portfolio-optimization
Portfolio optimization using PyPortfolioOpt for mean-variance optimization, efficient frontier analysis, risk modeling, and discrete allocation. Use when building investment portfolios, calculating optimal weights, analyzing risk-return tradeoffs, maximizing Sharpe ratio, minimizing volatility, or converting weights to share allocations. Supports HRP, CVaR, semivariance, and custom objectives.
Installation and usage
Portfolio optimization using PyPortfolioOpt for mean-variance optimization, efficient frontier analysis, risk modeling, and discrete allocation. Use when building investment portfolios, calculating optimal weights, analyzing risk-return tradeoffs, maximizing Sharpe ratio, minimizing volatility, or converting weights to share allocations. Supports HRP, CVaR, semivariance, and custom objectives.
Once installed, you can use this skill by running the following command in your terminal:
skills use portfolio-optimization