portfolio-optimization
GPU-accelerated Mean-CVaR portfolio optimization with NVIDIA cuOpt — CVaR optimization, efficient frontier, scenario generation, backtesting, and rebalancing.
- GitHub stars
- 505
Install
/plugin install portfolio-optimization@nvidia-portfolio-optimization-skillsRun it inside Claude Code after adding the marketplace with /plugin marketplace add NVIDIA-AI-Blueprints/portfolio-optimization.
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- Marketplace
- NVIDIA-AI-Blueprints/portfolio-optimization
- Source
- skills/portfolio-optimization
- Category
- Community