optimize_portfolio_tool

Optimize asset allocation to maximize returns or minimize risk using customizable constraints like budget, risk tolerance, sector limits, and solver options.

Instructions

Optimize portfolio allocation to maximize return or minimize risk.

    Args:
        assets: List of asset dictionaries with expected return, risk, and sector
        objective: Optimization objective ("maximize_return", "minimize_risk", "maximize_sharpe", "risk_parity")
        budget: Total budget to allocate (default: 1.0)
        risk_tolerance: Maximum acceptable portfolio risk (optional)
        sector_constraints: Maximum allocation per sector (optional)
        min_allocation: Minimum allocation per asset (default: 0.0)
        max_allocation: Maximum allocation per asset (default: 1.0)
        solver_name: Solver to use ("CBC", "GLPK", "GUROBI", "CPLEX")
        time_limit_seconds: Maximum solving time in seconds (default: 30.0)

    Returns:
        Optimization result with optimal portfolio allocation
    

Input Schema

Name	Required	Default
`assets`	Yes
`budget`	No
`max_allocation`	No
`min_allocation`	No
`objective`	No	maximize_return
`risk_tolerance`	No
`sector_constraints`	No
`solver_name`	No	CBC
`time_limit_seconds`	No

Input Schema (JSON Schema)

{
  "properties": {
    "assets": {
      "items": {
        "additionalProperties": true,
        "type": "object"
      },
      "title": "Assets",
      "type": "array"
    },
    "budget": {
      "default": 1,
      "title": "Budget",
      "type": "number"
    },
    "max_allocation": {
      "default": 1,
      "title": "Max Allocation",
      "type": "number"
    },
    "min_allocation": {
      "default": 0,
      "title": "Min Allocation",
      "type": "number"
    },
    "objective": {
      "default": "maximize_return",
      "title": "Objective",
      "type": "string"
    },
    "risk_tolerance": {
      "anyOf": [
        {
          "type": "number"
        },
        {
          "type": "null"
        }
      ],
      "default": null,
      "title": "Risk Tolerance"
    },
    "sector_constraints": {
      "anyOf": [
        {
          "additionalProperties": {
            "type": "number"
          },
          "type": "object"
        },
        {
          "type": "null"
        }
      ],
      "default": null,
      "title": "Sector Constraints"
    },
    "solver_name": {
      "default": "CBC",
      "title": "Solver Name",
      "type": "string"
    },
    "time_limit_seconds": {
      "default": 30,
      "title": "Time Limit Seconds",
      "type": "number"
    }
  },
  "required": [
    "assets"
  ],
  "type": "object"
}

mcp-optimizer

optimize_portfolio_tool

Instructions

Input Schema

Input Schema (JSON Schema)

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