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.

Key Features

• Comprehensive skill evaluation and performance tracking
• Community-driven ratings and reviews
• Easy integration with Claude Code
• Regular updates and maintenance

Quick Start

TopRank Skills install gahoccode/portfolio-optimization