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
        )
        ```