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portfolio-optimization-guide

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Portfolio theory, optimization algorithms, and asset allocation methods

skills/domains/finance/portfolio-optimization-guide/SKILL.md

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# Portfolio Optimization Guide

A skill for implementing and researching portfolio optimization methods, from classical mean-variance optimization to modern robust and factor-based approaches. Covers Markowitz theory, Black-Litterman, risk parity, and machine learning-enhanced portfolio construction.

## Mean-Variance Optimization

### Classical Markowitz Portfolio

```python
import numpy as np
from scipy.optimize import minimize

def mean_variance_optimize(expected_returns: np.ndarray,
                             cov_matrix: np.ndarray,