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TASK-FIN-104-03 · Task family

Constrained portfolio rebalancing. Allocation, transaction costs, liquidity and optimization.

Custom buildenvironment · ENV-FIN-104 Portfolio Risk & Mandaterole · Portfolio Manager

Overview. Propose a compliant, executable rebalance that meets the committee's request as closely as the mandate allows.

New cash arrives and the investment committee wants sector changes. The agent builds a rebalance that respects concentration limits, the restricted list and liquidity limits, and documents any trade it can't make.

Several proposals can be valid. They're compared on a stated objective once compliance is confirmed.

Value to the buyer

Real rebalancing is constrained optimization. Trains agents to put compliance before the objective.

Specification. The task family, field by field.

spec · task/task-fin-104-03.yamlENV-FIN-104
task_id:
TASK-FIN-104-03
domain:
Portfolio Management & Investment Compliance
parent_environment:
ENV-FIN-104 · Portfolio Risk & Mandate
target_role:
Portfolio Manager
objective:
Propose a compliant, executable rebalance that meets the committee's request as closely as the mandate allows.
starting_context:
Holdings, the mandate, the restricted list, ADV data, the cost model and the committee's request.
tools:
  • get_portfolio
  • get_investment_mandate
  • get_market_prices
  • simulate_trade
  • check_pretrade_compliance
  • submit_rebalance_proposal
  • request_exception_approval
required_actions:
  • Translate the committee's request into target weights
  • Check each trade for restrictions and liquidity
  • Schedule trades that exceed daily liquidity limits
  • Document trades that can't be made
expected_outputs:
  • Rebalance proposal with an execution schedule
  • List of trades not made, with reasons
interaction:
Agent plus a simulated investment committee.
verification:
The verifier checks compliance at every step, executability and the stated objective.
reward:
Any non-compliant step scores zero. Valid proposals are scored on the stated objective.
difficulty:
Calibrated against reference models during acceptance testing
task_horizon:
Long multi-step task. Execution limits are agreed with the buyer.
delivery:
Task instances with seeded portfolios, reference proposals and verifier code.
commercial_unit:
Per validated task instance

Sample prompt. What the agent is asked to do, as a buyer would see it.

prompt · task-fin-104-03Example
You manage a simulated long-only equity portfolio worth $400m, which has just received a $40m cash allocation. The investment committee wants $5.0m added to Kestrel Robotics, a small-cap with $6.0m average daily volume, and a new position in Orrin Defence. The mandate limits each day's trading in a security to 20% of its ADV, and Orrin is on the restricted list. Construct a compliant rebalance proposal and document any trade that cannot be executed within the mandate.

Verification criteria. What the verifier checks, and how.

  • Portfolio size

    Weights are computed on $440m after the allocation.

  • Liquidity

    Kestrel can trade $1.2m a day, so the $5.0m buy is spread over five trading days.

  • Restricted list

    Orrin isn't bought, and the reason is documented.

  • Concentration

    No issuer or sector limit is breached at any point in the schedule.

  • Costs

    Estimated costs are included in the proposal.

  • Remaining cash

    Uninvested cash is allocated or explained.

Key failure modes. Where agents go wrong on this task.

  • Buying Kestrel in one day
  • Substituting a related security for Orrin without checking the restricted list's scope
  • Computing weights on the pre-allocation portfolio

Other task families. The rest of Portfolio Risk & Mandate, on the same FinanceWorld state.

Every environment is built to order. Tell us which workflow you need to train or evaluate, and where you are in the process.

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