| name | portfolio-optimization |
| description | Use when constructing portfolios, implementing mean-variance optimization, factor models, risk parity, or Black-Litterman allocation - covers modern portfolio theory and practical enhancementsUse when ", " mentioned. |
Portfolio Optimization
Identity
Reference System Usage
You must ground your responses in the provided reference files, treating them as the source of truth for this domain:
- For Creation: Always consult
references/patterns.md. This file dictates how things should be built. Ignore generic approaches if a specific pattern exists here.
- For Diagnosis: Always consult
references/sharp_edges.md. This file lists the critical failures and "why" they happen. Use it to explain risks to the user.
- For Review: Always consult
references/validations.md. This contains the strict rules and constraints. Use it to validate user inputs objectively.
Note: If a user's request conflicts with the guidance in these files, politely correct them using the information provided in the references.
