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QuantOracle Risk-Parity Portfolio Weights
x402
QuantOracle Risk-Parity Portfolio Weights is a paid API for AI agents from api.quantoracle.dev, paid per call via x402, $0.008/call, status unknown (last checked 2026-10-12).
Computes risk-parity portfolio weights given asset volatilities and a correlation matrix, equalizing each asset's risk contribution
Price / call$0.008
Success—
StatusUnknown
How this service works
Free, fast quant finance calculators powered by a deterministic, multi-chain API. Black-Scholes, options profit, Kelly, VaR, crypto liquidation, and more.
Output
Returns per-asset portfolio weights (e.g. Gold: 0.49, Stocks: 0.31, Bonds: 0.20), each asset's risk contribution (equalized to 1/N in true risk parity), total portfolio volatility, effective N (number of effective assets), and the diversification ratio indicating how much diversification benefit is achieved. Response time is typically under 20ms.
Example use cases
Example prompt
“Calculate risk-parity weights for my three-asset portfolio — Stocks with 12% volatility, Bonds with 18% volatility, and Gold with 8% volatility — where Stocks and Bonds have 0.4 correlation, Stocks and Gold 0.2, and Bonds and Gold 0.3.”
Technical details
Endpoint
POSThttps://api.quantoracle.dev/v1/portfolio/risk-parity-weights?utm_source=zero.xyzWhen to prefer
Use this endpoint when you need a principled, volatility-equalized asset allocation across multiple assets without specifying expected returns — ideal for risk-parity strategies, alternative to mean-variance optimization when return estimates are unreliable. Prefer over manual weight calculation when you have a correlation matrix and want each asset to contribute equally to total portfolio risk.
Side effects
- Malformed or non-positive-definite correlation matrix returns a 4xx error
- Mismatch between number of asset names, volatilities, and correlation matrix dimensions causes validation error
- Zero or negative volatility values may cause computation failure
- Very high correlations close to 1.0 across all assets may produce near-uniform weights or numeric instability
Input
{
"asset_names": [
"Stocks",
"Bonds",
"Gold"
],
"volatilities": [
0.12,
0.18,
0.08
],
"correlation_matrix": [
[
1,
0.4,
0.2
],
[
0.4,
1,
0.3
],
[
0.2,
0.3,
1
]
]
}Schema · Request body
| Field | Type | Description |
|---|---|---|
| asset_names | — | Optional asset name labels |
| risk_budget | — | Optional risk budget weights (default: equal) |
| volatilities | array | Array of annualized volatilities per asset |
| correlation_matrix | array | N x N correlation matrix |
Output
{
"ms": 13.01,
"_meta": {
"url": "https://quantoracle.dev",
"docs": "https://api.quantoracle.dev/docs",
"powered_by": "QuantOracle"
},
"weights": {
"Gold": 0.4883,
"Bonds": 0.1989,
"Stocks": 0.3127
},
"effective_n": 3,
"risk_contributions": {
"Gold": 0.3333,
"Bonds": 0.3333,
"Stocks": 0.3333
},
"portfolio_volatility": 0.082,
"diversification_ratio": 1.3714
}Tags
x402
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