--- name: portfolio-optimizer description: "Portfolio Optimizer API skill. Use when working with Portfolio Optimizer for markets, factors, assets. Covers 229 endpoints." version: 1.0.0 generator: lapsh --- # Portfolio Optimizer API version: 1.0.10 ## Auth ApiKey X-API-Key in header ## Base URL https://api.portfoliooptimizer.io/v1 ## Setup 1. Set your API key in the appropriate header 2. GET /markets/indicators/aiae/us -- verify access 3. POST /factors/residualization -- create first residualization ## Endpoints 229 endpoints across 5 groups. See references/api-spec.lap for full details. ### markets | Method | Path | Description | |--------|------|-------------| | GET | /markets/indicators/aiae/us | U.S. AIAE | | GET | /markets/indicators/naaim-exposure-index | NAAIM Exposure Index | | GET | /markets/capital-assumptions/usd | USD Capital Market Assumptions | | GET | /markets/capital-assumptions/eur | EUR Capital Market Assumptions | | GET | /markets/capital-assumptions/chf | CHF Capital Market Assumptions | | GET | /markets/indicators/bsrmb/us | U.S. BSRM/B | ### factors | Method | Path | Description | |--------|------|-------------| | GET | /factors/models/fama-french/us | U.S. Fama-French Model | | GET | /factors/models/fama-french/developed-markets | Developed Markets Fama-French Model | | GET | /factors/models/fama-french/emerging-markets | Emerging Markets Fama-French Model | | POST | /factors/residualization | Residualization | ### assets | Method | Path | Description | |--------|------|-------------| | POST | /assets/clustering/hierarchical/correlation-based | Hierarchical Clustering | | POST | /assets/clustering/thresholding/correlation-based | Threshold Clustering | | POST | /assets/clustering/spectral/correlation-based | Spectral Clustering | | POST | /assets/prices/adjusted | Adjusted Prices | | POST | /assets/prices/adjusted/forward | Forward-Adjusted Prices | | POST | /assets/returns | Arithmetic Returns | | POST | /assets/returns/logarithmic | Logarithmic Returns | | POST | /assets/returns/mean | Mean Return | | POST | /assets/returns/backfilled | Backfilled Returns | | POST | /assets/returns/transformation/turbulence-partitioned | Turbulence-Partitioned Returns | | POST | /assets/returns/transformation/exponentially-weighted | Exponentially Weighted Returns | | POST | /assets/returns/simulation/bootstrap/empirical | Empirical Bootstrap Simulation | | POST | /assets/returns/simulation/bootstrap/online | Online Bootstrap Simulation | | POST | /assets/returns/simulation/bootstrap/circular | Circular Block Bootstrap Simulation | | POST | /assets/returns/simulation/bootstrap/stationary | Stationary Block Bootstrap Simulation | | POST | /assets/returns/simulation/monte-carlo/arma-garch | Generalized AutoRegressive Conditional Heteroscedasticity (GARCH(1,1)) Conditional Variance Model | | POST | /assets/returns/simulation/monte-carlo/arma-ewma | Exponentially Weighted Moving Average (EWMA) Conditional Variance Model | | POST | /assets/returns/simulation/monte-carlo/gaussian | Gaussian Distribution | | POST | /assets/returns/simulation/monte-carlo/student | Student-t Distribution | | POST | /assets/returns/fitting/generalized-pareto | Generalized Pareto Distribution | | POST | /assets/returns/simulation/monte-carlo/generalized-pareto | Generalized Pareto Distribution | | POST | /assets/returns/fitting/arma-garch | Generalized AutoRegressive Conditional Heteroscedasticity (GARCH(1,1)) Conditional Variance Model | | POST | /assets/returns/fitting/arma-ewma | Exponentially Weighted Moving Average (EWMA) Conditional Variance Model | | POST | /assets/returns/fitting/gaussian | Gaussian Distribution | | POST | /assets/returns/fitting/student | Student-t Distribution | | POST | /assets/returns/simulation/monte-carlo/gaussian/mixture | Gaussian Mixture Distribution | | POST | /assets/returns/fitting/gaussian/mixture | Gaussian Mixture Distribution | | POST | /assets/returns/fitting/gaussian/mixture/multivariate | Multivariate Gaussian Mixture Distribution | | POST | /assets/returns/simulation/monte-carlo/gaussian/multivariate | Multivariate Gaussian Distribution | | POST | /assets/returns/fitting/gaussian/multivariate | Multivariate Gaussian Distribution | | POST | /assets/returns/simulation/monte-carlo/gaussian/mixture/multivariate | Multivariate Gaussian Mixture Distribution | | POST | /assets/returns/simulation/monte-carlo/cornish-fisher | Cornish-Fisher Distribution | | POST | /assets/returns/fitting/cornish-fisher | Cornish-Fisher Distribution | | POST | /assets/returns/simulation/monte-carlo/cornish-fisher/corrected | Corrected Cornish-Fisher Distribution | | POST | /assets/covariance/matrix | Covariance Matrix | | POST | /assets/covariance/matrix/estimation/empirical | Empirical Covariance Matrix | | POST | /assets/covariance/matrix/estimation/distance | Distance Covariance Matrix | | POST | /assets/covariance/matrix/estimation/empirical/shrunk | Linearly Shrunk Empirical Covariance Matrix | | POST | /assets/covariance/matrix/estimation/empirical/shrunk/clustering-based | Clustering-Based Linearly Shrunk Empirical Covariance Matrix | | POST | /assets/covariance/matrix/estimation/gerber | Gerber Covariance Matrix | | POST | /assets/covariance/matrix/estimation/empirical/exponentially-weighted | Exponentially Weighted Empirical Covariance Matrix | | POST | /assets/covariance/matrix/forecast/ewma | Exponentially Weighted Moving Average Model (EWMA) | | POST | /assets/covariance/matrix/forecast/ewma/iterated | Iterated Exponentially Weighted Moving Average Model (IEWMA) | | POST | /assets/correlation/matrix/forecast/ewma/iterated | Iterated Exponentially Weighted Moving Average Model (IEWMA) | | POST | /assets/covariance/matrix/forecast/sma | Simple Moving Average Model (SMA) | | POST | /assets/covariance/matrix/forecast/average-oracle | Average Oracle Method (AO) | | POST | /assets/correlation/matrix/forecast/ewma | Exponentially Weighted Moving Average Model (EWMA) | | POST | /assets/correlation/matrix/forecast/sma | Simple Moving Average Model (SMA) | | POST | /assets/correlation/matrix/forecast/average-oracle | Average Oracle Method (AO) | | POST | /assets/covariance/matrix/validation | Covariance Matrix Validation | | POST | /assets/returns/standard-deviation | Standard Deviation | | POST | /assets/volatility/estimation/close-to-close | Close-to-Close Volatility | | POST | /assets/volatility/estimation/garman-klass | Garman-Klass Volatility | | POST | /assets/volatility/estimation/garman-klass/jump-adjusted | Garman-Klass Volatility (jump-adjusted) | | POST | /assets/volatility/estimation/garman-klass/original | Garman-Klass Volatility (original) | | POST | /assets/volatility/estimation/garman-klass/original/jump-adjusted | Garman-Klass Volatility (original, jump-adjusted) | | POST | /assets/volatility/estimation/parkinson | Parkinson Volatility | | POST | /assets/volatility/estimation/parkinson/jump-adjusted | Parkinson Volatility (jump-adjusted) | | POST | /assets/volatility/estimation/rogers-satchell | Rogers-Satchell Volatility | | POST | /assets/volatility/estimation/rogers-satchell/jump-adjusted | Rogers-Satchell Volatility (jump-adjusted) | | POST | /assets/volatility/estimation/yang-zhang | Yang-Zhang Volatility | | POST | /assets/volatility/forecast/sma | Simple Moving Average Model (SMA) | | POST | /assets/volatility/forecast/ewma | Exponentially Weighted Moving Average Model (EWMA) | | POST | /assets/volatility/forecast/garch | Generalized AutoRegressive Conditional Heteroscedasticity Model (GARCH(1,1)) | | POST | /assets/volatility/forecast/har | Heterogeneous AutoRegressive Model (HAR) | | POST | /assets/volatility/forecast/hexp | Heterogeneous Exponential Model (HExp) | | POST | /assets/returns/variance | Variance | | POST | /assets/returns/skewness | Skewness | | POST | /assets/returns/kurtosis | Kurtosis | | POST | /assets/indicators/effective-rank | Effective Rank | | POST | /assets/indicators/turbulence-index | Turbulence Index | | POST | /assets/indicators/absorption-ratio | Absorption Ratio | | POST | /assets/indicators/momentum/sign | Sign Momentum | | POST | /assets/indicators/momentum | Momentum | | POST | /assets/indicators/momentum/rank | Rank Momentum | | POST | /assets/indicators/information-discreteness | Information Discreteness | | POST | /assets/indicators/trend-clarity | Trend Clarity | | POST | /assets/indicators/market-rank | Market Rank | | POST | /assets/indicators/entropic-connectedness | Entropic Connectedness | | POST | /assets/correlation/matrix | Correlation Matrix | | POST | /assets/correlation/matrix/estimation/spearman | Spearman Correlation Matrix | | POST | /assets/correlation/matrix/estimation/kendall | Kendall Correlation Matrix | | POST | /assets/correlation/matrix/estimation/popov | Popov Correlation Matrix | | POST | /assets/correlation/matrix/estimation/gerber | Gerber Correlation Matrix | | POST | /assets/correlation/matrix/estimation/chatterjee | Chatterjee Correlation Matrix | | POST | /assets/correlation/matrix/estimation/lancaster | Lancaster Correlation Matrix | | POST | /assets/correlation/matrix/estimation/fechner | Fechner Correlation Matrix | | POST | /assets/correlation/matrix/estimation/distance | Distance Correlation Matrix | | POST | /assets/correlation/matrix/estimation/empirical | Empirical Correlation Matrix | | POST | /assets/correlation/matrix/estimation/empirical/shrunk | Shrunk Empirical Correlation Matrix | | POST | /assets/correlation/matrix/estimation/empirical/shrunk/clustering-based | Clustering-Based Shrunk Empirical Correlation Matrix | | POST | /assets/correlation/matrix/estimation/empirical/exponentially-weighted | Exponentially Weighted Empirical Correlation Matrix | | POST | /assets/correlation/matrix/validation | Correlation Matrix Validation | | POST | /assets/correlation/matrix/theory-implied | Theory-Implied Correlation Matrix | | POST | /assets/correlation/matrix/random | Random Correlation Matrix | | POST | /assets/correlation/matrix/perturbed | Perturbed Correlation Matrix | | POST | /assets/correlation/matrix/nearest | Nearest Correlation Matrix | | POST | /assets/correlation/matrix/completed | Completed Correlation Matrix | | POST | /assets/covariance/matrix/shrunk | Shrunk Covariance Matrix | | POST | /assets/correlation/matrix/aggregated | Aggregated Correlation Matrix | | POST | /assets/covariance/matrix/aggregated | Aggregated Covariance Matrix | | POST | /assets/correlation/matrix/shrunk | Shrunk Correlation Matrix | | POST | /assets/correlation/matrix/shrunk/clustering-based | Clustering-Based Shrunk Correlation Matrix | | POST | /assets/correlation/matrix/estimation/empirical/filtered/random-matrix-theory-based | Random Matrix Theory-Based Filtered Empirical Correlation Matrix | | POST | /assets/covariance/matrix/estimation/empirical/filtered/random-matrix-theory-based | Random Matrix Theory-Based Filtered Empirical Covariance Matrix | | POST | /assets/correlation/matrix/distance | Correlation Matrix Distance | | POST | /assets/correlation/matrix/informativeness | Correlation Matrix Informativeness | | POST | /assets/correlation/matrix/average-correlation | Correlation Matrix Average Correlation | | POST | /assets/correlation/matrix/bounds | Correlation Matrix Bounds | | POST | /assets/returns/transformation/moment-matched | Moment-matched Returns | | POST | /assets/returns/transformation/unsmoothed | Unsmoothed Returns | | POST | /assets/returns/expected/estimation/empirical | Empirical Expected Returns | | POST | /assets/returns/expected/estimation/implied | Implied Expected Returns | | POST | /assets/returns/expected/estimation/ordering-information-based | Expected Returns from Ordering Information | ### portfolios | Method | Path | Description | |--------|------|-------------| | POST | /portfolios/simulation/random | Random Portfolio Simulation | | POST | /portfolios/simulation/evolution | Portfolio Evolution Simulation | | POST | /portfolios/simulation/evolution/random | Random Portfolio Evolution Simulation | | POST | /portfolios/post-optimization/rounding | Portfolio Weights Rounding | | POST | /portfolios/replication/index-tracking | Index Tracking Portfolio | | POST | /portfolios/replication/index-tracking/sparse | Sparse Index Tracking Portfolio | | POST | /portfolios/analysis/factors/exposures | Factor Exposures | | POST | /portfolios/analysis/effective-number-of-bets | Effective Number of Bets | | POST | /portfolios/analysis/effective-number-of-assets | Effective Number of Assets | | POST | /portfolios/analysis/alpha | Jensen's Alpha | | POST | /portfolios/analysis/beta | Beta | | POST | /portfolios/analysis/tracking-error-variance | Tracking Error Variance | | POST | /portfolios/analysis/empirical-tracking-error | Empirical Tracking Error | | POST | /portfolios/analysis/drawdowns | Drawdown Function | | POST | /portfolios/analysis/drawdowns/worst | Worst Drawdowns | | POST | /portfolios/analysis/mean-variance/efficient-frontier | Mean-Variance Efficient Frontier | | POST | /portfolios/analysis/mean-variance/efficient-frontier/resampling-based | Resampling-Based Mean-Variance Efficient Frontier | | POST | /portfolios/analysis/mean-variance/minimum-variance-frontier | Mean-Variance Minimum Variance Frontier | | POST | /portfolios/analysis/returns/semivariance | Semivariance | | POST | /portfolios/analysis/returns/semideviation | Semideviation | | POST | /portfolios/analysis/returns/lower-partial-moment | Lower Partial Moment | | POST | /portfolios/analysis/drawdowns/ulcer-index | Ulcer Index | | POST | /portfolios/analysis/drawdowns/pitfall-indicator | Pitfall Indicator | | POST | /portfolios/analysis/drawdowns/conditional/empirical | Empirical Conditional Drawdown | | POST | /portfolios/analysis/drawdowns/maximum | Maximum Drawdown | | POST | /portfolios/analysis/drawdowns/average | Average Drawdown | | POST | /portfolios/analysis/drawdowns/pain-index | Pain Index | | POST | /portfolios/analysis/drawdowns/ulcer-performance-index | Ulcer Performance Index | | POST | /portfolios/analysis/returns | Arithmetic Returns | | POST | /portfolios/analysis/returns/logarithmic | Logarithmic Returns | | POST | /portfolios/analysis/returns/mean | Mean Return | | POST | /portfolios/analysis/return | Simple Return | | POST | /portfolios/analysis/return/time-weighted | Time-Weighted Return | | POST | /portfolios/analysis/return/money-weighted | Money-Weighted Return | | POST | /portfolios/transformation/time-weighted | Time-Weighted Portfolio | | POST | /portfolios/transformation/money-weighted | Money-Weighted Portfolio | | POST | /portfolios/analysis/returns/standard-deviation | Standard Deviation (Volatility) | | POST | /portfolios/analysis/returns/variance | Variance | | POST | /portfolios/analysis/mean-variance/sharpe-ratio | Sharpe Ratio | | POST | /portfolios/analysis/mean-variance/information-ratio | Information Ratio | | POST | /portfolios/analysis/mean-variance/sharpe-ratio/confidence-interval | Sharpe Ratio Confidence Interval | | POST | /portfolios/analysis/mean-variance/sharpe-ratio/probabilistic | Probabilistic Sharpe Ratio | | POST | /portfolios/analysis/diversification-ratio | Diversification Ratio | | POST | /portfolios/analysis/correlation-spectrum | Correlation Spectrum | | POST | /portfolios/analysis/contributions/return | Return Contributions | | POST | /portfolios/analysis/contributions/risk | Risk Contributions | | POST | /portfolios/analysis/contributions/value-at-risk/empirical/multivariate | Multivariate Empirical Value at Risk Contributions | | POST | /portfolios/analysis/contributions/value-at-risk/parametric/gaussian/multivariate | Multivariate Gaussian Value at Risk Contributions | | POST | /portfolios/analysis/contributions/value-at-risk/parametric/gaussian/mixture/multivariate | Multivariate Gaussian Mixture Value at Risk Contributions | | POST | /portfolios/analysis/contributions/diversification-ratio | Diversification Ratio Contributions | | POST | /portfolios/analysis/contributions/sharpe-ratio | Sharpe Ratio Contributions | | POST | /portfolios/optimization/equal-weighted | Equal Weighted Portfolio | | POST | /portfolios/optimization/inverse-variance-weighted | Inverse Variance Weighted Portfolio | | POST | /portfolios/optimization/inverse-volatility-weighted | Inverse Volatility Weighted Portfolio | | POST | /portfolios/optimization/equal-volatility-weighted | Equal Volatility Weighted Portfolio | | POST | /portfolios/optimization/equal-risk-contributions | Equal Risk Contributions Portfolio | | POST | /portfolios/optimization/equal-risk-contributions/clustering-based | Clustering-based Equal Risk Contributions Portfolio | | POST | /portfolios/optimization/supervised/nearest-neighbors-based | k-Nearest Neighbors Supervised Portfolio | | POST | /portfolios/optimization/risk-budgeting | Risk Budgeting Portfolio | | POST | /portfolios/optimization/maximum-decorrelation | Maximum Decorrelation Portfolio | | POST | /portfolios/optimization/minimum-correlation | Minimum Correlation Portfolio | | POST | /portfolios/optimization/most-diversified | Most Diversified Portfolio | | POST | /portfolios/optimization/minimum-variance | Minimum Variance Portfolio | | POST | /portfolios/optimization/minimum-variance/diversified | Diversified Minimum Variance Portfolio | | POST | /portfolios/optimization/minimum-variance/resampling-based | Resampling-Based Minimum Variance Portfolio | | POST | /portfolios/optimization/minimum-variance/subset-resampling-based | Subset Resampling-Based Minimum Variance Portfolio | | POST | /portfolios/optimization/hierarchical-risk-parity | Hierarchical Risk Parity Portfolio | | POST | /portfolios/optimization/hierarchical-risk-parity/clustering-based | Hierarchical Clustering-Based Risk Parity Portfolio | | POST | /portfolios/optimization/maximum-return | Maximum Return Portfolio | | POST | /portfolios/optimization/maximum-return/diversified | Diversified Maximum Return Portfolio | | POST | /portfolios/optimization/maximum-return/resampling-based | Resampling-Based Maximum Return Portfolio | | POST | /portfolios/optimization/maximum-return/subset-resampling-based | Subset Resampling-Based Maximum Return Portfolio | | POST | /portfolios/optimization/maximum-sharpe-ratio | Maximum Sharpe Ratio Portfolio | | POST | /portfolios/optimization/maximum-sharpe-ratio/diversified | Diversified Maximum Sharpe Ratio Portfolio | | POST | /portfolios/optimization/maximum-sharpe-ratio/resampling-based | Resampling-Based Maximum Sharpe Ratio Portfolio | | POST | /portfolios/optimization/maximum-sharpe-ratio/subset-resampling-based | Subset Resampling-Based Maximum Sharpe Ratio Portfolio | | POST | /portfolios/optimization/mean-variance-efficient | Mean-Variance Efficient Portfolio | | POST | /portfolios/optimization/mean-variance-efficient/diversified | Diversified Mean-Variance Efficient Portfolio | | POST | /portfolios/optimization/mean-variance-efficient/resampling-based | Resampling-Based Mean-Variance Efficient Portfolio | | POST | /portfolios/optimization/mean-variance-efficient/subset-resampling-based | Subset Resampling-Based Mean-Variance Efficient Portfolio | | POST | /portfolios/optimization/equal-sharpe-ratio-contributions | Equal Sharpe Ratio Contributions Portfolio | | POST | /portfolios/optimization/market-capitalization-weighted | Market Capitalization Weighted Portfolio | | POST | /portfolios/optimization/maximum-ulcer-performance-index | Maximum Ulcer Performance Index Portfolio | | POST | /portfolios/optimization/minimum-ulcer-index | Minimum Ulcer Index Portfolio | | POST | /portfolios/analysis/value-at-risk/estimation/empirical | Empirical Value At Risk | | POST | /portfolios/analysis/value-at-risk/estimation/empirical/multivariate | Multivariate Empirical Value At Risk | | POST | /portfolios/analysis/value-at-risk/estimation/extreme-value-theory-based | Extreme Value Theory-Based Value At Risk | | POST | /portfolios/analysis/value-at-risk/estimation/parametric/gaussian | Gaussian Value At Risk | | POST | /portfolios/analysis/value-at-risk/estimation/parametric/gaussian/multivariate | Multivariate Gaussian Value At Risk | | POST | /portfolios/analysis/value-at-risk/estimation/parametric/student | Student-t Value At Risk | | POST | /portfolios/analysis/value-at-risk/estimation/parametric/cornish-fisher | Cornish-Fisher Value At Risk | | POST | /portfolios/analysis/value-at-risk/estimation/parametric/cornish-fisher/corrected | Corrected Cornish-Fisher Value At Risk | | POST | /portfolios/analysis/value-at-risk/estimation/parametric/gaussian/mixture | Gaussian Mixture Value At Risk | | POST | /portfolios/analysis/value-at-risk/estimation/parametric/gaussian/mixture/multivariate | Multivariate Gaussian Mixture Value At Risk | | POST | /portfolios/analysis/value-at-risk/forecast/arma-garch | Generalized AutoRegressive Conditional Heteroscedasticity (GARCH(1,1)) Value At Risk | | POST | /portfolios/analysis/value-at-risk/forecast/arma-ewma | Exponentially Weighted Moving Average (EWMA) Value At Risk | | POST | /portfolios/analysis/value-at-risk/conditional/forecast/arma-garch | Generalized AutoRegressive Conditional Heteroscedasticity (GARCH(1,1)) Conditional Value At Risk | | POST | /portfolios/analysis/value-at-risk/conditional/forecast/arma-ewma | Exponentially Weighted Moving Average (EWMA) Conditional Value At Risk | | POST | /portfolios/analysis/value-at-risk/conditional/estimation/empirical | Empirical Conditional Value At Risk | | POST | /portfolios/analysis/value-at-risk/conditional/estimation/parametric/gaussian | Gaussian Conditional Value At Risk | | POST | /portfolios/analysis/value-at-risk/conditional/estimation/parametric/student | Student-t Conditional Value At Risk | | POST | /portfolios/analysis/value-at-risk/conditional/estimation/parametric/cornish-fisher | Cornish-Fisher Conditional Value At Risk | | POST | /portfolios/analysis/value-at-risk/conditional/estimation/parametric/cornish-fisher/corrected | Corrected Cornish-Fisher Conditional Value At Risk | | POST | /portfolios/analysis/value-at-risk/conditional/estimation/parametric/gaussian/mixture | Gaussian Mixture Conditional Value At Risk | ### portfolio | Method | Path | Description | |--------|------|-------------| | POST | /portfolio/construction/investable | Investable Portfolio | ## Common Questions Match user requests to endpoints in references/api-spec.lap. Key patterns: - "List all us?" -> GET /markets/indicators/aiae/us - "List all naaim-exposure-index?" -> GET /markets/indicators/naaim-exposure-index - "List all usd?" -> GET /markets/capital-assumptions/usd - "List all eur?" -> GET /markets/capital-assumptions/eur - "List all chf?" -> GET /markets/capital-assumptions/chf - "List all us?" -> GET /markets/indicators/bsrmb/us - "List all us?" -> GET /factors/models/fama-french/us - "List all developed-markets?" -> GET /factors/models/fama-french/developed-markets - "List all emerging-markets?" -> GET /factors/models/fama-french/emerging-markets - "Create a residualization?" -> POST /factors/residualization - "Create a correlation-based?" -> POST /assets/clustering/hierarchical/correlation-based - "Create a correlation-based?" -> POST /assets/clustering/thresholding/correlation-based - "Create a correlation-based?" -> POST /assets/clustering/spectral/correlation-based - "Create a adjusted?" -> POST /assets/prices/adjusted - "Create a forward?" -> POST /assets/prices/adjusted/forward - "Create a return?" -> POST /assets/returns - "Create a logarithmic?" -> POST /assets/returns/logarithmic - "Create a mean?" -> POST /assets/returns/mean - "Create a backfilled?" -> POST /assets/returns/backfilled - "Create a turbulence-partitioned?" -> POST /assets/returns/transformation/turbulence-partitioned - "Create a exponentially-weighted?" -> POST /assets/returns/transformation/exponentially-weighted - "Create a empirical?" -> POST /assets/returns/simulation/bootstrap/empirical - "Create a online?" -> POST /assets/returns/simulation/bootstrap/online - "Create a circular?" -> POST /assets/returns/simulation/bootstrap/circular - "Create a stationary?" -> POST /assets/returns/simulation/bootstrap/stationary - "Create a arma-garch?" -> POST /assets/returns/simulation/monte-carlo/arma-garch - "Create a arma-ewma?" -> POST /assets/returns/simulation/monte-carlo/arma-ewma - "Create a gaussian?" -> POST /assets/returns/simulation/monte-carlo/gaussian - "Create a student?" -> POST /assets/returns/simulation/monte-carlo/student - "Create a generalized-pareto?" -> POST /assets/returns/fitting/generalized-pareto - "Create a generalized-pareto?" -> POST /assets/returns/simulation/monte-carlo/generalized-pareto - "Create a arma-garch?" -> POST /assets/returns/fitting/arma-garch - "Create a arma-ewma?" -> POST /assets/returns/fitting/arma-ewma - "Create a gaussian?" -> POST /assets/returns/fitting/gaussian - "Create a student?" -> POST /assets/returns/fitting/student - "Create a mixture?" -> POST /assets/returns/simulation/monte-carlo/gaussian/mixture - "Create a mixture?" -> POST /assets/returns/fitting/gaussian/mixture - "Create a multivariate?" -> POST /assets/returns/fitting/gaussian/mixture/multivariate - "Create a multivariate?" -> POST /assets/returns/simulation/monte-carlo/gaussian/multivariate - "Create a multivariate?" -> POST /assets/returns/fitting/gaussian/multivariate - "Create a multivariate?" -> POST /assets/returns/simulation/monte-carlo/gaussian/mixture/multivariate - "Create a cornish-fisher?" -> POST /assets/returns/simulation/monte-carlo/cornish-fisher - "Create a cornish-fisher?" -> POST /assets/returns/fitting/cornish-fisher - "Create a corrected?" -> POST /assets/returns/simulation/monte-carlo/cornish-fisher/corrected - "Create a matrix?" -> POST /assets/covariance/matrix - "Create a empirical?" -> POST /assets/covariance/matrix/estimation/empirical - "Create a distance?" -> POST /assets/covariance/matrix/estimation/distance - "Create a shrunk?" -> POST /assets/covariance/matrix/estimation/empirical/shrunk - "Create a clustering-based?" -> POST /assets/covariance/matrix/estimation/empirical/shrunk/clustering-based - "Create a gerber?" -> POST /assets/covariance/matrix/estimation/gerber - "Create a exponentially-weighted?" -> POST /assets/covariance/matrix/estimation/empirical/exponentially-weighted - "Create a ewma?" -> POST /assets/covariance/matrix/forecast/ewma - "Create a iterated?" -> POST /assets/covariance/matrix/forecast/ewma/iterated - "Create a iterated?" -> POST /assets/correlation/matrix/forecast/ewma/iterated - "Create a sma?" -> POST /assets/covariance/matrix/forecast/sma - "Create a average-oracle?" -> POST /assets/covariance/matrix/forecast/average-oracle - "Create a ewma?" -> POST /assets/correlation/matrix/forecast/ewma - "Create a sma?" -> POST /assets/correlation/matrix/forecast/sma - "Create a average-oracle?" -> POST /assets/correlation/matrix/forecast/average-oracle - "Create a validation?" -> POST /assets/covariance/matrix/validation - "Create a standard-deviation?" -> POST /assets/returns/standard-deviation - "Create a close-to-close?" -> POST /assets/volatility/estimation/close-to-close - "Create a garman-klass?" -> POST /assets/volatility/estimation/garman-klass - "Create a jump-adjusted?" -> POST /assets/volatility/estimation/garman-klass/jump-adjusted - "Create a original?" -> POST /assets/volatility/estimation/garman-klass/original - "Create a jump-adjusted?" -> POST /assets/volatility/estimation/garman-klass/original/jump-adjusted - "Create a parkinson?" -> POST /assets/volatility/estimation/parkinson - "Create a jump-adjusted?" -> POST /assets/volatility/estimation/parkinson/jump-adjusted - "Create a rogers-satchell?" -> POST /assets/volatility/estimation/rogers-satchell - "Create a jump-adjusted?" -> POST /assets/volatility/estimation/rogers-satchell/jump-adjusted - "Create a yang-zhang?" -> POST /assets/volatility/estimation/yang-zhang - "Create a sma?" -> POST /assets/volatility/forecast/sma - "Create a ewma?" -> POST /assets/volatility/forecast/ewma - "Create a garch?" -> POST /assets/volatility/forecast/garch - "Create a har?" -> POST /assets/volatility/forecast/har - "Create a hexp?" -> POST /assets/volatility/forecast/hexp - "Create a variance?" -> POST /assets/returns/variance - "Create a skewness?" -> POST /assets/returns/skewness - "Create a kurtosis?" -> POST /assets/returns/kurtosis - "Create a effective-rank?" -> POST /assets/indicators/effective-rank - "Create a turbulence-index?" -> POST /assets/indicators/turbulence-index - "Create a absorption-ratio?" -> POST /assets/indicators/absorption-ratio - "Create a sign?" -> POST /assets/indicators/momentum/sign - "Create a momentum?" -> POST /assets/indicators/momentum - "Create a rank?" -> POST /assets/indicators/momentum/rank - "Create a information-discreteness?" -> POST /assets/indicators/information-discreteness - "Create a trend-clarity?" -> POST /assets/indicators/trend-clarity - "Create a market-rank?" -> POST /assets/indicators/market-rank - "Create a entropic-connectedness?" -> POST /assets/indicators/entropic-connectedness - "Create a matrix?" -> POST /assets/correlation/matrix - "Create a spearman?" -> POST /assets/correlation/matrix/estimation/spearman - "Create a kendall?" -> POST /assets/correlation/matrix/estimation/kendall - "Create a popov?" -> POST /assets/correlation/matrix/estimation/popov - "Create a gerber?" -> POST /assets/correlation/matrix/estimation/gerber - "Create a chatterjee?" -> POST /assets/correlation/matrix/estimation/chatterjee - "Create a lancaster?" -> POST /assets/correlation/matrix/estimation/lancaster - "Create a fechner?" -> POST /assets/correlation/matrix/estimation/fechner - "Create a distance?" -> POST /assets/correlation/matrix/estimation/distance - "Create a empirical?" -> POST /assets/correlation/matrix/estimation/empirical - "Create a shrunk?" -> POST /assets/correlation/matrix/estimation/empirical/shrunk - "Create a clustering-based?" -> POST /assets/correlation/matrix/estimation/empirical/shrunk/clustering-based - "Create a exponentially-weighted?" -> POST /assets/correlation/matrix/estimation/empirical/exponentially-weighted - "Create a validation?" -> POST /assets/correlation/matrix/validation - "Create a theory-implied?" -> POST /assets/correlation/matrix/theory-implied - "Create a random?" -> POST /assets/correlation/matrix/random - "Create a perturbed?" -> POST /assets/correlation/matrix/perturbed - "Create a nearest?" -> POST /assets/correlation/matrix/nearest - "Create a completed?" -> POST /assets/correlation/matrix/completed - "Create a shrunk?" -> POST /assets/covariance/matrix/shrunk - "Create a aggregated?" -> POST /assets/correlation/matrix/aggregated - "Create a aggregated?" -> POST /assets/covariance/matrix/aggregated - "Create a shrunk?" -> POST /assets/correlation/matrix/shrunk - "Create a clustering-based?" -> POST /assets/correlation/matrix/shrunk/clustering-based - "Create a random-matrix-theory-based?" -> POST /assets/correlation/matrix/estimation/empirical/filtered/random-matrix-theory-based - "Create a random-matrix-theory-based?" -> POST /assets/covariance/matrix/estimation/empirical/filtered/random-matrix-theory-based - "Create a distance?" -> POST /assets/correlation/matrix/distance - "Create a informativeness?" -> POST /assets/correlation/matrix/informativeness - "Create a average-correlation?" -> POST /assets/correlation/matrix/average-correlation - "Create a bound?" -> POST /assets/correlation/matrix/bounds - "Create a random?" -> POST /portfolios/simulation/random - "Create a evolution?" -> POST /portfolios/simulation/evolution - "Create a random?" -> POST /portfolios/simulation/evolution/random - "Create a investable?" -> POST /portfolio/construction/investable - "Create a rounding?" -> POST /portfolios/post-optimization/rounding - "Create a index-tracking?" -> POST /portfolios/replication/index-tracking - "Create a sparse?" -> POST /portfolios/replication/index-tracking/sparse - "Create a exposure?" -> POST /portfolios/analysis/factors/exposures - "Create a effective-number-of-bet?" -> POST /portfolios/analysis/effective-number-of-bets - "Create a effective-number-of-asset?" -> POST /portfolios/analysis/effective-number-of-assets - "Create a alpha?" -> POST /portfolios/analysis/alpha - "Create a beta?" -> POST /portfolios/analysis/beta - "Create a tracking-error-variance?" -> POST /portfolios/analysis/tracking-error-variance - "Create a empirical-tracking-error?" -> POST /portfolios/analysis/empirical-tracking-error - "Create a drawdown?" -> POST /portfolios/analysis/drawdowns - "Create a worst?" -> POST /portfolios/analysis/drawdowns/worst - "Create a efficient-frontier?" -> POST /portfolios/analysis/mean-variance/efficient-frontier - "Create a resampling-based?" -> POST /portfolios/analysis/mean-variance/efficient-frontier/resampling-based - "Create a minimum-variance-frontier?" -> POST /portfolios/analysis/mean-variance/minimum-variance-frontier - "Create a semivariance?" -> POST /portfolios/analysis/returns/semivariance - "Create a semideviation?" -> POST /portfolios/analysis/returns/semideviation - "Create a lower-partial-moment?" -> POST /portfolios/analysis/returns/lower-partial-moment - "Create a ulcer-index?" -> POST /portfolios/analysis/drawdowns/ulcer-index - "Create a pitfall-indicator?" -> POST /portfolios/analysis/drawdowns/pitfall-indicator - "Create a empirical?" -> POST /portfolios/analysis/drawdowns/conditional/empirical - "Create a maximum?" -> POST /portfolios/analysis/drawdowns/maximum - "Create a average?" -> POST /portfolios/analysis/drawdowns/average - "Create a pain-index?" -> POST /portfolios/analysis/drawdowns/pain-index - "Create a ulcer-performance-index?" -> POST /portfolios/analysis/drawdowns/ulcer-performance-index - "Create a return?" -> POST /portfolios/analysis/returns - "Create a logarithmic?" -> POST /portfolios/analysis/returns/logarithmic - "Create a mean?" -> POST /portfolios/analysis/returns/mean - "Create a return?" -> POST /portfolios/analysis/return - "Create a time-weighted?" -> POST /portfolios/analysis/return/time-weighted - "Create a money-weighted?" -> POST /portfolios/analysis/return/money-weighted - "Create a time-weighted?" -> POST /portfolios/transformation/time-weighted - "Create a money-weighted?" -> POST /portfolios/transformation/money-weighted - "Create a standard-deviation?" -> POST /portfolios/analysis/returns/standard-deviation - "Create a variance?" -> POST /portfolios/analysis/returns/variance - "Create a sharpe-ratio?" -> POST /portfolios/analysis/mean-variance/sharpe-ratio - "Create a information-ratio?" -> POST /portfolios/analysis/mean-variance/information-ratio - "Create a confidence-interval?" -> POST /portfolios/analysis/mean-variance/sharpe-ratio/confidence-interval - "Create a probabilistic?" -> POST /portfolios/analysis/mean-variance/sharpe-ratio/probabilistic - "Create a diversification-ratio?" -> POST /portfolios/analysis/diversification-ratio - "Create a correlation-spectrum?" -> POST /portfolios/analysis/correlation-spectrum - "Create a return?" -> POST /portfolios/analysis/contributions/return - "Create a risk?" -> POST /portfolios/analysis/contributions/risk - "Create a multivariate?" -> POST /portfolios/analysis/contributions/value-at-risk/empirical/multivariate - "Create a multivariate?" -> POST /portfolios/analysis/contributions/value-at-risk/parametric/gaussian/multivariate - "Create a multivariate?" -> POST /portfolios/analysis/contributions/value-at-risk/parametric/gaussian/mixture/multivariate - "Create a diversification-ratio?" -> POST /portfolios/analysis/contributions/diversification-ratio - "Create a sharpe-ratio?" -> POST /portfolios/analysis/contributions/sharpe-ratio - "Create a equal-weighted?" -> POST /portfolios/optimization/equal-weighted - "Create a inverse-variance-weighted?" -> POST /portfolios/optimization/inverse-variance-weighted - "Create a inverse-volatility-weighted?" -> POST /portfolios/optimization/inverse-volatility-weighted - "Create a equal-volatility-weighted?" -> POST /portfolios/optimization/equal-volatility-weighted - "Create a equal-risk-contribution?" -> POST /portfolios/optimization/equal-risk-contributions - "Create a clustering-based?" -> POST /portfolios/optimization/equal-risk-contributions/clustering-based - "Create a nearest-neighbors-based?" -> POST /portfolios/optimization/supervised/nearest-neighbors-based - "Create a risk-budgeting?" -> POST /portfolios/optimization/risk-budgeting - "Create a maximum-decorrelation?" -> POST /portfolios/optimization/maximum-decorrelation - "Create a minimum-correlation?" -> POST /portfolios/optimization/minimum-correlation - "Create a most-diversified?" -> POST /portfolios/optimization/most-diversified - "Create a minimum-variance?" -> POST /portfolios/optimization/minimum-variance - "Create a diversified?" -> POST /portfolios/optimization/minimum-variance/diversified - "Create a resampling-based?" -> POST /portfolios/optimization/minimum-variance/resampling-based - "Create a subset-resampling-based?" -> POST /portfolios/optimization/minimum-variance/subset-resampling-based - "Create a hierarchical-risk-parity?" -> POST /portfolios/optimization/hierarchical-risk-parity - "Create a clustering-based?" -> POST /portfolios/optimization/hierarchical-risk-parity/clustering-based - "Create a maximum-return?" -> POST /portfolios/optimization/maximum-return - "Create a diversified?" -> POST /portfolios/optimization/maximum-return/diversified - "Create a resampling-based?" -> POST /portfolios/optimization/maximum-return/resampling-based - "Create a subset-resampling-based?" -> POST /portfolios/optimization/maximum-return/subset-resampling-based - "Create a maximum-sharpe-ratio?" -> POST /portfolios/optimization/maximum-sharpe-ratio - "Create a diversified?" -> POST /portfolios/optimization/maximum-sharpe-ratio/diversified - "Create a resampling-based?" -> POST /portfolios/optimization/maximum-sharpe-ratio/resampling-based - "Create a subset-resampling-based?" -> POST /portfolios/optimization/maximum-sharpe-ratio/subset-resampling-based - "Create a mean-variance-efficient?" -> POST /portfolios/optimization/mean-variance-efficient - "Create a diversified?" -> POST /portfolios/optimization/mean-variance-efficient/diversified - "Create a resampling-based?" -> POST /portfolios/optimization/mean-variance-efficient/resampling-based - "Create a subset-resampling-based?" -> POST /portfolios/optimization/mean-variance-efficient/subset-resampling-based - "Create a equal-sharpe-ratio-contribution?" -> POST /portfolios/optimization/equal-sharpe-ratio-contributions - "Create a market-capitalization-weighted?" -> POST /portfolios/optimization/market-capitalization-weighted - "Create a maximum-ulcer-performance-index?" -> POST /portfolios/optimization/maximum-ulcer-performance-index - "Create a minimum-ulcer-index?" -> POST /portfolios/optimization/minimum-ulcer-index - "Create a empirical?" -> POST /portfolios/analysis/value-at-risk/estimation/empirical - "Create a multivariate?" -> POST /portfolios/analysis/value-at-risk/estimation/empirical/multivariate - "Create a extreme-value-theory-based?" -> POST /portfolios/analysis/value-at-risk/estimation/extreme-value-theory-based - "Create a gaussian?" -> POST /portfolios/analysis/value-at-risk/estimation/parametric/gaussian - "Create a multivariate?" -> POST /portfolios/analysis/value-at-risk/estimation/parametric/gaussian/multivariate - "Create a student?" -> POST /portfolios/analysis/value-at-risk/estimation/parametric/student - "Create a cornish-fisher?" -> POST /portfolios/analysis/value-at-risk/estimation/parametric/cornish-fisher - "Create a corrected?" -> POST /portfolios/analysis/value-at-risk/estimation/parametric/cornish-fisher/corrected - "Create a mixture?" -> POST /portfolios/analysis/value-at-risk/estimation/parametric/gaussian/mixture - "Create a multivariate?" -> POST /portfolios/analysis/value-at-risk/estimation/parametric/gaussian/mixture/multivariate - "Create a arma-garch?" -> POST /portfolios/analysis/value-at-risk/forecast/arma-garch - "Create a arma-ewma?" -> POST /portfolios/analysis/value-at-risk/forecast/arma-ewma - "Create a arma-garch?" -> POST /portfolios/analysis/value-at-risk/conditional/forecast/arma-garch - "Create a arma-ewma?" -> POST /portfolios/analysis/value-at-risk/conditional/forecast/arma-ewma - "Create a empirical?" -> POST /portfolios/analysis/value-at-risk/conditional/estimation/empirical - "Create a gaussian?" -> POST /portfolios/analysis/value-at-risk/conditional/estimation/parametric/gaussian - "Create a student?" -> POST /portfolios/analysis/value-at-risk/conditional/estimation/parametric/student - "Create a cornish-fisher?" -> POST /portfolios/analysis/value-at-risk/conditional/estimation/parametric/cornish-fisher - "Create a corrected?" -> POST /portfolios/analysis/value-at-risk/conditional/estimation/parametric/cornish-fisher/corrected - "Create a mixture?" -> POST /portfolios/analysis/value-at-risk/conditional/estimation/parametric/gaussian/mixture - "Create a moment-matched?" -> POST /assets/returns/transformation/moment-matched - "Create a unsmoothed?" -> POST /assets/returns/transformation/unsmoothed - "Create a empirical?" -> POST /assets/returns/expected/estimation/empirical - "Create a implied?" -> POST /assets/returns/expected/estimation/implied - "Create a ordering-information-based?" -> POST /assets/returns/expected/estimation/ordering-information-based - "How to authenticate?" -> See Auth section ## Response Tips - Check response schemas in references/api-spec.lap for field details - Create/update endpoints typically return the created/updated object ## CLI ```bash # Update this spec to the latest version npx @lap-platform/lapsh get portfolio-optimizer -o references/api-spec.lap # Search for related APIs npx @lap-platform/lapsh search portfolio-optimizer ``` ## References - Full spec: See references/api-spec.lap for complete endpoint details, parameter tables, and response schemas > Generated from the official API spec by [LAP](https://lap.sh)