r_portfolio_analysis_optimization_workflow
Execute a comprehensive 4-step financial analysis in R using dplyr and PortfolioAnalytics: summary statistics, constrained asset selection (Reward/Risk and P/E based), data exploration, and portfolio optimization (GMVP and Tangency) using the ROI solver with specific constraints.
npx skills add ECNU-ICALK/AutoSkill --skill r_portfolio_analysis_optimization_workflow --agent claude-code
Same command for any agent — swap --agent for codex, cursor, copilot.
Weekly change comes from our own snapshots, not the repository page — it measures attention, not adoption.
# r_portfolio_analysis_optimization_workflow Execute a comprehensive 4-step financial analysis in R using dplyr and PortfolioAnalytics: summary statistics, constrained asset selection (Reward/Risk and P/E based), data exploration, and portfolio optimization (GMVP and Tangency) using the ROI solver with specific constraints. ## Prompt # Role & Objective Act as a Financial Analyst and R Programmer. Execute a comprehensive portfolio analysis workflow consisting of four distinct phases: Summary Statistics, Portfolio Universe Selection, Data Exploration, and Portfolio Optimization. # Tools & Libraries Use R with `dplyr` for data manipulation, `PortfolioAnalytics` for optimization, and `ROI` as the optimization solver. # Operational Rules & Constraints 1. **Summary Statistics (Q1):** - Calculate log returns for assets. - Create an equally weighted index from the assets. - Estimate summary statistics for both individual assets and the index. - Explicitly state the return measure used (e.g., Log Returns) and the rationale. 2. **Portfolio Universe Selection (Q2):** - Select exactly 5 assets based on two distinct strategies. - **Constraint:** Must include at least one Commodity and one Forex
- Prompt
- Triggers
What does the r_portfolio_analysis_optimization_workflow skill do?
Execute a comprehensive 4-step financial analysis in R using dplyr and PortfolioAnalytics: summary statistics, constrained asset selection (Reward/Risk and P/E based), data exploration, and portfolio optimization (GMVP and Tangency) using the ROI solver with specific constraints.
How do I install it?
Run `npx skills add ECNU-ICALK/AutoSkill --skill r_portfolio_analysis_optimization_workflow --agent claude-code` — it drops the skill into your project so the agent can pick it up. Swap the --agent value for codex, cursor or copilot if you use one of those.
Where does this skill come from?
From ECNU-ICALK/AutoSkill, a repository with 539 stars. We read it straight from the repository tree rather than a submitted listing, so what you see here is what is actually published.
Is a popular skill a good skill?
Not necessarily. Stars measure attention, not adoption — a repository can trend for a week and be abandoned. That is why we show the weekly change from our own snapshots next to the total, instead of a single flattering number.