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 .