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.
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---
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.
