Individual skill
portfolio-optimization
Use when a user asks to build, optimize, backtest, rebalance, or analyze a stock portfolio with Mean-CVaR, Mean-Variance/SOCP variance caps, efficient frontiers, scenario generation, or NVIDIA cuOpt.
skills/portfolio-optimization/SKILL.md
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- Apache-2.0
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- portfolio-optimization Declared skill tag
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- finance Derived category
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BENCHMARK.mddoc · 7,668 bytesSKILL.mdcore · 19,656 bytesSKILL.mdcore · 19,656 bytesSKILL.mdcore · 19,656 bytesSKILL.mdcore · 19,656 bytesSKILL.mdcore · 19,656 bytesSKILL.mdcore · 19,656 bytesevals/EVAL.mddoc · 4,602 bytesevals/evals-full.jsonasset · 10,569 bytesevals/evals.jsonasset · 4,124 bytesreferences/workflows/agent_recipes.mddoc · 12,484 bytesskill-card.mddoc · 4,272 bytesskill.oms.sigasset · 5,305 bytes
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# Portfolio Optimization with NVIDIA cuOpt
<!--
SPDX-FileCopyrightText: Copyright (c) 2023-2025 NVIDIA CORPORATION & AFFILIATES. All rights reserved.
SPDX-License-Identifier: Apache-2.0
-->
## 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
