portfolio-theory

Community

Optimize portfolios with risk-return analysis.

AuthorGhostOf0days
Version1.0.0
Installs0

System Documentation

What problem does it solve?

This Skill addresses the complexity of designing optimal investment portfolios by providing tools for equilibrium asset pricing, diversification mathematics, and risk-return tradeoff analysis.

Core Features & Use Cases

  • Efficient Frontier Derivation: Calculates the optimal portfolio allocation for a given set of assets and constraints.
  • Risk-Return Analysis: Quantifies diversification benefits and analyzes the relationship between risk and expected return.
  • Use Case: When tasked with constructing a new investment strategy, use this Skill to identify the most efficient allocation of assets that balances risk and expected returns according to modern portfolio theory.

Quick Start

Run the portfolio theory diagnostics script with your input data.

Dependency Matrix

Required Modules

None required

Components

scriptsreferences

💻 Claude Code Installation

Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.

Please help me install this Skill:
Name: portfolio-theory
Download link: https://github.com/GhostOf0days/codex-quant-skills/archive/main.zip#portfolio-theory

Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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