cuFOLIO
GPU-accelerated portfolio optimization, backtesting, and rebalancing
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Pure Emerald Level IndicatorsFrequently Asked Questions
FAQPage SchemaHow to install cuFOLIO?โผ
Run `npx skills add NVIDIA-AI-Blueprints/cuFOLIO --all -g -y` in your terminal to install the portfolio optimization skill globally.
What does cuFOLIO do?โผ
It builds optimal stock portfolios using Mean-CVaR and Mean-Variance models, plots efficient frontiers, backtests strategies, and rebalances holdings on NVIDIA GPUs.
Do I need an NVIDIA GPU to use cuFOLIO?โผ
Yes. The skill requires an NVIDIA GPU with cuOpt and cuML installed, and it intentionally never falls back to slower CPU solvers.
How much faster is GPU portfolio optimization?โผ
cuOpt solves large portfolio problems up to 160x faster than CPU solvers, and GPU scenario generation runs up to 100x faster.
Can I use my own stock price data?โผ
Yes. Supply a date-indexed CSV with ticker price columns, or let the skill download the default S&P 500 dataset after your confirmation.
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