portfolio-mcp

Finds optimal portfolio weights based on the specified optimization method. Uses numerical optimization (scipy) to find the solution. Args: name: The portfolio name. method: Optimization method: - "max_sharpe": Maximize Sharpe ratio (default) - "min_volatility": Minimize portfolio volatility - "efficient_return": Minimize volatility for target return - "efficient_volatility": Maximize return for target volatility target_return: Required for "efficient_return" method. The target annualized return to achieve. target_volatility: Required for "efficient_volatility" method. The target annualized volatility. Returns: Dictionary containing: - method: Optimization method used - optimal_weights: Dict of optimal weights per symbol - expected_return: Expected return of optimal portfolio - volatility: Volatility of optimal portfolio - sharpe_ratio: Sharpe ratio of optimal portfolio - original: Original portfolio metrics for comparison - improvement: Improvement over original portfolio Example: ``` # Maximize Sharpe ratio result = optimize_portfolio(name="tech_stocks", method="max_sharpe") # Minimize volatility result = optimize_portfolio(name="tech_stocks", method="min_volatility") # Target 15% return with minimum volatility result = optimize_portfolio( name="tech_stocks", method="efficient_return", target_return=0.15 ) ```