LAP Registry

Portfolio Optimizer Skill

portfoliooptimizer-io

Provider: Portfoliooptimizer Version: 1.0.10 Endpoints: 229 Updated: 2026-06-29

Raw .lap | Lean format | API JSON | Open in app

Endpoints

MethodPathDescription
GET/markets/indicators/aiae/us
GET/markets/indicators/naaim-exposure-indexU.S. AIAE
GET/markets/capital-assumptions/usdNAAIM Exposure Index
GET/markets/capital-assumptions/eurUSD Capital Market Assumptions
GET/markets/capital-assumptions/chfEUR Capital Market Assumptions
GET/markets/indicators/bsrmb/usCHF Capital Market Assumptions
GET/factors/models/fama-french/usU.S. BSRM/B
GET/factors/models/fama-french/developed-marketsU.S. Fama-French Model
GET/factors/models/fama-french/emerging-marketsDeveloped Markets Fama-French Model
POST/factors/residualizationEmerging Markets Fama-French Model
POST/assets/clustering/hierarchical/correlation-basedResidualization
POST/assets/clustering/thresholding/correlation-basedHierarchical Clustering
POST/assets/clustering/spectral/correlation-basedThreshold Clustering
POST/assets/prices/adjustedSpectral Clustering
POST/assets/prices/adjusted/forwardAdjusted Prices
POST/assets/returnsForward-Adjusted Prices
POST/assets/returns/logarithmicArithmetic Returns
POST/assets/returns/meanLogarithmic Returns
POST/assets/returns/backfilledMean Return
POST/assets/returns/transformation/turbulence-partitionedBackfilled Returns
POST/assets/returns/transformation/exponentially-weightedTurbulence-Partitioned Returns
POST/assets/returns/simulation/bootstrap/empiricalExponentially Weighted Returns
POST/assets/returns/simulation/bootstrap/onlineEmpirical Bootstrap Simulation
POST/assets/returns/simulation/bootstrap/circularOnline Bootstrap Simulation
POST/assets/returns/simulation/bootstrap/stationaryCircular Block Bootstrap Simulation
POST/assets/returns/simulation/monte-carlo/arma-garchStationary Block Bootstrap Simulation
POST/assets/returns/simulation/monte-carlo/arma-ewmaGeneralized AutoRegressive Conditional Heteroscedasticity (GARCH(1,1)) Conditional Variance Model
POST/assets/returns/simulation/monte-carlo/gaussianExponentially Weighted Moving Average (EWMA) Conditional Variance Model
POST/assets/returns/simulation/monte-carlo/studentGaussian Distribution
POST/assets/returns/fitting/generalized-paretoStudent-t Distribution

Install as Skill

Use this API as a Claude Code skill for instant agent access.

CLI Install

lapsh skill-install portfoliooptimizer-io

Downloads and installs to ~/.claude/skills/portfoliooptimizer-io/

Manual Install

Download: Skill Bundle (JSON)

Or view: SKILL.md

Recent Versions (1)