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portfolio-optimizer

portfolio-optimizer

github.com/cowork-osOther51474 installsUpdated today
Repository

About portfolio-optimizer

Portfolio Optimizer is a skill for constructing optimized asset allocations using modern portfolio theory. It covers Markowitz, Black-Litterman, risk parity, and constrained efficient frontiers, and returns allocation weights, expected returns, risk metrics, and rebalancing guidance.

Key features

  1. 01Markowitz mean-variance optimization
  2. 02Black-Litterman allocation
  3. 03Risk parity
  4. 04Constrained efficient frontier construction
  5. 05Allocation weights and risk metrics
  6. 06Rebalancing recommendations

Use cases

  1. 01Optimize an asset allocation
  2. 02Compare a portfolio with an efficient frontier
  3. 03Assess allocation under specified constraints
  4. 04Plan portfolio rebalancing

Install

Copy the command and run it in a terminal.

$npx skills add https://github.com/cowork-os/cowork-os --skill portfolio-optimizer

After installing, type/portfolio-optimizerin Claude Code to confirm it loaded.

Bundled filesreferences/full-guidance.mdscripts/.gitkeep

Details

From the project README

Portfolio Optimizer

Purpose

Modern portfolio theory optimization including Markowitz mean-variance, Black-Litterman, risk parity, and efficient frontier construction with constraints.

Routing

  • Use when: Use when the user asks about portfolio optimization, asset allocation, efficient frontier, Markowitz optimization, Black-Litterman, risk parity, diversification, rebalancing, or optimal portfolio construction.
  • Do not use when: Do not use when the request is about individual stock analysis, financial modeling, risk metrics only (use Risk Analyzer), or tax planning.
  • Outputs: Outcome from Portfolio Optimizer: optimized asset allocation with weights, expected return, risk metrics, efficient frontier positioning, and rebalancing recommendations.
  • Success criteria: Returns specific allocation weights, portfolio expected return and risk, Sharpe ratio, comparison to current allocation, and actionable rebalancing steps.

Trigger Examples

Positive
  • Use the portfolio-optimizer skill for this request.
  • Help me with portfolio optimizer.
  • Use when the user asks about portfolio optimization, asset allocation, efficient frontier, Markowitz optimization, Black-Litterman, risk parity, diversification, rebalancing, or optimal portfolio construction.
  • Portfolio Optimizer: provide an actionable result.
Negative
  • Do not use when the request is about individual stock analysis, financial modeling, risk metrics only (use Risk Analyzer), or tax planning.
  • Do not use portfolio-optimizer for unrelated requests.
  • This request is outside portfolio optimizer scope.
  • This is conceptual discussion only; no tool workflow is needed.

Parameters

NameTypeRequiredDescription
holdingsstringYesCurrent portfolio holdings and weights (e.g., SPY 40%, AGG 30%, GLD 10%, VWO 20%)
objectiveselectYesOptimization objective
questionstringYesYour specific optimization question
constraintsstringNoPortfolio constraints (e.g., long-only, max 25% per position, no emerging markets)
targetReturnstringNoTarget annual return for optimization (e.g., 8%)

Runtime Prompt

  • Current runtime prompt length: 1094 characters.
  • Runtime prompt is defined directly in ../portfolio-optimizer.json.

Comments

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