portfolio-optimization
Skill building and backtesting stock portfolios with Mean-CVaR and NVIDIA cuOpt.
About
Use when a user asks to build, optimize, backtest, rebalance, or analyze a stock portfolio with Mean-CVaR, Mean-Variance/SOCP variance caps, efficient frontiers, scenario generation, or NVIDIA cuOpt.
At a glance
- Category
- Markets and investing Portfolio
- Made for
- Business teams
- Pricing
- Free
- Access
- No sign-in
Category, summary and these details are StealthStack's reading of the publisher's own listing. Check the publisher's page before you rely on them.
Capabilities
The crawler did not record capability metadata for this resource. Inspect the endpoint directly to see what it exposes.
Provenance
- Discovered
- Relayed by agntcy
- Identifier
- urn:air:outshift.io:agntcy:portfolio-optimization
- Catalog host
- outshift.io · via agntcy registry
- Anchor check
- Not anchored
- Last crawled
- seen 5h ago
Discovered through outshift.io's registry, not anchored by StealthStack. We relay the listing as-is; we have not checked that the URN authority matches the publishing host. How trust works →