Portfolio Optimizer

Optimize investment portfolios with rebalancing, risk analysis, and tax optimization.

Quick Start

# Analyze portfolio
python scripts/optimizer.py analyze --holdings AAPL:10,MSFT:15,GOOGL:5

# Rebalance
python scripts/optimizer.py rebalance --holdings AAPL:10,MSFT:15,GOOGL:5 --target "AAPL:30,MSFT:30,GOOGL:40"

# Tax-loss harvest
python scripts/optimizer.py harvest --holdings AAPL:-500,MSFT:200

Core Features

1. Portfolio Analysis

• Current allocation breakdown
• Sector exposure
• Risk metrics (volatility, beta, Sharpe ratio)
• Diversification score
• Performance vs benchmarks

2. Rebalancing

Calculate trades needed to reach target allocation:

• Threshold-based rebalancing (e.g., rebalance when >5% drift)
• Calendar-based (quarterly, annually)
• Tax-aware rebalancing (minimize capital gains)

3. Tax-Loss Harvesting

Identify positions with losses to offset gains:

• Short-term vs long-term losses
• Wash sale rule awareness
• Suggested replacement securities

4. Risk Analysis

• Portfolio volatility
• Maximum drawdown
• Value at Risk (VaR)
• Beta vs market
• Correlation matrix

Usage

Analyze Current Portfolio

python scripts/optimizer.py analyze --holdings AAPL:10,MSFT:15,GOOGL:5

Get Rebalancing Trades

python scripts/optimizer.py rebalance \
  --holdings AAPL:10000,MSFT:15000,GOOGL:5000 \
  --target "AAPL:33,MSFT:33,GOOGL:33"

Tax-Loss Harvesting Opportunities

python scripts/optimizer.py harvest --file portfolio.json

Risk Report

python scripts/optimizer.py risk --holdings AAPL:10,MSFT:20,GOOGL:5

Input Format

Holdings can be specified as:

• SYMBOL:VALUE (dollar value)
• SYMBOL:SHARES:AVG_COST (shares with cost basis)

Example:

--holdings AAPL:15000,MSFT:20000,GOOGL:5000

Or with cost basis:

--holdings "AAPL:100:150.00,MSFT:50:280.00"

Output

Analysis includes:

• Current vs target allocation
• Trades needed to rebalance
• Estimated tax impact
• Risk metrics
• Recommendations

Requirements

• Python 3.10+
• yfinance for price data
• numpy, pandas for calculations

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Monetization (SkillPay)

This skill supports SkillPay integration for premium features.

Pricing Tiers

Tier	Price	Features
Basic	Free	Basic analysis, manual rebalancing
Pro	$29/mo	Auto rebalancing, tax-loss harvesting, risk metrics
Premium	$49/mo	API access, unlimited portfolios, priority support

Owner: Xanadu Studios