portfolio-evaluation

Community

Evaluate portfolio strategies with precision and efficiency.

Authoradennng
Version1.0.0
Installs0

System Documentation

What problem does it solve?

This Skill streamlines the evaluation of portfolio strategies, automating the process of reading fusion policies, executing budget and signal layers, and generating final weights for backtesting.

Core Features & Use Cases

  • Automated Portfolio Evaluation: Evaluates portfolio strategies by reading and executing fusion policies.
  • Integration with Portfolio Layers: Seamlessly integrates with budget and signal layers for comprehensive strategy assessment.
  • Backtesting: Generates final weights and performs backtesting on the evaluated strategies.
  • Use Case: Ideal for financial analysts and portfolio managers who need to efficiently evaluate multiple portfolio strategies and determine optimal asset allocation.

Quick Start

Run the portfolio evaluation skill with the command: python -m strategy_lab.cli portfolio evaluate PORTFOLIO_RUN_STATE_PATH --version-id VERSION_ID

Dependency Matrix

Required Modules

strategy_lab

Components

scripts

💻 Claude Code Installation

Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.

Please help me install this Skill:
Name: portfolio-evaluation
Download link: https://github.com/adennng/stock_strategy_lab/archive/main.zip#portfolio-evaluation

Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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