iskpi-workshops-ai-evaluation

Backtest portfolio performance using historical data. Use when validating portfolio strategy with historical returns, calculating realized metrics, and stress testing.

Execute portfolio optimization using Mean-Variance Optimization (MVO) or Hierarchical Risk Parity (HRP). Use when constructing optimal portfolio weights from a set of assets.

Compare different portfolio optimization approaches and present trade-offs. Use when the investor wants to see multiple options or understand alternatives.

Assess portfolio risk using volatility, drawdown, and other risk metrics. Use when evaluating the risk characteristics of a portfolio or comparing risk profiles.

Select appropriate asset universes for portfolio construction based on investor profile, risk tolerance, and investment goals. Use when determining which assets to include in a portfolio.