A Word Of Introduction

Harry Markowitz

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.


Free, no registration required

Portfolio Optimizer is 100% free to use, with no need to provide contact information.

Too good to be true ?

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 a minimum variance portfolio of 2 assets with covariance matrix $\begin{bmatrix} 0.0025 & 0.0005 \newline 0.0005 & 0.01 \end{bmatrix}$ is as simple as making the following API call:

        { method: 'POST',
          headers: { 'Content-Type': 'application/json' },
          body: JSON.stringify({ assets: 2,
                                 assetsCovarianceMatrix: [[0.0025, 0.0005],
                                                          [0.0005, 0.0100]] 


What’s Next

Browse the Portfolio Optimizer documentation

API Documentation

Experiment with the Portfolio Optimizer endpoints

API Documentation Console

Search the blog for examples of Portfolio Optimizer usage


Reach out for any questions you may have


Stay Updated

Join the Portfolio Optimizer newsletter to stay updated about new features and other improvements.


Portfolio Optimizer is free to use, but not free to run.

If you appreciate the service, one way to show appreciation is to