Inverse Volatility Weights
curl --request POST \
--url https://api.fincept.in/quantlib/portfolio/risk/inverse-volatility \
--header 'Content-Type: application/json' \
--header 'X-API-Key: <api-key>' \
--data '
{
"covariance_matrix": [
[
0.04,
0.006,
0.008,
0.01
],
[
0.006,
0.09,
0.012,
0.015
],
[
0.008,
0.012,
0.0625,
0.018
],
[
0.01,
0.015,
0.018,
0.16
]
]
}
'import requests
url = "https://api.fincept.in/quantlib/portfolio/risk/inverse-volatility"
payload = { "covariance_matrix": [[0.04, 0.006, 0.008, 0.01], [0.006, 0.09, 0.012, 0.015], [0.008, 0.012, 0.0625, 0.018], [0.01, 0.015, 0.018, 0.16]] }
headers = {
"X-API-Key": "<api-key>",
"Content-Type": "application/json"
}
response = requests.post(url, json=payload, headers=headers)
print(response.text)const options = {
method: 'POST',
headers: {'X-API-Key': '<api-key>', 'Content-Type': 'application/json'},
body: JSON.stringify({
covariance_matrix: [
[0.04, 0.006, 0.008, 0.01],
[0.006, 0.09, 0.012, 0.015],
[0.008, 0.012, 0.0625, 0.018],
[0.01, 0.015, 0.018, 0.16]
]
})
};
fetch('https://api.fincept.in/quantlib/portfolio/risk/inverse-volatility', options)
.then(res => res.json())
.then(res => console.log(res))
.catch(err => console.error(err));<?php
$curl = curl_init();
curl_setopt_array($curl, [
CURLOPT_URL => "https://api.fincept.in/quantlib/portfolio/risk/inverse-volatility",
CURLOPT_RETURNTRANSFER => true,
CURLOPT_ENCODING => "",
CURLOPT_MAXREDIRS => 10,
CURLOPT_TIMEOUT => 30,
CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
CURLOPT_CUSTOMREQUEST => "POST",
CURLOPT_POSTFIELDS => json_encode([
'covariance_matrix' => [
[
0.04,
0.006,
0.008,
0.01
],
[
0.006,
0.09,
0.012,
0.015
],
[
0.008,
0.012,
0.0625,
0.018
],
[
0.01,
0.015,
0.018,
0.16
]
]
]),
CURLOPT_HTTPHEADER => [
"Content-Type: application/json",
"X-API-Key: <api-key>"
],
]);
$response = curl_exec($curl);
$err = curl_error($curl);
curl_close($curl);
if ($err) {
echo "cURL Error #:" . $err;
} else {
echo $response;
}package main
import (
"fmt"
"strings"
"net/http"
"io"
)
func main() {
url := "https://api.fincept.in/quantlib/portfolio/risk/inverse-volatility"
payload := strings.NewReader("{\n \"covariance_matrix\": [\n [\n 0.04,\n 0.006,\n 0.008,\n 0.01\n ],\n [\n 0.006,\n 0.09,\n 0.012,\n 0.015\n ],\n [\n 0.008,\n 0.012,\n 0.0625,\n 0.018\n ],\n [\n 0.01,\n 0.015,\n 0.018,\n 0.16\n ]\n ]\n}")
req, _ := http.NewRequest("POST", url, payload)
req.Header.Add("X-API-Key", "<api-key>")
req.Header.Add("Content-Type", "application/json")
res, _ := http.DefaultClient.Do(req)
defer res.Body.Close()
body, _ := io.ReadAll(res.Body)
fmt.Println(string(body))
}HttpResponse<String> response = Unirest.post("https://api.fincept.in/quantlib/portfolio/risk/inverse-volatility")
.header("X-API-Key", "<api-key>")
.header("Content-Type", "application/json")
.body("{\n \"covariance_matrix\": [\n [\n 0.04,\n 0.006,\n 0.008,\n 0.01\n ],\n [\n 0.006,\n 0.09,\n 0.012,\n 0.015\n ],\n [\n 0.008,\n 0.012,\n 0.0625,\n 0.018\n ],\n [\n 0.01,\n 0.015,\n 0.018,\n 0.16\n ]\n ]\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.fincept.in/quantlib/portfolio/risk/inverse-volatility")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Post.new(url)
request["X-API-Key"] = '<api-key>'
request["Content-Type"] = 'application/json'
request.body = "{\n \"covariance_matrix\": [\n [\n 0.04,\n 0.006,\n 0.008,\n 0.01\n ],\n [\n 0.006,\n 0.09,\n 0.012,\n 0.015\n ],\n [\n 0.008,\n 0.012,\n 0.0625,\n 0.018\n ],\n [\n 0.01,\n 0.015,\n 0.018,\n 0.16\n ]\n ]\n}"
response = http.request(request)
puts response.read_body{
"success": true,
"data": {
"weights": [
0.38,
0.22,
0.27,
0.13
]
}
}{
"detail": "Invalid API key"
}{
"detail": "Insufficient credits. This endpoint requires 5 credits."
}{
"detail": [
{
"loc": [
"body",
"expected_returns"
],
"msg": "field required",
"type": "value_error.missing"
}
]
}quantlib-portfolio
Inverse Volatility Weights
Computes portfolio weights inversely proportional to asset volatilities. This simple yet effective strategy allocates more to lower-volatility assets, providing natural diversification.
Use Cases:
- Simple risk-based portfolio construction
- Benchmark for more sophisticated strategies
- Low-volatility portfolio implementation
- Quick diversification without optimization
Formula: w_i = (1/σ_i) / Σ(1/σ_j)
Where σ_i is the volatility of asset i.
Advantages:
- Simple and transparent
- No expected returns required
- Naturally diversifies to lower-risk assets
- Robust to estimation error
Credits: 5 per request [Tier: PRO, Credits: 5]
POST
/
quantlib
/
portfolio
/
risk
/
inverse-volatility
Inverse Volatility Weights
curl --request POST \
--url https://api.fincept.in/quantlib/portfolio/risk/inverse-volatility \
--header 'Content-Type: application/json' \
--header 'X-API-Key: <api-key>' \
--data '
{
"covariance_matrix": [
[
0.04,
0.006,
0.008,
0.01
],
[
0.006,
0.09,
0.012,
0.015
],
[
0.008,
0.012,
0.0625,
0.018
],
[
0.01,
0.015,
0.018,
0.16
]
]
}
'import requests
url = "https://api.fincept.in/quantlib/portfolio/risk/inverse-volatility"
payload = { "covariance_matrix": [[0.04, 0.006, 0.008, 0.01], [0.006, 0.09, 0.012, 0.015], [0.008, 0.012, 0.0625, 0.018], [0.01, 0.015, 0.018, 0.16]] }
headers = {
"X-API-Key": "<api-key>",
"Content-Type": "application/json"
}
response = requests.post(url, json=payload, headers=headers)
print(response.text)const options = {
method: 'POST',
headers: {'X-API-Key': '<api-key>', 'Content-Type': 'application/json'},
body: JSON.stringify({
covariance_matrix: [
[0.04, 0.006, 0.008, 0.01],
[0.006, 0.09, 0.012, 0.015],
[0.008, 0.012, 0.0625, 0.018],
[0.01, 0.015, 0.018, 0.16]
]
})
};
fetch('https://api.fincept.in/quantlib/portfolio/risk/inverse-volatility', options)
.then(res => res.json())
.then(res => console.log(res))
.catch(err => console.error(err));<?php
$curl = curl_init();
curl_setopt_array($curl, [
CURLOPT_URL => "https://api.fincept.in/quantlib/portfolio/risk/inverse-volatility",
CURLOPT_RETURNTRANSFER => true,
CURLOPT_ENCODING => "",
CURLOPT_MAXREDIRS => 10,
CURLOPT_TIMEOUT => 30,
CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
CURLOPT_CUSTOMREQUEST => "POST",
CURLOPT_POSTFIELDS => json_encode([
'covariance_matrix' => [
[
0.04,
0.006,
0.008,
0.01
],
[
0.006,
0.09,
0.012,
0.015
],
[
0.008,
0.012,
0.0625,
0.018
],
[
0.01,
0.015,
0.018,
0.16
]
]
]),
CURLOPT_HTTPHEADER => [
"Content-Type: application/json",
"X-API-Key: <api-key>"
],
]);
$response = curl_exec($curl);
$err = curl_error($curl);
curl_close($curl);
if ($err) {
echo "cURL Error #:" . $err;
} else {
echo $response;
}package main
import (
"fmt"
"strings"
"net/http"
"io"
)
func main() {
url := "https://api.fincept.in/quantlib/portfolio/risk/inverse-volatility"
payload := strings.NewReader("{\n \"covariance_matrix\": [\n [\n 0.04,\n 0.006,\n 0.008,\n 0.01\n ],\n [\n 0.006,\n 0.09,\n 0.012,\n 0.015\n ],\n [\n 0.008,\n 0.012,\n 0.0625,\n 0.018\n ],\n [\n 0.01,\n 0.015,\n 0.018,\n 0.16\n ]\n ]\n}")
req, _ := http.NewRequest("POST", url, payload)
req.Header.Add("X-API-Key", "<api-key>")
req.Header.Add("Content-Type", "application/json")
res, _ := http.DefaultClient.Do(req)
defer res.Body.Close()
body, _ := io.ReadAll(res.Body)
fmt.Println(string(body))
}HttpResponse<String> response = Unirest.post("https://api.fincept.in/quantlib/portfolio/risk/inverse-volatility")
.header("X-API-Key", "<api-key>")
.header("Content-Type", "application/json")
.body("{\n \"covariance_matrix\": [\n [\n 0.04,\n 0.006,\n 0.008,\n 0.01\n ],\n [\n 0.006,\n 0.09,\n 0.012,\n 0.015\n ],\n [\n 0.008,\n 0.012,\n 0.0625,\n 0.018\n ],\n [\n 0.01,\n 0.015,\n 0.018,\n 0.16\n ]\n ]\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.fincept.in/quantlib/portfolio/risk/inverse-volatility")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Post.new(url)
request["X-API-Key"] = '<api-key>'
request["Content-Type"] = 'application/json'
request.body = "{\n \"covariance_matrix\": [\n [\n 0.04,\n 0.006,\n 0.008,\n 0.01\n ],\n [\n 0.006,\n 0.09,\n 0.012,\n 0.015\n ],\n [\n 0.008,\n 0.012,\n 0.0625,\n 0.018\n ],\n [\n 0.01,\n 0.015,\n 0.018,\n 0.16\n ]\n ]\n}"
response = http.request(request)
puts response.read_body{
"success": true,
"data": {
"weights": [
0.38,
0.22,
0.27,
0.13
]
}
}{
"detail": "Invalid API key"
}{
"detail": "Insufficient credits. This endpoint requires 5 credits."
}{
"detail": [
{
"loc": [
"body",
"expected_returns"
],
"msg": "field required",
"type": "value_error.missing"
}
]
}Authorizations
API key for authentication. Get your key at https://api.fincept.in/auth/register
Body
application/json
Asset covariance matrix (annualized). Only diagonal elements (variances) are used.
Example:
[
[0.04, 0.006, 0.008, 0.01],
[0.006, 0.09, 0.012, 0.015],
[0.008, 0.012, 0.0625, 0.018],
[0.01, 0.015, 0.018, 0.16]
]
⌘I
