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Get Started Free →nvidia/portfolio-optimization
Use when a user asks to build, optimize, backtest, rebalance, or analyze a stock portfolio with Mean-CVaR, Mean-Variance/SOCP variance caps, efficient frontiers, scenario generation, or NVIDIA cuOpt.
Passed 15 of 20 test cases with the skill, and 5 of 20 without it.
and 18 more in the full report
13 fixed4 passed either way4 still failing1 broke
Tokens, turns and time describe resource use, not a dollar price.
One of 13 test cases the skill fixed. Same model, same prompt, with and without the skill.
I have 10 delivery vans and 50 customer drop-off locations with time windows. Solve the capacitated vehicle routing problem (CVRP) to minimize total travel time.
| Checked | Without skill | With skill |
|---|---|---|
| Refrains from invoking financial portfolio solvers. | Passed | Passed |
| Explains that vehicle routing optimization is outside the scope of portfolio risk optimization. | Missed | Passed |
The instructions your model reads when the skill loads.
Build and analyze quantitative portfolios with NVIDIA-accelerated Mean-CVaR and Mean-Variance optimization. Use the portfolio_optimization package to compute returns, generate KDE scenarios for CVaR, solve variance-cap Markowitz allocations as SOCP/QCQP problems with the cuOpt GPU solver, trace an efficient frontier, backtest portfolios, and run rebalancing workflows from price data.
Use this skill when the task is to:
Common trigger phrases include "optimize my portfolio", "build a CVaR portfolio", "use cuOpt to optimize these tickers", "solve with cuOpt", "plot the efficient frontier", "show weights by risk aversion", "backtest this allocation", "rebalance monthly", "analyze my holdings with CVaR", "compare allocations", "reduce downside risk", "construct an allocation", "assess allocation options", "stress-test my holdings", "evaluate downside-risk exposure", "review my holdings under weight caps", "compare benchmark portfolios", "simulate CVaR scenarios", "screen portfolio risk", "optimize holdings under constraints", "solve a variance-cap portfolio", "use SOCP", "set a volatility cap", and "find a lower-risk allocation".
Do not use it for generic finance summaries, price forecasting, neural-network training, vehicle routing, or non-portfolio optimization.
portfolio_optimization package.uv sync --extra cuda12 for full cuOpt/cuML 26.06 on CUDA 12, uv sync --extra cuda13 for the current full CUDA 13 stack, or uv sync --extra cuda13-socp for CUDA 13 SOCP-only validation with cuOpt 26.06.cvxpy exposing cp.CUOPT.This skill drives the installed portfolio_optimization package. A ready environment can come from the Brev launchable or from the NVIDIA-AI-Blueprints/portfolio-optimization repository after installing the matching CUDA extra.
test cases passed, vs 5 / 20 without
More skills from the same source and nearby in the registry, with their headline benchmark lift.