Portfolio Module

Tier: Pro | Cost: 5 credits | Endpoints: 15 Portfolio optimization: mean-variance, Black-Litterman, risk parity, efficient frontier.

Key Features

Mean-Variance Optimization:

POST /quantlib/portfolio/mean-variance
{
  "returns": [...],
  "covariance": [...],
  "objective": "max_sharpe"
}

Efficient Frontier:

POST /quantlib/portfolio/efficient-frontier
{
  "returns": [...],
  "covariance": [...],
  "points": 50
}

Black-Litterman:

POST /quantlib/portfolio/black-litterman
{
  "market_weights": [...],
  "views": [...],
  "view_confidence": [...]
}