I’m one of the maintainers of skfolio, and I wanted to share something I’ve been tinkering with lately.
This project was heavily inspired by Andrej Karpathy’s autoresearch pattern. I wanted to see if I could apply that same "loop" to quantitative finance—specifically, using LLM agents to autonomously iterate on portfolio construction and risk strategies.
Turns out that GLM-5 improved the deflated Sharpe ratio significantly, hitting scores up to 0.93 in my testing.
I've also added a section about how to run Claude Code for free using OpenRouter free-tier models.
