Claude-skill-registry advanced-math-trading/portfolio-factors
Factor modeling and portfolio construction (Markowitz, Black-Litterman, constraints, turnover).
install
source · Clone the upstream repo
git clone https://github.com/majiayu000/claude-skill-registry
Claude Code · Install into ~/.claude/skills/
T=$(mktemp -d) && git clone --depth=1 https://github.com/majiayu000/claude-skill-registry "$T" && mkdir -p ~/.claude/skills && cp -r "$T/skills/data/advanced-math-tradingportfolio-factors" ~/.claude/skills/majiayu000-claude-skill-registry-advanced-math-trading-portfolio-factors && rm -rf "$T"
manifest:
skills/data/advanced-math-tradingportfolio-factors/SKILL.mdsource content
What this covers
- Factor models, mean-variance, BL, turnover/constraints, links to advanced optimization examples.
Navigation (load on demand)
- docs/knowledge-base/domains/foundations/advanced-mathematics/factor-models.md
- docs/knowledge-base/domains/foundations/advanced-mathematics/mean-variance-optimization-markowitz.md
- docs/knowledge-base/domains/foundations/advanced-mathematics/black-litterman-model.md
- Relevant sections in docs/knowledge-base/domains/foundations/advanced-mathematics/advanced-optimization.md (MOO, MIP).
Quick workflows
- Build factor portfolio → factor-models + Markowitz.
- BL prior/posterior setup → Black-Litterman MD.
- Add cardinality/turnover → reuse MOO/MIP from advanced-optimization.
Notes
- Keep loads targeted to the needed construction.