# Advanced Math Trading/portfolio Factors

> Factor modeling and portfolio construction (Markowitz, Black-Litterman, constraints, turnover).

- Skill: `diegosouzapw/advanced-math-trading-portfolio-factors` (Agent Skill, multi-file: 2 files)
- Install (CLI): `npx skillmds@latest add diegosouzapw/advanced-math-trading-portfolio-factors`
- Raw SKILL.md: https://api.skillmd.com/api/skills/diegosouzapw/advanced-math-trading-portfolio-factors/raw
- Safety review: pending (external: skill-scanner PASS, skillspector PASS)
- Works with: Claude Code, Claude.ai, OpenAI Codex
- Category: Coding & Dev Tools
- Author: diegosouzapw (https://skillmd.com/u/diegosouzapw)
- Updated: 2026-09-08
- Page: https://skillmd.com/skills/diegosouzapw/advanced-math-trading-portfolio-factors

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# What this covers
- Factor models, mean-variance, BL, turnover/constraints, links to advanced optimization examples.

# Navigation (load on demand)
- docs/knowledge-base/domains/foundations/advanced-mathematics/factor-models.md
- docs/knowledge-base/domains/foundations/advanced-mathematics/mean-variance-optimization-markowitz.md
- docs/knowledge-base/domains/foundations/advanced-mathematics/black-litterman-model.md
- Relevant sections in docs/knowledge-base/domains/foundations/advanced-mathematics/advanced-optimization.md (MOO, MIP).

# Quick workflows
- Build factor portfolio → factor-models + Markowitz.
- BL prior/posterior setup → Black-Litterman MD.
- Add cardinality/turnover → reuse MOO/MIP from advanced-optimization.

# Notes
- Keep loads targeted to the needed construction.