/portfolio-optimizer

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

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GitHub

From plugin

cowork-os

452155 skills

Install

$ npx -y skills add CoWork-OS/CoWork-OS --skill portfolio-optimizer --agent claude-code

How it fires

How this skill gets triggered: by you, by Claude, or both.

Fires itselfAuto-invocation. Claude auto-loads it when your prompt matches the work.
You can call itInvoke it directly when you want it.
Slash command/portfolio-optimizer

Context preview

The summary Claude sees to decide when to auto-load this skill.

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

SKILL.md

portfolio-optimizer.SKILL.md

name: portfolio-optimizer
description: "Modern portfolio theory optimization including Markowitz mean-variance, Black-Litterman, risk parity, and efficient frontier construction with constraints."
version: "1.0.0"
metadata:
  author: CoWork OS Contributors <info@coworkosapp.com>

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%) |