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 an investment portfolio as a balanced whole - in the modern portfolio theory sense - is impossible without the proper mathematical and computational tools.
Portfolio Optimizer aims to bring such tools to the masses, as a easy to use Web API.
Features
No PhD in mathematics required
Portfolio Optimizer hides the complexity of portfolio optimization algorithms.
No coding skills required
Portfolio Optimizer is usable from web pages, from Microsoft Excel, from Google Sheets…
Get Started
Computing the (long-only) global minimum variance portfolio of two assets with covariance matrix $\begin{bmatrix} 0.0025 & 0.0005 \newline 0.0005 & 0.01 \end{bmatrix}$ is done by invoking the following API endpoint:
fetch('https://api.portfoliooptimizer.io/v1/portfolio/optimization/minimum-variance',
{ method: 'POST',
headers: { 'Content-Type': 'application/json' },
body: JSON.stringify({ assets: 2,
assetsCovarianceMatrix: [[0.0025, 0.0005],
[0.0005, 0.0100]] }) })
.then(response => response.json())
.then(json => console.log(json))
{}
Congratulations, you have just made your first call to Portfolio Optimizer!
What’s Next
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