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 - requires complex mathematical algorithms.

Portfolio Optimizer exposes these algorithms as an easy to use Web API, thus democratizing the access to the Nobel Prize-winning science of portfolio optimization.

Features

Free, no registration required

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

Too good to be true?

No coding skills required

As a Web API, Portfolio Optimizer is usable from web pages, from Microsoft Excel, from Google Sheets

No PhD in mathematics required

Portfolio Optimizer hides the complexity of portfolio optimization algorithms behind well-designed Web API endpoints.

Want the caveats?

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/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]] 
                               })  
        })  

{}

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

Blog

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Contact

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