QuantOracle Portfolio Optimizer

x402

QuantOracle Portfolio Optimizer is a paid API for AI agents from api.quantoracle.dev, paid per call via x402, $0.015/call, status unknown (last checked 2026-09-13).

Optimizes a multi-asset portfolio's weight allocation using mean-variance analysis (e.g. max Sharpe ratio) given historical return series and a risk-free rate

Price / call$0.015

Seller volume →—

Success—

StatusUnknown

How this service works

QuantOracle: portfolio/optimize

Output

Returns the optimal portfolio weight for each asset (summing to 1), the annualized expected return, portfolio volatility, Sharpe ratio, the optimization mode used, and computation time in milliseconds. Assets with zero weight are excluded from the optimal allocation.

Example use cases

Example prompt

“Optimize the weights for my portfolio of AAPL, MSFT, and TSLA to maximize the Sharpe ratio — here are 10 periods of returns for each: AAPL [0.01, -0.005, 0.02, 0.015, -0.01, 0.008, 0.012, -0.003, 0.018, 0.005], MSFT [0.008, 0.003, -0.01, 0.012, 0.006, -0.002, 0.014, 0.009, -0.005, 0.011], TSLA [0.03, -0.02, 0.015, 0.025, -0.015, 0.022, 0.018, -0.008, 0.028, 0.012], and use a risk-free rate of 5%.”

Technical details

Endpoint

POSThttps://api.quantoracle.dev/v1/portfolio/optimize

When to prefer

Use this endpoint when you need quantitative, mean-variance portfolio optimization (e.g. max Sharpe or min volatility) given raw historical return series. Prefer this over simpler equal-weight or rule-based rebalancing endpoints when you have asset return history and want mathematically optimal weight allocation with Sharpe ratio output.

Side effects

Insufficient return data (fewer periods than assets) leading to singular covariance matrix
Mismatched return series lengths across assets
Invalid or unsupported optimization mode
Risk-free rate provided as decimal vs percentage mismatch
All-zero or constant return series causing division errors
Network or payment (x402) failure returning 402 or 5xx

Input

{
  "input": {
    "body": {
      "mode": "max_sharpe",
      "returns": {
        "AAPL": [
          0.01,
          -0.005,
          0.02,
          0.015,
          -0.01,
          0.008,
          0.012,
          -0.003,
          0.018,
          0.005
        ],
        "MSFT": [
          0.008,
          0.003,
          -0.01,
          0.012,
          0.006,
          -0.002,
          0.014,
          0.009,
          -0.005,
          0.011
        ],
        "TSLA": [
          0.03,
          -0.02,
          0.015,
          0.025,
          -0.015,
          0.022,
          0.018,
          -0.008,
          0.028,
          0.012
        ]
      },
      "risk_free_rate": 0.05
    },
    "type": "http",
    "method": "POST",
    "bodyType": "json"
  }
}

Schema · Request body

Field	Type	Description
mode	string	Optimization objective
returns	object	Named return series per asset, e.g. {"AAPL": [...], "MSFT": [...]}
risk_free_rate	number	Annual risk-free rate

Output

{
  "ms": 42.8,
  "vol": 0.0819,
  "mode": "max_sharpe",
  "_meta": {
    "url": "https://quantoracle.dev",
    "docs": "https://api.quantoracle.dev/docs",
    "powered_by": "QuantOracle"
  },
  "return": 1.4393,
  "sharpe": 16.9612,
  "weights": {
    "AAPL": 0.4632,
    "MSFT": 0.5368,
    "TSLA": 0
  }
}

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How this service works

QuantOracle: portfolio/optimize

Output

Example use cases

Example prompt

Technical details

Endpoint

POSThttps://api.quantoracle.dev/v1/portfolio/optimize

When to prefer

Side effects

Insufficient return data (fewer periods than assets) leading to singular covariance matrix
Mismatched return series lengths across assets
Invalid or unsupported optimization mode
Risk-free rate provided as decimal vs percentage mismatch
All-zero or constant return series causing division errors
Network or payment (x402) failure returning 402 or 5xx

Input

{
  "input": {
    "body": {
      "mode": "max_sharpe",
      "returns": {
        "AAPL": [
          0.01,
          -0.005,
          0.02,
          0.015,
          -0.01,
          0.008,
          0.012,
          -0.003,
          0.018,
          0.005
        ],
        "MSFT": [
          0.008,
          0.003,
          -0.01,
          0.012,
          0.006,
          -0.002,
          0.014,
          0.009,
          -0.005,
          0.011
        ],
        "TSLA": [
          0.03,
          -0.02,
          0.015,
          0.025,
          -0.015,
          0.022,
          0.018,
          -0.008,
          0.028,
          0.012
        ]
      },
      "risk_free_rate": 0.05
    },
    "type": "http",
    "method": "POST",
    "bodyType": "json"
  }
}

Schema · Request body

Field	Type	Description
mode	string	Optimization objective
returns	object	Named return series per asset, e.g. {"AAPL": [...], "MSFT": [...]}
risk_free_rate	number	Annual risk-free rate

Output

{
  "ms": 42.8,
  "vol": 0.0819,
  "mode": "max_sharpe",
  "_meta": {
    "url": "https://quantoracle.dev",
    "docs": "https://api.quantoracle.dev/docs",
    "powered_by": "QuantOracle"
  },
  "return": 1.4393,
  "sharpe": 16.9612,
  "weights": {
    "AAPL": 0.4632,
    "MSFT": 0.5368,
    "TSLA": 0
  }
}