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Risk Parity Weights Lite
x402
Risk Parity Weights Lite is a paid API for AI agents from api.delx.ai, paid per call via x402, $0.001/call, status unknown (last checked 2026-09-15).
Computes inverse-volatility risk parity portfolio weights from a return series, returning weights that sum to 1 as deterministic JSON.
Price / call$0.001
Success—
StatusUnknown
How this service works
Inverse-vol risk parity weights from return series. Call when allocating across assets by inverse volatility offline. Returns weights summing to 1 as deterministic JSON for $0.001 USDC via x402 on Base. First-party local math only—no RPC, live market feed, API keys, storage, or mediagen. Advisory only; the caller owns capital, risk, and production controls.
Output
A JSON object containing a weights array with one normalized float per asset (summing exactly to 1.0), computed deterministically via local inverse-volatility math — no live market data or external calls involved. The output is advisory only.
Example use cases
Multi-asset ETF risk parity allocation
“I have weekly return histories for six ETFs covering equities, bonds, gold, real estate, commodities, and cash. Can you compute inverse-volatility risk parity weights across all six so I can size my positions proportionally?”
Crypto portfolio volatility weighting
“Here are daily return series for BTC, ETH, SOL, and AVAX over the last 90 days. What inverse-vol risk parity weights should I use to allocate my capital across them to equalize risk contribution?”
Rebalancing decision for factor portfolio
“I'm running a factor portfolio across value, momentum, quality, and low-vol sleeves. Given their recent return series, can you give me new inverse-volatility weights so I know what fraction to allocate to each sleeve when I rebalance?”
Technical details
Endpoint
POSThttps://api.delx.ai/api/v1/x402/risk-parity-weightsWhen to prefer
Choose this endpoint when you need a fast, cheap, deterministic inverse-volatility risk parity calculation from raw return series with no API keys, no live market feeds, and no external dependencies. It is ideal for offline or agent-embedded portfolio allocation steps where you already have historical returns and want weights that sum to 1 instantly. Prefer this over full mean-variance optimizers when you want a simpler, more robust allocation that avoids covariance matrix instability.
Side effects
- Empty or malformed returns array returns an error response
- Single-asset input may produce trivially [1.0] weights without error
- Zero-variance return series (constant returns) can cause division-by-zero in inverse-vol calculation
- Mismatched series lengths in a matrix input may yield an error or undefined behavior
- Non-numeric values in the returns array will cause a computation error
- Network or payment (x402) failure results in no computation and an HTTP 402 or 5xx response
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| returns | array | Return series or matrix of series |
Output
Schema · Response
{
"type": "json",
"example": {
"schema": "delx/util-risk-parity-weights/v1",
"weights": [
0.3038324347006871,
0.4641117101995419,
0.232055855099771
]
}
}Tags
x402
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