Portfolio Risk Optimizer
Under maintenancePricing
Pay per usage
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Portfolio Risk Optimizer
Under maintenanceModern portfolio risk tools: Monte Carlo simulation, VaR/CVaR, Mean-Variance optimization, Black-Litterman model, efficient frontier visualization, and stress testing. Input tickers or upload a CSV.
Pricing
Pay per usage
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Developer
Allied Contractors Ltd.
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a month ago
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Modern portfolio theory with VaR, CVaR, Sharpe ratio optimization, and Monte Carlo simulation.
Features
- Risk Metrics — VaR (95%/99%), CVaR, Beta, Max Drawdown
- Optimization — Efficient frontier, Sharpe maximization
- Simulation — Monte Carlo (10K+ paths), stress testing
- Correlation — Asset correlation matrix, diversification score
Input
| Parameter | Type | Required | Default | Description |
|---|---|---|---|---|
| tickers | array | yes | ["AAPL","MSFT"] | Ticker symbols |
| weights | array | no | equal | Portfolio weights |
Use Cases
- Portfolio construction
- Risk reporting
- Stress testing
Output
Results are pushed to the default dataset as JSON records. Each record contains the extracted/processed data with a timestamp.
| Field | Type | Description |
|---|---|---|
| status | string | success or error |
| data | object | Processed output data |
| timestamp | string | ISO-8601 timestamp |
