Use when a user asks to build, optimize, backtest, rebalance, or analyze a stock portfolio with Mean-CVaR, efficient frontiers, scenario generation, or NVIDIA cuOpt.
---
name: cufolio
description: Use when a user asks to build, optimize, backtest, rebalance, or analyze a stock portfolio with Mean-CVaR, efficient frontiers, scenario generation, or NVIDIA cuOpt.
license: Apache-2.0
metadata:
author: Jake Goldberg <jgoldberg@nvidia.com>
tags:
- portfolio-optimization
- cvar
- cuopt
- quantitative-finance
- gpu
---
# cuFOLIO Skill
<!--
SPDX-FileCopyrightText: Copyright (c) 2023-2025 NVIDIA CORPORATION & AFFILIATES. All rights reserved.
SPDX-License-Identifier: Apache-2.0
-->
## Purpose
Build and analyze quantitative portfolios with NVIDIA-accelerated Mean-CVaR optimization. Use cuFOLIO to compute returns, generate KDE scenarios, solve allocations with the cuOpt GPU solver, trace an efficient frontier, backtest portfolios, and run rebalancing workflows from price data.
… install to load the full skillIt activates automatically in your next session.
Not connected yet? Connect your AI first →
MCP endpoint
https://skillme.dev/api/mcp