portfolio-optimization

Installation
SKILL.md

Portfolio Optimization

Overview

This skill provides guidance for implementing high-performance portfolio optimization algorithms using Python C extensions. It covers the workflow for creating C extensions that interface with NumPy arrays, proper verification strategies, and common pitfalls to avoid when optimizing numerical computations.

When to Apply This Skill

Apply this skill when:

  • Implementing portfolio risk calculations (variance, volatility, Sharpe ratio)
  • Optimizing matrix-vector operations for large asset portfolios
  • Creating C extensions for Python numerical code
  • Performance requirements specify speedup ratios (e.g., >= 1.2x)
  • Working with covariance matrices and portfolio weights

Recommended Workflow

Phase 1: Codebase Understanding

Related skills

More from letta-ai/skills

Installs
101
Repository
letta-ai/skills
GitHub Stars
97
First Seen
Jan 24, 2026