portfolio-optimizer

Business

Modern portfolio theory optimization including Markowitz mean-variance, Black-Litterman, risk parity, and efficient frontier construction with constraints.

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How to use this skill

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Prompt to paste

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Source SKILL.md: https://github.com/CoWork-OS/CoWork-OS/blob/HEAD/resources/skills/portfolio-optimizer/SKILL.md

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Portfolio Optimizer

Purpose

Modern portfolio theory optimization including Markowitz mean-variance, Black-Litterman, risk parity, and efficient frontier construction with constraints.

Routing

Use when: Use when the user asks about portfolio optimization, asset allocation, efficient frontier, Markowitz optimization, Black-Litterman, risk parity, diversification, rebalancing, or optimal portfolio construction.
Do not use when: Do not use when the request is about individual stock analysis, financial modeling, risk metrics only (use Risk Analyzer), or tax planning.
Outputs: Outcome from Portfolio Optimizer: optimized asset allocation with weights, expected return, risk metrics, efficient frontier positioning, and rebalancing recommendations.
Success criteria: Returns specific allocation weights, portfolio expected return and risk, Sharpe ratio, comparison to current allocation, and actionable rebalancing steps.

Trigger Examples

Positive

Use the portfolio-optimizer skill for this request.
Help me with portfolio optimizer.
Use when the user asks about portfolio optimization, asset allocation, efficient frontier, Markowitz optimization, Black-Litterman, risk parity, diversification, rebalancing, or optimal portfolio construction.
Portfolio Optimizer: provide an actionable result.

Negative

Do not use when the request is about individual stock analysis, financial modeling, risk metrics only (use Risk Analyzer), or tax planning.
Do not use portfolio-optimizer for unrelated requests.
This request is outside portfolio optimizer scope.
This is conceptual discussion only; no tool workflow is needed.

Parameters

Name	Type	Required	Description
holdings	string	Yes	Current portfolio holdings and weights (e.g., SPY 40%, AGG 30%, GLD 10%, VWO 20%)
objective	select	Yes	Optimization objective
question	string	Yes	Your specific optimization question
constraints	string	No	Portfolio constraints (e.g., long-only, max 25% per position, no emerging markets)
targetReturn	string	No	Target annual return for optimization (e.g., 8%)

Runtime Prompt

Current runtime prompt length: 1094 characters.
Runtime prompt is defined directly in ../portfolio-optimizer.json.