advanced-math-trading/portfolio-factors
CommunityFactor models for portfolio construction.
Authorkeith-mvs
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This Skill covers factor modeling, mean-variance optimization, BL, and constraints for portfolio construction.
Core Features & Use Cases
- Factor Models: Factor loadings and risk decompositions
- Mean-Variance & Black-Litterman: Portfolio optimization foundations
- Constraints & Turnover: Realistic portfolio management
Quick Start
Example: "Construct a factor-based portfolio with turnover constraints."
Dependency Matrix
Required Modules
numpypandasscipy
Components
referencesassetsscripts
💻 Claude Code Installation
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Please help me install this Skill: Name: advanced-math-trading/portfolio-factors Download link: https://github.com/keith-mvs/ordinis/archive/main.zip#advanced-math-trading-portfolio-factors Please download this .zip file, extract it, and install it in the .claude/skills/ directory.