Portfolio Optimization with NVIDIA cuOpt

Purpose

Build and analyze quantitative portfolios with NVIDIA-accelerated Mean-CVaR and Mean-Variance optimization. Use the portfolio_optimization package to compute returns, generate KDE scenarios for CVaR, solve variance-cap Markowitz allocations as SOCP/QCQP problems with the cuOpt GPU solver, trace an efficient frontier, backtest portfolios, and run rebalancing workflows from price data.

When to Use

Use this skill when the task is to: