effects per asset class/manager sleeve:

Effect Formula What it measures
TAA (Allocation) (w_act − w_pol) × (r_bench − R_pol_total) Impact of over/underweighting an asset class
Selection w_pol × (r_mgr − r_bench) Impact of manager out/underperformance
Interaction (w_act − w_pol) × (r_mgr − r_bench) Combined weight + return divergence

Invocation

/multi-asset-attribution-macro <user request>

Examples: - /multi-asset-attribution-macro Here is my fund's macro input xlsx - /multi-asset-attribution-macro Run macro attribution on the uploaded file

Input Schema

The skill accepts input in two forms:

Form 1 — Spec-compliant xlsx (preferred)

An Excel file containing a sheet named Macro_Input with the following columns: - period_id (e.g., "2026-Q1") - asset_class (e.g., "US Equity") - manager_name (e.g., "Alpha Partners") - policy_weight (Decimal, sums to 1.0) - actual_weight (Decimal, sums to 1.0) - manager_return (Decimal) - benchmark_return (Decimal)

Form 2 — Natural language + prompted collection

If no file is provided, the skill prompts for the required data.

Step-by-Step Workflow

The skill MUST execute these steps in order:

Step 1 — Detect input form

  1. Check whether the user uploaded an xlsx file.
  2. Otherwise, enter prompted collection mode.

Step 2 — Validate inputs (scripts/validate_inputs.py)

Run the validator against the detected input. The validator checks: - policy_weight sums to 1.0 ± 1e-4 - actual_weight sums to 1.0 ± 1e-4 - Required columns exist in the Macro_Input sheet.

If validation passes → proceed to Step 3. If validation fails → display a clear error table and prompt the user to fix it.

Step 3 — Run attribution (scripts/run_attribution.py)

  1. Instantiate MultiAssetMacroAttribution from MultiAssetMacroAttribution.py
  2. Call calculate_effects()
  3. Generate macro_attribution_report.xlsx

Step 4 — Deliver results

Present a structured summary of the Total Fund Effects and attach macro_attribution_report.xlsx.

Prompt Rules (Prompted Collection Mode)

When inputs are missing or incomplete, prompt for them:

"I need the fund data to run the Macro Attribution. Please provide an Excel file with a sheet named Macro_Input containing the following columns: period_id, asset_class, manager_name, policy_weight, actual_weight, manager_return, and benchmark_return. Note: Both policy weights and actual weights must sum to 100% (1.0)."

Files in This Skill Package

multi-asset-attribution-macro/
├── SKILL.md                        ← This file
├── assets/
│   └── icon.png                    ← Skill icon
└── scripts/
    ├── validate_inputs.py          ← Input validator
    ├── run_attribution.py          ← Attribution runner
    └── MultiAssetMacroAttribution.py ← Core engine

Shared as is, with no warranty. Not investment, legal or tax advice. See Disclosures.