Agent skill · NVIDIA
portfolio-optimization
Use when a user asks to build, optimize, backtest, rebalance, or analyze a stock portfolio with Mean-CVaR, Mean-Variance/SOCP variance caps, efficient frontiers, scenario generation, or NVIDIA cuOpt.
What it needs
About 9k tokens when loaded.
What this skill does
Portfolio Optimization with NVIDIA cuOpt <!-- SPDX-FileCopyrightText: Copyright (c) 2023-2025 NVIDIA CORPORATION & AFFILIATES. All rights reserved. SPDX-License-Identifier: Apache-2.0 --> Purpose Build and analyze quantitative portfolios with NVIDIA-accelerated Mean-CVaR and Mean-Variance optimization. Use the portfoliooptimization package to compute returns, generate KDE scenarios for CVaR, solve variance-cap Markowitz allocations as SOCP/QCQP problems with the cuOpt GPU solver, trace an efficient frontier, backtest portfolios, and run rebalancing workflows from price data. When to Use Use this skill when the task is to: Build or optimize a Mean-CVaR portfolio from stock prices. Allocate weights across tickers while controlling downside CVaR risk. Solve Mean-Variance or Markowitz allocations with a hard variance or volatility cap using cuOpt SOCP/QCQP support. Plot or inspect an efficient frontier for a portfolio universe. Produce a weights-by-risk-aversion table. Backtest an optimized portfolio against benchmarks. Rebalance a portfolio on a schedule or drift trigger. Run workflows on an S&P 500, S&P 100, Dow 30, or user-supplied price dataset. Common trigger phrases include "optimize my portfolio", "build a CVaR portfolio", "use cuOpt to optimize these tickers", "solve with cuOpt", "plot the efficient frontier", "show weights by risk aversion", "backtest this allocation", "rebalance monthly", "analyze my holdings with CVaR", "compare allocations", "reduce downside risk", "construct an allocation", "assess allocation options", "stress-test my holdings", "evaluate downside-risk exposure", "review my holdings under weight caps", "compare benchmark portfolios", "simulate CVaR scenarios", "screen portfolio risk", "optimize holdings under constraints", "solve a variance-cap portfolio", "use SOCP", "set a volatility cap", and "find a lower-risk allocation". …
How to use it
Reference it in AdaL, Claude Code, Cursor or any coding agent — nothing to install:
@skills NVIDIA/portfolio-optimization