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Portfolio optimization with cuOpt (CVaR, Markowitz) v1.0.0

Use this resource to build, optimize and backtest a stock portfolio with cuOpt

New

  • 529 downloads
  • 229 likes
  • 166 saves

Free

Install with the CLI

In a terminal, from the folder you want:

npx --yes palatekit@latest install portfolio-cvar-markowitz-optimization

With no option, the skill goes to ~/.agents/skills/; add --agent claude-code (or codex, cursor…) to target an agent.

First time: connect the CLI with

npx --yes palatekit@latest login

The agent uses the portfolio_optimization package to compute returns, generate scenarios, solve allocations and trace the efficient frontier. It can also run a backtest or a rebalance from price data.

Mostly picked by

Updated November 2, 2026

Card for the “Portfolio optimization with cuOpt (CVaR, Markowitz)” skill

Details

Generates with
Your agent's model
Licence
Apache-2.0

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What you get

  • SKILL.md: method, key APIs and examples
  • references/workflows/agent_recipes.md: agent recipes
  • evals/evals.json: test cases

Good fit for

  • You want to compare CVaR and variance allocations on a price history
  • You must rebalance a portfolio from price data

Not for

    Tags

    • portfolio
    • cuopt
    • cvar
    • optimization

    About

    You say

    “Optimize this five-stock portfolio under a variance cap and trace the efficient frontier.”

    Card for the “Portfolio optimization with cuOpt (CVaR, Markowitz)” skill

    Skill published by nvidia under the Apache-2.0 license, delivered in its original version.

    Show more

    How to use it

    1. Install the skill in your agent's skills folder
    2. Ask your agent to build, optimize and backtest a stock portfolio with cuOpt
    3. Review and adjust the result

    Content preview

    Files

    • BENCHMARK.md7.6 KB
    • evals/EVAL.md4.6 KB
    • evals/evals-full.json10.5 KB
    • evals/evals.json4.1 KB
    • LICENSE11.3 KB
    • NOTICE-PALATEKIT.md0.5 KB
    • references/workflows/agent_recipes.md12.6 KB
    • skill-card.md4.3 KB
    • SKILL.md19.5 KB
    • skill.oms.sig5.2 KB

    Origin and licence

    Listed unmodified

    Author
    nvidia
    Source
    github.com/nvidia/skills/tree/ca116d60beafe1b4459f0ab790b7b450912c56b0/skills/portfolio-optimization
    Licence
    Apache-2.0

    Notice

    « portfolio-optimization » (nvidia, Apache-2.0) livré dans sa version d'origine : fiche en français et en anglais par PalateKit.

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