← Back to list
advanced-math-tradingportfolio-factors
by keith-mvs
An advanced AI-driven quantitative trading ecosystem featuring multi-source market data aggregation, high-fidelity paper trading simulation, and machine learning-powered signal generation.
⭐ 1🍴 0📅 Dec 28, 2025
Run in ManusSKILL.md
name: advanced-math-trading/portfolio-factors description: Factor modeling and portfolio construction (Markowitz, Black-Litterman, constraints, turnover).
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.
Score
Total Score
75/100
Based on repository quality metrics
✓SKILL.md
SKILL.mdファイルが含まれている
+20
✓LICENSE
ライセンスが設定されている
+10
✓説明文
100文字以上の説明がある
+10
○人気
GitHub Stars 100以上
0/15
✓最近の活動
3ヶ月以内に更新
+5
○フォーク
10回以上フォークされている
0/5
✓Issue管理
オープンIssueが50未満
+5
✓言語
プログラミング言語が設定されている
+5
✓タグ
1つ以上のタグが設定されている
+5
Reviews
💬
Reviews coming soon
