Agent skill
advanced-math-trading/portfolio-factors
Factor modeling and portfolio construction (Markowitz, Black-Litterman, constraints, turnover).
Stars
163
Forks
31
Install this agent skill to your Project
npx add-skill https://github.com/majiayu000/claude-skill-registry/tree/main/skills/data/advanced-math-tradingportfolio-factors
SKILL.md
What this covers
- Factor models, mean-variance, BL, turnover/constraints, links to advanced optimization examples.
Navigation (load on demand)
- docs/knowledge-base/domains/foundations/advanced-mathematics/factor-models.md
- docs/knowledge-base/domains/foundations/advanced-mathematics/mean-variance-optimization-markowitz.md
- docs/knowledge-base/domains/foundations/advanced-mathematics/black-litterman-model.md
- Relevant sections in docs/knowledge-base/domains/foundations/advanced-mathematics/advanced-optimization.md (MOO, MIP).
Quick workflows
- Build factor portfolio → factor-models + Markowitz.
- BL prior/posterior setup → Black-Litterman MD.
- Add cardinality/turnover → reuse MOO/MIP from advanced-optimization.
Notes
- Keep loads targeted to the needed construction.
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