mean-variance-optimization
Performs mean-variance portfolio optimization to find the tangency portfolio. This skill should be used when users want to calculate optimal portfolio weights, the tangency portfolio, or perform mean-variance optimization with multiple assets. The skill interactively collects expected returns, standard deviations, correlations, and the risk-free rate, then computes and explains the tangency portfolio that maximizes the Sharpe ratio.
Installation and usage
Performs mean-variance portfolio optimization to find the tangency portfolio. This skill should be used when users want to calculate optimal portfolio weights, the tangency portfolio, or perform mean-variance optimization with multiple assets. The skill interactively collects expected returns, standard deviations, correlations, and the risk-free rate, then computes and explains the tangency portfolio that maximizes the Sharpe ratio.
Après l'installation, vous pouvez utiliser ce skill en exécutant la commande suivante dans votre terminal :
skills use mean-variance-optimization