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OpenParablePublic APIs

Portfolio Optimizer API

by portfoliooptimizer.io

No authHTTPSCORSFinance
Open documentation ↗

Overview

Portfolio analysis and optimization

Portfolio Optimizer is a finance API from portfoliooptimizer.io. It needs no API key. It is served over HTTPS and allows browser requests (CORS). Its OpenAPI description documents 83 endpoints.

At a glance

Authentication
No auth
HTTPS
Yes
CORS
Yes
Category
Finance
Base URL
https://api.portfoliooptimizer.io/v1
Version
1.0.9
Endpoints
83
OpenAPI
Specification ↗
Spec updated
2023-03-06

Make a first request

Replace the placeholders; the documentation says exactly where credentials go.

cURL
curl -X POST "https://api.portfoliooptimizer.io/v1/assets/analysis/absorption-ratio" \
  -H "Accept: application/json"
JavaScript
const response = await fetch("https://api.portfoliooptimizer.io/v1/assets/analysis/absorption-ratio", {
  method: "POST",
  headers: {
    "Accept": "application/json",
  },
});
const data = await response.json();
console.log(data);
Python
import requests

response = requests.request(
    "POST",
    "https://api.portfoliooptimizer.io/v1/assets/analysis/absorption-ratio",
    headers={
    "Accept": "application/json",
    },
    timeout=30,
)
print(response.json())

Endpoints

MethodPathWhat it does
POST/assets/analysis/absorption-ratioAbsorption Ratio
POST/assets/analysis/turbulence-indexTurbulence Index
POST/assets/correlation/matrixCorrelation Matrix
POST/assets/correlation/matrix/boundsCorrelation Matrix Bounds
POST/assets/correlation/matrix/denoisedDenoised Correlation Matrix
POST/assets/correlation/matrix/distanceCorrelation Matrix Distance
POST/assets/correlation/matrix/effective-rankCorrelation Matrix Effective Rank
POST/assets/correlation/matrix/informativenessCorrelation Matrix Informativeness
POST/assets/correlation/matrix/nearestNearest Correlation Matrix
POST/assets/correlation/matrix/randomRandom Correlation Matrix
POST/assets/correlation/matrix/shrinkageCorrelation Matrix Shrinkage
POST/assets/correlation/matrix/theory-impliedTheory-Implied Correlation Matrix
POST/assets/correlation/matrix/validationCorrelation Matrix Validation
POST/assets/covariance/matrixCovariance Matrix
POST/assets/covariance/matrix/effective-rankCovariance Matrix Effective Rank
POST/assets/covariance/matrix/exponentially-weightedExponentially Weighted Covariance Matrix
POST/assets/covariance/matrix/validationCovariance Matrix Validation
POST/assets/kurtosisKurtosis
POST/assets/prices/adjustedAdjusted Prices
POST/assets/prices/adjusted/forwardForward-Adjusted Prices
POST/assets/returnsArithmetic Returns
POST/assets/returns/averageArithmetic Average Return
POST/assets/returns/simulation/bootstrapBootstrap
POST/assets/skewnessSkewness
POST/assets/varianceVariance
POST/assets/volatilityVolatility
POST/factors/residualizationResidualization
POST/portfolio/analysis/alphaAlpha
POST/portfolio/analysis/betaBeta
POST/portfolio/analysis/conditional-value-at-riskConditional Value At Risk
POST/portfolio/analysis/contributions/returnReturn Contributions
POST/portfolio/analysis/contributions/riskRisk Contributions
POST/portfolio/analysis/correlation-spectrumCorrelation Spectrum
POST/portfolio/analysis/diversification-ratioDiversification Ratio
POST/portfolio/analysis/drawdownsDrawdowns
POST/portfolio/analysis/effective-number-of-betsEffective Number of Bets
POST/portfolio/analysis/factors/exposuresFactor Exposures
POST/portfolio/analysis/mean-variance/efficient-frontierMean-Variance Efficient Frontier
POST/portfolio/analysis/mean-variance/minimum-variance-frontierMean-Variance Minimum Variance Frontier
POST/portfolio/analysis/returnArithmetic Return
POST/portfolio/analysis/returns/averageArithmetic Average Return
POST/portfolio/analysis/sharpe-ratioSharpe Ratio
POST/portfolio/analysis/sharpe-ratio/bias-adjustedBias-Adjusted Sharpe Ratio
POST/portfolio/analysis/sharpe-ratio/confidence-intervalSharpe Ratio Confidence Interval
POST/portfolio/analysis/sharpe-ratio/probabilisticProbabilistic Sharpe Ratio
POST/portfolio/analysis/sharpe-ratio/probabilistic/minimum-track-record-lengthMinimum Track Record Length
POST/portfolio/analysis/tracking-errorTracking Error
POST/portfolio/analysis/ulcer-indexUlcer Index
POST/portfolio/analysis/ulcer-performance-indexUlcer Performance Index
POST/portfolio/analysis/value-at-riskValue At Risk
POST/portfolio/analysis/volatilityVolatility
POST/portfolio/construction/investableInvestable Portfolio
POST/portfolio/construction/mimickingMimicking Portfolio
POST/portfolio/construction/randomRandom Portfolio
POST/portfolio/optimization/equal-risk-contributionsEqual Risk Contributions Portfolio
POST/portfolio/optimization/equal-sharpe-ratio-contributionsEqual Sharpe Ratio Contributions Portfolio
POST/portfolio/optimization/equal-volatility-weightedEqual Volatility Weighted Portfolio
POST/portfolio/optimization/equal-weightedEqual Weighted Portfolio
POST/portfolio/optimization/hierarchical-risk-parityHierarchical Risk Parity Portfolio
POST/portfolio/optimization/hierarchical-risk-parity/clustering-basedHierarchical Clustering-Based Risk Parity Portfolio
POST/portfolio/optimization/inverse-variance-weightedInverse Variance Weighted Portfolio
POST/portfolio/optimization/inverse-volatility-weightedInverse Volatility Weighted Portfolio
POST/portfolio/optimization/market-capitalization-weightedMarket Capitalization Weighted Portfolio
POST/portfolio/optimization/maximum-decorrelationMaximum Decorrelation Portfolio
POST/portfolio/optimization/maximum-returnMaximum Return Portfolio
POST/portfolio/optimization/maximum-return/diversifiedDiversified Maximum Return Portfolio
POST/portfolio/optimization/maximum-return/subset-resampling-basedSubset Resampling-Based Maximum Return Portfolio
POST/portfolio/optimization/maximum-sharpe-ratioMaximum Sharpe Ratio Portfolio
POST/portfolio/optimization/maximum-sharpe-ratio/diversifiedDiversified Maximum Sharpe Ratio Portfolio
POST/portfolio/optimization/maximum-sharpe-ratio/subset-resampling-basedSubset Resampling-Based Maximum Sharpe Ratio Portfolio
POST/portfolio/optimization/maximum-ulcer-performance-indexMaximum Ulcer Performance Index Portfolio
POST/portfolio/optimization/mean-variance-efficientMean-Variance Efficient Portfolio
POST/portfolio/optimization/mean-variance-efficient/diversifiedDiversified Mean-Variance Efficient Portfolio
POST/portfolio/optimization/mean-variance-efficient/subset-resampling-basedSubset Resampling-Based Mean-Variance Efficient Portfolio
POST/portfolio/optimization/minimum-correlationMinimum Correlation Portfolio
POST/portfolio/optimization/minimum-ulcer-indexMinimum Ulcer Index Portfolio
POST/portfolio/optimization/minimum-varianceMinimum Variance Portfolio
POST/portfolio/optimization/minimum-variance/diversifiedDiversified Minimum Variance Portfolio
POST/portfolio/optimization/minimum-variance/subset-resampling-basedSubset Resampling-Based Minimum Variance Portfolio
POST/portfolio/optimization/most-diversifiedMost Diversified Portfolio
POST/portfolio/simulation/rebalancing/drift-weightDrift-weight Portfolio Rebalancing
POST/portfolio/simulation/rebalancing/fixed-weightFixed-weight Portfolio Rebalancing
POST/portfolio/simulation/rebalancing/random-weightRandom-weight Portfolio Rebalancing

Questions

Does the Portfolio Optimizer API need an API key?

No. The Portfolio Optimizer API can be called without an API key or sign-up, which makes it handy for prototypes and front-end demos.

Can I call the Portfolio Optimizer API from the browser?

Yes. The Portfolio Optimizer API sends CORS headers, so a web page can call it directly with fetch().

Does the Portfolio Optimizer API support HTTPS?

Yes, the Portfolio Optimizer API is served over HTTPS.

How many endpoints does the Portfolio Optimizer API have?

Its OpenAPI description lists 83 endpoints in version 1.0.9. All of them are shown on this page.

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Listed from public-apis (MIT), public-apis database (MIT), APIs.guru (CC0).