advanced-math-trading/portfolio-factors

Factor modeling and portfolio construction (Markowitz, Black-Litterman, constraints, turnover).

181 stars

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

$curl -o ~/.claude/skills/advanced-math-tradingportfolio-factors/SKILL.md --create-dirs "https://raw.githubusercontent.com/majiayu000/claude-skill-registry/main/skills/data/advanced-math-tradingportfolio-factors/SKILL.md"

Manual Installation

  1. Download SKILL.md from GitHub
  2. Place it in .claude/skills/advanced-math-tradingportfolio-factors/SKILL.md inside your project
  3. Restart your AI agent — it will auto-discover the skill

How advanced-math-trading/portfolio-factors Compares

Feature / Agentadvanced-math-trading/portfolio-factorsStandard Approach
Platform SupportNot specifiedLimited / Varies
Context Awareness High Baseline
Installation ComplexityUnknownN/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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