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Found 16 Skills
Build trading systems in the style of D.E. Shaw, the pioneering computational finance firm. Emphasizes systematic strategies, rigorous quantitative research, and world-class technology infrastructure. Use when building research platforms, systematic trading strategies, or quantitative finance infrastructure.
Optimize portfolio allocation using npx neural-trader mean-variance engine with risk constraints and rebalancing plan
Risk-return optimisation for investment portfolios via Longbridge — builds risk-adjusted return-optimal portfolios based on fund size, risk preference (conservative / balanced / aggressive), and investment horizon. Asset allocation across equities / bonds / cash / commodities / alternatives. Evaluates current portfolio efficiency versus the efficient frontier. Triggers: "风险收益优化", "组合效率", "有效前沿", "风险偏好配置", "最优组合", "风险调整收益", "大类资产配置", "投资组合优化", "風險收益優化", "組合效率", "有效前沿", "風險偏好配置", "最優組合", "risk-return optimization", "portfolio efficiency", "efficient frontier", "risk preference", "optimal portfolio", "risk-adjusted return", "asset class allocation", "portfolio optimisation", "mean variance".
Mean-variance portfolio optimization via Conjugate Gradient — 40-60× faster than the legacy Neumann path (ADR-126 Phase 3, ADR-123 Wedge 8)