mean-variance-optimization

Performs mean-variance portfolio optimization to find the tangency portfolio. This skill should be used when users want to calculate optimal portfolio weights, the tangency portfolio, or perform mean-

by kerryback· Repository·development
mean
variance
optimization
Also installable via skills CLI
npx skills add kerryback/genai4finance/development/mean-variance-optimization

Source

Repo:local
Path:development/mean-variance-optimization(main)

Related in development