NVIDIA Portfolio Optimization Skill

The skill directory holds SKILL.md, skill-card.md, BENCHMARK.md, an evals/ directory and references/workflows/. Backtests report Sharpe, Sortino, mean portfolio return and max drawdown for both the optimized and the benchmark portfolio; when the user names no benchmark, the default is an equal-weight portfolio over the same tickers. The default dataset is data/stock_data/sp500.csv, fetched through the package’s yfinance helper only after asking the user to confirm. Install it with npx skills add nvidia/skills --skill portfolio-optimization --yes.

The skill is a set of instructions, and it cannot run without NVIDIA hardware. SKILL.md mandates cuOpt as the only solver — “Never fall back to CLARABEL, SCS, ECOS, or another CPU solver. If cuOpt is absent, finish validation/setup and report that the GPU/cuOpt runtime is missing instead of fabricating a CPU result” — so a CPU-only agent can install it but not execute the workflow. It also forbids pip-installing its own dependency (“Do not pip install portfolio_optimization; do not reimplement the example workflows from scratch”), expecting a prepared environment set up with uv sync --extra cuda12, --extra cuda13 or --extra cuda13-socp. The skill-card records that no API key or external credential is required. This is a deliberately vendor-locked skill, not a portable portfolio-optimization one.

NVIDIA’s own evaluation (BENCHMARK.md, dated 2026-07-30) reports overall scores rising from 64% to 84% for Claude Code and from 58% to 72% for Codex; the sample is four tasks with one attempt each, tier-2 semantic deduplication was never run, and the numbers are vendor self-reported rather than independent evidence. The repository is a catalog mirror, not the source of truth: skills are synced daily from their product repos, and this one lives upstream at NVIDIA-AI-Blueprints/portfolio-optimization, where issues and contributions route.

License note: the NVIDIA/skills repository has no plain root LICENSE file. It carries LICENSE-APACHE and LICENSE-CC-BY-4.0, with the README placing documentation and skills under CC BY 4.0 and source code under Apache-2.0; GitHub’s detector resolves only the Apache half. For this skill the ambiguity is settled in NVIDIA’s own text — SKILL.md’s frontmatter and its in-file SPDX header both declare Apache-2.0.