Portfolio Research Loop
SkillSkill
Set it running before bed. Wake up to a ranked log of strategy improvements.
About
An autonomous overnight research loop for portfolio strategy parameter optimisation — the quantitative finance equivalent of karpathy/autoresearch's AI-driven LLM training loop, adapted for investment strategies. Point your agent at a strategy and a list of parameters to explore. It establishes a Sharpe baseline, runs experiments one parameter at a time, keeps what improves performance, reverts what doesn't, and logs every result to a TSV file. No babysitting. No spreadsheets. One overnight session on a live 85-asset ETF strategy found a configuration that improved Sharpe by +0.113 across ~15 experiments.
Core Capabilities
- - Baseline Sharpe establishment before any parameter changes begin
- - Strict one-parameter-at-a-time discipline (no confounded experiments)
- - Keep/discard logic with a configurable Sharpe improvement threshold
- - Smart queue prioritisation: continues promising directions before branching
- - Crash logging with automatic loop recovery (failed experiments logged
- session continues)
- - Resumable sessions: loads results.tsv on restart and skips completed experiments
- - Per-experiment terminal output with live delta vs baseline
- - End-of-session report: best configuration found
- top 3 experiments
- next-session recommendation
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One-time purchase
$49
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Details
- Type
- Skill
- Category
- Finance
- Price
- $49
- License
- One-time purchase
Compatible With
Any persona with CLI access
Required Tools
python, R, etc.
Works great with
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