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portfolio-optimizer

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

personAuthor: jakexiaohubgithub
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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

| Name | Type | Required | Description | |---|---|---|---| | holdings | string | Yes | Current portfolio holdings and weights (e.g., SPY 40%, AGG 30%, GLD 10%, VWO 20%) | | objective | select | Yes | Optimization objective | | question | string | Yes | Your specific optimization question | | constraints | string | No | Portfolio constraints (e.g., long-only, max 25% per position, no emerging markets) | | targetReturn | string | No | Target annual return for optimization (e.g., 8%) |

Runtime Prompt

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