投资组合优化
投资组合优化：提供多策略投资组合优化框架，支持均值-方差、Black-Litterman 和分层风险平价（HRP）算法，内置多种协方差估计方法对比分析。 含 14 条反模式约束。
晶体简介
Constraints
Evidence Quality
Medium confidence — review before critical use
43 条不可违反的约束
WHENWhen implementing mean-variance portfolio optimization
ACTIONVerify covariance matrix passes is_positive_semidefinite check before optimization
CONSEQUENCENon-positive semidefinite covariance matrix causes Cholesky decomposition to fail with LinAlgError, preventing optimizer from running
WHENWhen computing covariance and expected returns
ACTIONVerify expected returns series has the same index as covariance matrix columns
CONSEQUENCEIndex mismatch between expected returns and covariance matrix causes portfolio optimization to fail with dimension error or produces incorrect weights
WHENWhen processing raw price data
ACTIONVerify no NaN values exist in output covariance matrix
CONSEQUENCENaN values in covariance matrix cause portfolio optimization to produce NaN/inf weights or fail entirely
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更新历史
v0.1.0: 首次发布到 Doramagic.ai。基于 tangweigang-jpg/doramagic-skills 的自动化 batch-v1 元数据 + 自动生成 FAQ。