What is demonstrated here is a successful translation from human language to code. OpenAI has another project for this purpose: Codex. Microsoft’s GitHub Copilot serves as a specialized version (both are descendents of GPT-3). DeepMind’s AlphaCode and the open source PolyCoder also target English to code translation.
What is missing (and provided by Marco) is the articulation of a solution that stems from a conceptual model, which in turn, is informed by causal links. For example: diversification reduces asset-specific risk.
Unless ChatGPT reasonably limits the weights of each individual stock based only on the objective at the beginning (minimize SD) without being explicitly instructed, we’d better curb our enthusiasm here.