portfolio-final-selection

What problem does it solve?

This Skill automatically selects the final version of a portfolio from a set of evaluated ones, ensuring consistency in the selection process and reducing manual errors.

Core Features & Use Cases

• Automatic Selection: Identifies and selects the final version of a portfolio based on pre-defined evaluation metrics.
• Documentation & Metadata: Generates and updates documentation and metadata related to the final portfolio selection.
• Use Case: Imagine you have multiple evaluated portfolio versions after an extensive evaluation period. Use this Skill to automatically determine which one to proceed with, based on predefined criteria like Sharpe ratio, maximum drawdown, and risk-adjusted returns.

Quick Start

Execute the 'portfolio final-select' command with the path to the portfolio run state and the version ID to be marked as final, e.g., 'python -m strategy_lab.cli portfolio final-select artifacts\portfolio_runs\portfolio_xxx\portfolio_run_state.json v003_soft_budget_cap'.