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POST
Minimum Variance Portfolio

Authorizations

X-API-Key
string
header
required

API key for authentication. Get your key at https://api.fincept.in/auth/register

Body

application/json
expected_returns
number[]
required

Expected returns for each asset (annualized)

Example:
covariance_matrix
number[][]
required

Asset covariance matrix (annualized). Must be symmetric and positive semi-definite.

Example:
rf_rate
number
default:0

Risk-free rate (annualized). Used for Sharpe ratio calculation.

Example:

0.03

min_weights
number[] | null

Minimum weight constraints for each asset (e.g., 0.0 for long-only)

Example:
max_weights
number[] | null

Maximum weight constraints for each asset (e.g., 0.3 for 30% position limit)

Example:

Response

Minimum variance portfolio successfully optimized

success
boolean
Example:

true

data
object