portfolio-optimizer
CommunityAutomates portfolio risk-returns optimization.
Authorwrensignal
Version1.0.0
Installs0
System Documentation
What problem does it solve?
Portfolio-optimizer solves the challenge of tuning strategy parameters and allocating capital under defined risk constraints, delivering an actionable frontier and clear operator guidance.
Core Features & Use Cases
- Parameter tuning across strategies and multiple windows (7d, 30d, 90d) to discover optimal settings.
- Allocation weight optimization enforcing max/min weights, concentration limits, and turnover caps.
- Regime-aware rebalancing guidance that adapts allocations based on risk-on/risk-off/neutral regimes.
- Outputs include recommended weights, tuned parameters, and a frontier of risk/return tradeoffs for review.
Quick Start
Provide the universe of strategies and risk limits, then run the optimizer to receive a frontier and recommended allocations.
Dependency Matrix
Required Modules
None requiredComponents
Standard package💻 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-optimizer Download link: https://github.com/wrensignal/wrenOS/archive/main.zip#portfolio-optimizer Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
Agent Skills Search Helper
Install a tiny helper to your Agent, search and equip skill from 471,000+ vetted skills library on demand.