Loading...
Loading...
Found 16 Skills
Optimize portfolio allocation using npx neural-trader mean-variance engine with risk constraints and rebalancing plan
Perform quantitative analysis of returns, correlations, risk factors, and portfolio optimization. Statistical modeling with institutional-grade rigor.
Asset allocation and portfolio optimisation via Longbridge — efficient frontier (MPT), Black-Litterman model overview, risk parity / risk budgeting, all-weather strategy, and practical allocation recommendations based on the user's Longbridge account data. Triggers: "资产配置", "组合优化", "有效前沿", "Black-Litterman", "风险预算", "风险平价", "全天候策略", "大类资产", "資產配置", "組合優化", "有效前沿", "風險預算", "風險平價", "全天候策略", "大類資產", "asset allocation", "portfolio optimization", "efficient frontier", "Black-Litterman", "risk parity", "all-weather strategy", "mean-variance optimization", "strategic allocation".
Use when a user asks to build, optimize, backtest, rebalance, or analyze a stock portfolio with Mean-CVaR, efficient frontiers, scenario generation, or NVIDIA cuOpt.