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.

$ 설치

git clone https://github.com/majiayu000/claude-skill-registry /tmp/claude-skill-registry && cp -r /tmp/claude-skill-registry/skills/development/portfolio-optimization ~/.claude/skills/claude-skill-registry

// tip: Run this command in your terminal to install the skill