Portfolio optimization API

Optimal portfolio weights from a returns matrix (or expected returns + covariance): minimum-variance, maximum-Sharpe (tangency), risk parity, or the efficient frontier — long-only or unconstrained, with optional covariance shrinkage. Answers 'optimal portfolio weights', 'max sharpe portfolio', 'minimum variance', 'risk parity weights', 'efficient frontier'.

Price$0.03per request

MethodPOST

Route/v1/quant/portfolio-optimize

StatusLive

MIME typeapplication/json

Rate limit60/minute

CacheNo cache

quantportfoliooptimizationmarkowitzsharperisk-parityefficient-frontierallocation

API URLhttps://x402.hexl.dev/v1/quant/portfolio-optimize

Integration docs

Example request

{
  "objective": "max_sharpe",
  "assets": [
    "A",
    "B"
  ],
  "expectedReturns": [
    0.1,
    0.15
  ],
  "covariance": [
    [
      0.04,
      0.006
    ],
    [
      0.006,
      0.09
    ]
  ],
  "riskFreeRate": 0.02
}

Example response

{
  "objective": "max_sharpe",
  "longOnly": true,
  "weights": {
    "A": 0.62,
    "B": 0.38
  },
  "expectedReturn": 0.119,
  "volatility": 0.18,
  "sharpe": 0.55
}

Input schema

{
  "type": "object",
  "required": [
    "objective"
  ],
  "properties": {
    "objective": {
      "type": "string",
      "enum": [
        "min_variance",
        "max_sharpe",
        "risk_parity",
        "efficient_frontier"
      ]
    },
    "returns": {
      "type": "array",
      "items": {
        "type": "array",
        "items": {
          "type": "number"
        }
      },
      "description": "periods x assets"
    },
    "assets": {
      "type": "array",
      "items": {
        "type": "string"
      }
    },
    "expectedReturns": {
      "type": "array",
      "items": {
        "type": "number"
      }
    },
    "covariance": {
      "type": "array",
      "items": {
        "type": "array",
        "items": {
          "type": "number"
        }
      }
    },
    "riskFreeRate": {
      "type": "number",
      "default": 0
    },
    "longOnly": {
      "type": "boolean",
      "default": true
    },
    "shrinkage": {
      "type": "number",
      "default": 0
    },
    "frontierPoints": {
      "type": "number",
      "default": 12
    },
    "periodsPerYear": {
      "type": "number"
    }
  }
}

Output schema

{
  "type": "object",
  "additionalProperties": true
}