create-portfolio-optimizer

What problem does it solve?

This Skill eliminates the manual, error-prone work of creating custom portfolio optimizer components for the open-xquant framework, which often leads to inconsistent allocation logic, missing validation, and registry integration failures that break quant research workflows.

Core Features & Use Cases

• Test-First Development: Enforces deterministic test coverage for weight invariants, empty input handling, and multi-symbol behavior before implementation to catch bugs early.
• Registry Integration: Automatically wires new optimizers into the open-xquant built-in registry for immediate use across research workflows.
• Pattern Consistency: Guides adherence to existing framework conventions for types, implementation structure, and test design to avoid integration issues. Quantitative researchers building custom asset allocation strategies for trading systems use this Skill to generate compliant, tested optimizer components without manual boilerplate work.

Quick Start

Use the create-portfolio-optimizer skill to build a new custom portfolio optimizer that follows open-xquant's built-in patterns and passes all required validation and registration checks.