skfolio
Skill177 starsChanged 12 days agoLicence not identifiedView on GitHub
Load proactively whenever the user works with skfolio or portfolio optimization — building portfolios, backtesting allocation strategies, estimating expected returns or covariance, applying Black-Litterman or Entropy Pooling views, running walk-forward or combinatorial-purged cross-validation, tuning hyperparameters, or stress-testing with synthetic data. Do not wait to be asked; apply this skill automatically whenever the user mentions portfolio weights, efficient frontier, risk parity, HRP, mean-variance, CVaR optimization, factor models, covariance shrinkage, or any sklearn-style portfolio workflow. Covers skfolio 1.0: MeanRisk (with the new fallback / raise_on_failure resilience layer + FailedPortfolio), RiskBudgeting, HRP/HERC/NCO/SchurComplementary, StackingOptimization, BlackLitterman, TimeSeriesFactorModel + the new characteristics/BARRA-style CharacteristicsFactorModel (skfolio.descriptor, skfolio.factor_exposure, skfolio.containers.AssetPanel), EntropyPooling, OpinionPooling, SyntheticData, regime-adjusted EW covariance, online learning (online_predict, OnlineGridSearch), covariance forecast evaluation, cross-sectional regression, orthogonal uncertainty sets, and cross-sectional preprocessing transformers. Knows the 1.0 breaking changes: EW estimators use half_life (not alpha), factor models fit(X, factors=...) (not y), WalkForward expand_train (not expend_train), UncertaintySet radius/geometry/norm (not k/sigma), annualization_factor and non_dominated_sort renames.
In this repository5 other files it gives its agents.
- optimizerwiki/AGENTS.mdAGENTS.md
- CLAUDE.mdCLAUDE.md
- optimizerwiki/CLAUDE.mdCLAUDE.md
- db-contextSkill
- yfinanceSkill
The file
We split this skill into the rules it gives an agent
5 rules. About 0 are common, 4 are distinctive, and 1 is very specific to this project.
≈0
Common · estimate
Many files like this have a rule of this kind.
≈4
Distinctive · estimate
This author's own choices. Worth a look.
1
Very specific
Tied to their project's names, files or tools. Probably skip.
The licence could not be identified — read it at the source. We count its rules but don't quote them. Read them on GitHub.
≈ “Common” is an estimate: at least 1 in 5 of the 350,495 skill files we read have a rule of the same kind, not the same words. “Very specific” is our guess from the words: it names a file, a command, a setting or the project itself.
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