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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.

kerryback
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kerryback
업데이트됨 11/6/2025
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quick start

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.

설치
$ install --globalskills.sh
사용법

설치 후 터미널에서 다음 명령을 실행하여 이 스킬을 사용할 수 있습니다:

skills use mean-variance-optimization