advanced-math-trading/portfolio-factors
Factor modeling and portfolio construction (Markowitz, Black-Litterman, constraints, turnover).
Best use case
advanced-math-trading/portfolio-factors is best used when you need a repeatable AI agent workflow instead of a one-off prompt.
Factor modeling and portfolio construction (Markowitz, Black-Litterman, constraints, turnover).
Teams using advanced-math-trading/portfolio-factors should expect a more consistent output, faster repeated execution, less prompt rewriting.
When to use this skill
- You want a reusable workflow that can be run more than once with consistent structure.
When not to use this skill
- You only need a quick one-off answer and do not need a reusable workflow.
- You cannot install or maintain the underlying files, dependencies, or repository context.
Installation
Claude Code / Cursor / Codex
Manual Installation
- Download SKILL.md from GitHub
- Place it in
.claude/skills/advanced-math-tradingportfolio-factors/SKILL.mdinside your project - Restart your AI agent — it will auto-discover the skill
How advanced-math-trading/portfolio-factors Compares
| Feature / Agent | advanced-math-trading/portfolio-factors | Standard Approach |
|---|---|---|
| Platform Support | Not specified | Limited / Varies |
| Context Awareness | High | Baseline |
| Installation Complexity | Unknown | N/A |
Frequently Asked Questions
What does this skill do?
Factor modeling and portfolio construction (Markowitz, Black-Litterman, constraints, turnover).
Where can I find the source code?
You can find the source code on GitHub using the link provided at the top of the page.
SKILL.md Source
# What this covers - Factor models, mean-variance, BL, turnover/constraints, links to advanced optimization examples. # Navigation (load on demand) - docs/knowledge-base/domains/foundations/advanced-mathematics/factor-models.md - docs/knowledge-base/domains/foundations/advanced-mathematics/mean-variance-optimization-markowitz.md - docs/knowledge-base/domains/foundations/advanced-mathematics/black-litterman-model.md - Relevant sections in docs/knowledge-base/domains/foundations/advanced-mathematics/advanced-optimization.md (MOO, MIP). # Quick workflows - Build factor portfolio → factor-models + Markowitz. - BL prior/posterior setup → Black-Litterman MD. - Add cardinality/turnover → reuse MOO/MIP from advanced-optimization. # Notes - Keep loads targeted to the needed construction.
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