A Word Of Introduction
A good portfolio is more than a long list of good stocks and bonds. It is a balanced whole, providing the investor with protections and opportunities with respect to a wide range of contingencies.
Harry Markowitz, Nobel Laureate, pioneer of the modern portfolio theory
Why Portfolio Optimizer
Creating a financial portfolio as a balanced whole - in the modern portfolio theory sense - requires complex mathematical algorithms.
Portfolio Optimizer exposes these algorithms as a user-friendly Web API, thus democratizing the access to the Nobel Prize-winning science of portfolio optimization.
Features
Free, no registration required
Portfolio Optimizer is free to use, with no need to provide contact information.
No coding skills required
As a Web API, Portfolio Optimizer is usable by AI and can be integrated anywhere with an Internet connection (Python scripts, web pages, Excel documents, Google Sheets…)
No PhD in mathematics required
Portfolio Optimizer hides the complexity of advanced algorithms behind easy-to-use Web API endpoints.
Get Started
Below is the Portfolio Optimizer Web API call to compute the long-only minimum variance portfolio of 2 assets with covariance matrix $\begin{bmatrix} 0.0025 & 0.0005 \newline 0.0005 & 0.01 \end{bmatrix}$:
fetch('https://api.portfoliooptimizer.io/v1/portfolios/optimization/minimum-variance',
{ method: 'POST',
headers: { 'Content-Type': 'application/json' },
body: JSON.stringify({ assets: 2,
assetsCovarianceMatrix: [[0.0025, 0.0005],
[0.0005, 0.0100]]
})
})
{}
Congratulations for your first usage of Portfolio Optimizer!
What’s Next
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Contribute
Portfolio Optimizer is free to use, but not free to run (nor to develop!).
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