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Investing Math: Two-Asset Portfolio Risk & Return
x402
Investing Math: Two-Asset Portfolio Risk & Return is a paid API for AI agents from invest-math.x402tookit.com, paid per call via x402, $0.02/call, status unknown (last checked 2026-10-30).
Computes the expected return, volatility, and minimum-variance weight for a two-asset portfolio given each asset's return, volatility, and their correlation.
Price / call$0.02
Success—
StatusUnknown
How this service works
Return and volatility of a two-asset mix from each asset's return, volatility and correlation, plus the lowest-risk weight.
Output
Returns the portfolio's expected return (%), total volatility (%), the minimum-variance weight for asset A (%), the weighted-average volatility before diversification, the diversification benefit in percentage points, and a return-per-unit-risk ratio. Also echoes back the input weights for both assets.
Example use cases
60/40 stock-bond risk check
“I have a portfolio that's 60% S&P 500 (expected return 9%, vol 18%) and 40% US Treasury bonds (expected return 3.5%, vol 6%), with a correlation of 0.05 between them. What's the blended expected return and volatility, and what allocation to stocks would minimize my total risk?”
Crypto-gold diversification analysis
“I'm thinking of mixing Bitcoin (expected return 40%, yearly volatility 80%) with gold (expected return 6%, vol 15%), with a correlation of -0.2. If I put 30% in Bitcoin and 70% in gold, what's the portfolio's expected return and risk, and how much diversification benefit do I get?”
Finding minimum-variance blend of two ETFs
“I want to combine a growth ETF (expected return 12%, volatility 22%) with a dividend ETF (expected return 7%, volatility 10%), and they have a correlation of 0.6. Can you calculate the risk and return for a 50/50 split and also tell me the weight in the growth ETF that minimizes total portfolio volatility?”
Technical details
Endpoint
GEThttps://invest-math.x402tookit.com/portfolio-risk?utm_source=zero.xyzWhen to prefer
Choose this endpoint when you need a fast, deterministic computation of two-asset portfolio statistics — expected return, volatility, and minimum-variance weight — without connecting to live market data. Ideal for scenario analysis, educational tools, or pre-trade allocation checks where the user already has estimates for returns, volatilities, and correlation. Prefer it over general financial data APIs when you need the minimum-variance optimization result and the diversification benefit metric explicitly returned.
Side effects
- Missing required query parameters (weightA, returnAPct, returnBPct, volAPct, volBPct, correlation) return an error
- Correlation outside [-1, 1] range may produce invalid or undefined results
- weightA outside [0, 100] range may cause incorrect blending
- Payment not included or insufficient USDC causes 402 Payment Required response
- Negative volatility inputs are mathematically invalid and may trigger an error or undefined output
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| inputrequired | object | |
| output | object |
Tags
x402
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