Portfolio Optimizer is a Web API to analyze and optimize investment portfolios (collection of financial assets such as stocks, bonds, ETFs, crypto-currencies) using modern portfolio theory algorithms (mean-variance, VaR, etc.).

API General Information

Portfolio Optimizer is based on REST for easy integration, uses JSON for the exchange of data and uses a standard HTTP verb (POST) to represent the action(s).

Portfolio Optimizer is also as secured as a Web API could be:

• 256-bit HTTPS Encryption
• No usage of cookies
• No usage of personal data

API Headers

The following HTTP header(s) are required when calling Portfolio Optimizer endpoints:

• Content-type: application/json
  This header specifies that the data provided in input to the endpoint is in JSON format

The following HTTP header(s) are optional when calling Portfolio Optimizer endpoints:

• Content-Encoding: gzip
  This header indicates that the data provided in input to the endpoint is compressed with gzip.
• X-API-Key: <private API key>
  This header enables authenticated users to provide their private API key in order to benefit from higher API limits

API Key

Portfolio Optimizer is free to use, but not free to run.

In order to obtain an API key and benefit from higher API limits, a small participation to Portfolio Optimizer running costs is required.

This participation takes the form of coffee(s), with one coffee = one month of usage.

Notes:

• Please make sure not to expose your API key publicly!

API Limits

Portfolio Optimizer comes with fairly reasonable API limits.

For anonymous users:

• The API requests are restricted to a subset of all the available endpoints and/or endpoints features
• The API requests are limited to 1 request per second for all the anonymous users combined, with concurrent requests rejected
• The API requests are limited to 1 second of execution time
• The API requests are limited to 20 assets, 250 portfolios, 500 series data points and 5 factors

For authenticated users with an API key:

• The API requests have access to all the available endpoints and endpoints features
• The API requests are limited to 10000 requests per 24 hour per API key, with concurrent requests queued
• The API requests are limited to 2.5 seconds of execution time
• The API requests are limited to 100 assets, 1250 portfolios, 2500 series data points and 25 factors

Notes:

• It is possible to further relax the API limits, or to disable the API limits alltogether; please contact the support for more details.
• Information on the API rate limits are provided in response messages HTTP headers x-ratelimit-*:
  • x-ratelimit-limit-second, the limit on the number of API requests per second
  • x-ratelimit-remaining-second, the number of remaining API requests in the current second
  • x-ratelimit-limit-minute, the limit on the number of API requests per minute
  • …

API Regions

Portfolio Optimizer servers are located in Western Europe.

Notes:

• It is possible to deploy Portfolio Optimizer in other geographical regions, for example to improve the API latency; please contact the support for more details.

API Response Codes

Standard HTTP response codes are used by Portfolio Optimizer to provide details on the status of API requests.

API Status

Portfolio Optimizer is monitored 24/7 by UptimeRobot.

Support

For any issue or question about Portfolio Optimizer, please do not hesitate to contact the support.

Use this page to mock Portfolio Optimizer in your testing and development.

Run our mock API sample using the open source WireMock library, or in the free edition of WireMock Cloud. You'll have a working API server simulating the behavior of Portfolio Optimizer, which will allow you to keep building and testing even if the actual API you isn't currently available.