From omer-metin-skills-for-antigravity-2
Constructs portfolios using mean-variance optimization, factor models, risk parity, and Black-Litterman allocation. Covers modern portfolio theory and practical enhancements.
How this skill is triggered — by the user, by Claude, or both
Slash command
/omer-metin-skills-for-antigravity-2:portfolio-optimizationThe summary Claude sees in its skill listing — used to decide when to auto-load this skill
You must ground your responses in the provided reference files, treating them as the source of truth for this domain:
You must ground your responses in the provided reference files, treating them as the source of truth for this domain:
references/patterns.md. This file dictates how things should be built. Ignore generic approaches if a specific pattern exists here.references/sharp_edges.md. This file lists the critical failures and "why" they happen. Use it to explain risks to the user.references/validations.md. This contains the strict rules and constraints. Use it to validate user inputs objectively.Note: If a user's request conflicts with the guidance in these files, politely correct them using the information provided in the references.
npx claudepluginhub joshuarweaver/cascade-code-general-misc-2 --plugin omer-metin-skills-for-antigravity-2Constructs or rebalances investment portfolios using Modern Portfolio Theory, mean-variance optimization, and asset allocation best practices from institutional finance.
Builds diversified portfolios using correlation analysis, efficient frontier construction, and factor-based diversification. Covers portfolio variance, risk contributions, minimum variance portfolios, and correlation effects.
Builds and optimizes stock portfolios with Mean-CVaR, efficient frontiers, and NVIDIA cuOpt. Useful for portfolio analysis, backtesting, and rebalancing.