Portfolio Optimizer is a [Web API](https://en.wikipedia.org/wiki/Web_API) to analyze and optimize investment portfolios (collection of financial assets such as stocks, bonds, ETFs, crypto-currencies) using modern portfolio theory algorithms (mean-variance, VaR, etc.). # API General Information P
Every row below was read from the vendor's own OpenAPI document. The summary text is theirs. What this registry adds is that each operation is indexed with its method, path, base URL and auth scheme, so a search for a capability can answer with a call rather than a name, and that the endpoint is probed on a schedule.
Specifications as held by the APIs.guru corpus, whose newest record is 2023-04-21. Operations the vendor has added since are not listed here; the origin links above are the vendor's own current documents.
base URLs: https://api.portfoliooptimizer.io/v1 https://eu-west-1.api.portfoliooptimizer.io/v1
auth: a p i k e y
find it by capability: POST /search {"query":{"text":"..."}} returns these
operations with their invocation detail. Connect any agent client.
Portfolio Optimizer is a [Web API](https://en.wikipedia.org/wiki/Web_API) to analyze and optimize investment portfolios (collection of financial assets such as stocks, bonds, ETFs, crypto-currencies) using modern portfolio theory algorithms (mean-variance, VaR, etc.). # API General Information Portfolio Optimizer is based on [REST](https://en.wikipedia.org/wiki/Representational_state_transfer)
| method | path | what the vendor says it does |
|---|---|---|
POST | /assets/analysis/absorption-ratio | Absorption Ratio Compute the absorption ratio associated to a universe of assets. References * [Mark Kritzman |
POST | /assets/analysis/turbulence-index | Turbulence Index Compute the turbulence index associated to a universe of assets. References * [M. Kritzman, |
POST | /assets/correlation/matrix | Correlation Matrix Compute the Pearson asset correlation matrix from either: * The asset returns * The asset |
POST | /assets/correlation/matrix/bounds | Correlation Matrix Bounds Compute the lower bounds and the upper bounds of an asset correlation matrix associa |
POST | /assets/correlation/matrix/denoised | Denoised Correlation Matrix Compute a denoised asset correlation matrix, using one of the following methods: |
POST | /assets/correlation/matrix/distance | Correlation Matrix Distance Compute the distance between an asset correlation matrix and a reference correlati |
POST | /assets/correlation/matrix/effective-rank | Correlation Matrix Effective Rank Compute the effective rank of an asset correlation matrix. References * [Ol |
POST | /assets/correlation/matrix/informativeness | Correlation Matrix Informativeness Compute the informativeness of an asset correlation matrix, using one of th |
POST | /assets/correlation/matrix/nearest | Nearest Correlation Matrix Compute the _closest_ - in terms of [the Frobenius norm](https://en.wikipedia.org/w |
POST | /assets/correlation/matrix/random | Random Correlation Matrix Generate an asset correlation matrix uniformly at random over the space of positive |
POST | /assets/correlation/matrix/shrinkage | Correlation Matrix Shrinkage Compute an asset correlation matrix as a convex linear combination of an asset co |
POST | /assets/correlation/matrix/theory-implied | Theory-Implied Correlation Matrix Compute the theory-implied asset correlation matrix associated with: * A hie |
POST | /assets/correlation/matrix/validation | Correlation Matrix Validation Validate whether a matrix is an asset correlation matrix. References * [Wikiped |
POST | /assets/covariance/matrix | Covariance Matrix Compute the covariance matrix of assets from either: * The asset correlation matrix and th |
POST | /assets/covariance/matrix/effective-rank | Covariance Matrix Effective Rank Compute the effective rank of an asset covariance matrix. References * [Oliv |
POST | /assets/covariance/matrix/exponentially-weighted | Exponentially Weighted Covariance Matrix Compute an exponentially weighted covariance matrix of assets returns |
POST | /assets/covariance/matrix/validation | Covariance Matrix Validation Validate whether a matrix is a covariance matrix. References * [Wikipedia, Covar |
POST | /assets/kurtosis | Kurtosis Compute the kurtosis of one or several asset(s), from the asset returns. References * [Wikipedia, Ku |
POST | /assets/prices/adjusted | Adjusted Prices Compute the backward-adjusted prices of one or several asset(s) for one or several date(s) fro |
POST | /assets/prices/adjusted/forward | Forward-Adjusted Prices Compute the forward-adjusted prices of one or several asset(s) for one or several date |
POST | /assets/returns | Arithmetic Returns Compute the arithmetic return(s) of one or several asset(s) for one or several time period( |
POST | /assets/returns/average | Arithmetic Average Return Compute the arithmetic average of the return(s) of one or several asset(s). Referen |
POST | /assets/returns/simulation/bootstrap | Bootstrap Simulate the return(s) of one or several asset(s) for one or several time period(s) using a bootstra |
POST | /assets/skewness | Skewness Compute the skewness of one or several asset(s), from the asset returns. References * [Wikipedia, Sk |
POST | /assets/variance | Variance Compute the variance of one or several asset(s) from either: * The asset returns * The asset covari |
POST | /assets/volatility | Volatility Compute the volatility (i.e., standard deviation) of one or several asset(s) from either: * The a |
POST | /factors/residualization | Residualization Compute the residuals of a factor against a set of factors, using a returns-based linear regre |
POST | /portfolio/analysis/alpha | Alpha Compute the Jensen’s alpha of one or several portfolio(s) in the Capital Asset Pricing Model (CAPM). Re |
POST | /portfolio/analysis/beta | Beta Compute the beta of one or several portfolio(s) in the Capital Asset Pricing Model (CAPM). References * |
POST | /portfolio/analysis/conditional-value-at-risk | Conditional Value At Risk Compute the conditional value at risk of one or several portfolio(s) from portfolio |
POST | /portfolio/analysis/contributions/return | Return Contributions Perform a return contribution analysis of one or several portfolio(s), optionally using g |
POST | /portfolio/analysis/contributions/risk | Risk Contributions Perform a risk contribution analysis of one or several portfolio(s), optionally using group |
POST | /portfolio/analysis/correlation-spectrum | Correlation Spectrum Compute the correlation spectrum of one or several portfolio(s). References * [Tristan F |
POST | /portfolio/analysis/diversification-ratio | Diversification Ratio Compute the diversification ratio of one or several portfolio(s). References * [Yves Ch |
POST | /portfolio/analysis/drawdowns | Drawdowns Compute the drawdown function - also called the underwater equity curve -, as well as the worst 10 d |
POST | /portfolio/analysis/effective-number-of-bets | Effective Number of Bets Compute the effective number of bets of one or several portfolio(s). References * [M |
POST | /portfolio/analysis/factors/exposures | Factor Exposures Compute the exposures of one or several portfolio(s) to a set of factors, using a returns-bas |
POST | /portfolio/analysis/mean-variance/efficient-frontier | Mean-Variance Efficient Frontier Compute the discretized mean-variance efficient frontier associated to a list |
POST | /portfolio/analysis/mean-variance/minimum-variance-frontier | Mean-Variance Minimum Variance Frontier Compute the discretized mean-variance minimum variance frontier associ |
POST | /portfolio/analysis/return | Arithmetic Return Compute the arithmetic return of one or several portfolio(s) from either: * Portfolio asse |
and 43 more operation(s) in this specification, all searchable.
specification origin: https://docs.portfoliooptimizer.io/openapi/portfoliooptimizer.yaml
nothing on this page is a rating, an endorsement or a claim about quality. Reachability is what our probes observed from one network; answering is a floor under usefulness, not a measure of it.