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Portfolio Module

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

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Key Features

  • 📊 Mean-variance optimization
  • 📈 Efficient frontier
  • 🎯 Black-Litterman model
  • Risk parity (ERC, HRP)
  • 📉 Performance metrics
  • 🔍 Incremental VaR
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": [...]
}
Full API Reference →