portfolio-optimization
Installation
SKILL.md
Skill: Portfolio Optimization | Domain: trading | Category: risk | Level: advanced Tags:
trading,risk,portfolio,markowitz,hrp,risk-parity,optimization
Portfolio Optimization Skill
Overview
Complete modern portfolio construction toolkit. Implements five major allocation frameworks — Markowitz MVO, Equal Risk Contribution, Black-Litterman, Hierarchical Risk Parity, and Kelly Criterion — plus robust covariance estimation, tail risk measurement, and performance attribution.
Python Module
xtrading/skills/portfolio_optimization.py