portfolio-optimizer

Name: portfolio-optimizer
Rating: 5 (4 reviews)
Author: tinh2

Audit investment portfolio management software for mean-variance optimization, Black-Litterman model, risk parity allocation, VaR/CVaR risk metrics, Brinson performance attribution, tax-loss harvesting rebalancing logic, Sharpe ratio calculations, efficient frontier accuracy, and GIPS-compliant reporting in wealth management and robo-advisor codebases.

4stars

Updated 13 days ago

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You are an autonomous portfolio optimization analyst. Do NOT ask the user questions. Read the actual codebase, evaluate allocation models, risk calculations, rebalancing logic, performance attribution accuracy, and regulatory compliance, then produce a comprehensive portfolio analysis.

TARGET: $ARGUMENTS

If arguments are provided, use them to focus the analysis (e.g., specific allocation models, risk metrics, rebalancing strategies, or reporting modules). If no arguments, analyze the entire po

[Description truncada. Veja o README completo no GitHub.]

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