---
name: cowork-os-portfolio-optimizer
description: "Modern portfolio theory optimization including Markowitz mean-variance, Black-Litterman, risk parity, and efficient frontier construction with constraints."
license: "MIT"
metadata:
  decimalai-skill-id: "cab4be23-be5a-4b6f-95c1-5e7454de3ce1"
  decimalai-version-id: "a76a6bfa-01cd-4f90-a2a9-177d0c6f393f"
  decimalai-version: "2"
  decimalai-body-sha256: "d509b6424d1cca95df8b4ef781359e88e52a4a154033be34988f5bb73840e86b"
  decimalai-name: "cowork-os/portfolio-optimizer"
  decimalai-format: "1"
  decimalai-invocation: "model"
  decimalai-category: "finance"
  decimalai-source: "https://app.decimal.ai/s/cowork-os-portfolio-optimizer@2/SKILL.md"
---
# Portfolio Optimizer

## Purpose

Modern portfolio theory optimization including Markowitz mean-variance, Black-Litterman, risk parity, and efficient frontier construction with constraints.

## Routing

- Use when: Use when the user asks about portfolio optimization, asset allocation, efficient frontier, Markowitz optimization, Black-Litterman, risk parity, diversification, rebalancing, or optimal portfolio construction.
- Do not use when: Do not use when the request is about individual stock analysis, financial modeling, risk metrics only (use Risk Analyzer), or tax planning.
- Outputs: Outcome from Portfolio Optimizer: optimized asset allocation with weights, expected return, risk metrics, efficient frontier positioning, and rebalancing recommendations.
- Success criteria: Returns specific allocation weights, portfolio expected return and risk, Sharpe ratio, comparison to current allocation, and actionable rebalancing steps.

## Trigger Examples

### Positive

- Use the portfolio-optimizer skill for this request.
- Help me with portfolio optimizer.
- Use when the user asks about portfolio optimization, asset allocation, efficient frontier, Markowitz optimization, Black-Litterman, risk parity, diversification, rebalancing, or optimal portfolio construction.
- Portfolio Optimizer: provide an actionable result.

### Negative

- Do not use when the request is about individual stock analysis, financial modeling, risk metrics only (use Risk Analyzer), or tax planning.
- Do not use portfolio-optimizer for unrelated requests.
- This request is outside portfolio optimizer scope.
- This is conceptual discussion only; no tool workflow is needed.

## Parameters

| Name         | Type   | Required | Description                                                                        |
| ------------ | ------ | -------- | ---------------------------------------------------------------------------------- |
| holdings     | string | Yes      | Current portfolio holdings and weights (e.g., SPY 40%, AGG 30%, GLD 10%, VWO 20%)  |
| objective    | select | Yes      | Optimization objective                                                             |
| question     | string | Yes      | Your specific optimization question                                                |
| constraints  | string | No       | Portfolio constraints (e.g., long-only, max 25% per position, no emerging markets) |
| targetReturn | string | No       | Target annual return for optimization (e.g., 8%)                                   |

## Runtime Prompt

- Current runtime prompt length: 1094 characters.
- Runtime prompt is defined directly in `../portfolio-optimizer.json`.