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 REST API.

Features

Free, no registration required

Portfolio Optimizer is 100% free to use.

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 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:

What’s Next

Browse the API documentation

API Documentation

Search the blog for examples of usage

Blog

Reach out for any questions you may have

Contact

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