portfolio-optimizer ยท diff
v1.0.0 to v1.0.0
8 added, 8 removed. Audit A to A.
---
name: portfolio-optimizer
description: "Modern portfolio theory optimization including Markowitz mean-variance, Black-Litterman, risk parity, and efficient frontier construction with constraints."
version: "1.0.0"
metadata:
author: CoWork OS Contributors <info@coworkosapp.com>
---
# Portfolio Optimizer
## Purpose
Modern portfolio theory optimization including Markowitz mean-variance, Black-Litterman, risk parity, and efficient frontier construction with constraints.
## Routing
- Use when: Use when the user asks about portfolio optimization, asset allocation, efficient frontier, Markowitz optimization, Black-Litterman, risk parity, diversification, rebalancing, or optimal portfolio construction.
- Do not use when: Do not use when the request is about individual stock analysis, financial modeling, risk metrics only (use Risk Analyzer), or tax planning.
- Outputs: Outcome from Portfolio Optimizer: optimized asset allocation with weights, expected return, risk metrics, efficient frontier positioning, and rebalancing recommendations.
- Success criteria: Returns specific allocation weights, portfolio expected return and risk, Sharpe ratio, comparison to current allocation, and actionable rebalancing steps.
## Trigger Examples
### Positive
- Use the portfolio-optimizer skill for this request.
- Help me with portfolio optimizer.
- Use when the user asks about portfolio optimization, asset allocation, efficient frontier, Markowitz optimization, Black-Litterman, risk parity, diversification, rebalancing, or optimal portfolio construction.
- Portfolio Optimizer: provide an actionable result.
### Negative
- Do not use when the request is about individual stock analysis, financial modeling, risk metrics only (use Risk Analyzer), or tax planning.
- Do not use portfolio-optimizer for unrelated requests.
- This request is outside portfolio optimizer scope.
- This is conceptual discussion only; no tool workflow is needed.
## Parameters
- | Name | Type | Required | Description |
- |---|---|---|---|
- | holdings | string | Yes | Current portfolio holdings and weights (e.g., SPY 40%, AGG 30%, GLD 10%, VWO 20%) |
- | objective | select | Yes | Optimization objective |
- | question | string | Yes | Your specific optimization question |
- | constraints | string | No | Portfolio constraints (e.g., long-only, max 25% per position, no emerging markets) |
- | targetReturn | string | No | Target annual return for optimization (e.g., 8%) |
+ | Name | Type | Required | Description |
+ | ------------ | ------ | -------- | ---------------------------------------------------------------------------------- |
+ | holdings | string | Yes | Current portfolio holdings and weights (e.g., SPY 40%, AGG 30%, GLD 10%, VWO 20%) |
+ | objective | select | Yes | Optimization objective |
+ | question | string | Yes | Your specific optimization question |
+ | constraints | string | No | Portfolio constraints (e.g., long-only, max 25% per position, no emerging markets) |
+ | targetReturn | string | No | Target annual return for optimization (e.g., 8%) |
## Runtime Prompt
- Current runtime prompt length: 1094 characters.
- - Runtime prompt is defined directly in `../portfolio-optimizer.json`.
+ - Runtime prompt is defined directly in `../portfolio-optimizer.json`.