mean-variance-optimization

功能与用途

Performs mean-variance portfolio optimization to find the tangency portfolio. This skill should be used when users want to calculate optimal portfolio weights, the tangency portfolio, or perform mean-variance optimization with multiple assets. The skill interactively collects expected returns, standard deviations, correlations, and the risk-free rate, then computes and explains the tangency portfolio that maximizes the Sharpe ratio.

快速开始

请根据来源仓库和你的 AI 工具说明安装此技能。先阅读技能文件和依赖要求，再添加到工作流。