Integration in a web page
In this post, I will show you how to integrate the Portfolio Optimizer Web API in a web page.
As a working example, I will display the meanvariance minimum variance frontier^{1} of 4 indexes.
In addition, I will also display the returns and the volatilities of portfolios made of random weights, to allow a visual comparison between meanvariance returnefficient portfolios and random portfolios.
Note: A fully functional web page corresponding to this post is available … right before your eyes ! Just check the source code of this page.
Integration of the Portfolio Optimizer API in a web page
Crossorigin requests are supported by the Portfolio Optimizer API.
This allows to easily integrate Portfolio Optimizer in a web page through the browsers native JavaScript XMLHttpRequest objects, or through any JavaScript library offering AJAX capabilities, like jQuery.
As an example, the following native JavaScript function calls the Arithmetic Returns API endpoint, like it is done in the web page you are currently viewing:
Example of integration: displaying the meanvariance minimum variance frontier
I will use Portfolio Optimizer to display the meanvariance minimum variance frontier of the following 4 indexes:
 ICE US Treasury Short Bond
 ICE US Treasury 20+ Year Bond
 S&P 500
 Gold spot price
Prices
Note: The index prices come from https://backtest.curvo.eu/. Be sure to check this site if you are an European investor in ETFs!
Average returns and covariance matrix
One of the first step in a meanvariance analysis is to compute:
 The average returns of the analyzed assets
 The covariance matrix of the analyzed assets
With Portfolio Optimizer, this is done thanks to the following API endpoints:

/v1/assets/returns
, to compute the assets (arithmetic) returns from the assets prices 
/v1/assets/returns/average
, to compute the average assets returns from the assets returns 
/v1/assets/covariance/matrix
, to compute the covariance matrix of the assets returns
Which gives:
Meanvariance minimum variance frontier
Using the indexes average returns and covariance matrix, it is possible to draw the indexes meanvariance minimum variance frontier.
With Portfolio Optimizer, this is done thanks to the /v1/portfolio/analysis/meanvariance/minimumvariancefrontier
API endpoint.
Which gives:
Random portfolios
With Portfolio Optimizer, it is also possible to simulate random portfolios, which are portfolios made of random assets weights.
This is done thanks to the /v1/portfolio/construction/random
API endpoint.
Which gives, on the same graph as the meanvariance minimum variance frontier:

The meanvariance minimum variance frontier is the set of portfolios in the (V,E) plane with the lowest volatility for any given return. ↩