quant-portfolio-opt
Installation
SKILL.md
Contract
- Input: problem description and inputs defined by the skill body.
- Output: Markdown artifact with completed process steps.
- Side effects: none.
- Dependencies: none.
- Stop condition: all process steps executed; artifact saved with required sections.
- Risk: low.
- Boundary: produces reasoning artifact only; no system changes.
Portfolio Optimisation
Build a portfolio from first principles — return model, risk model, objective, constraints — and solve for weights with explicit robustness checks.