id stringlengths 53 86 | api_name stringlengths 2 76 | api_description stringlengths 1 500 ⌀ | api_score float64 0 10 ⌀ | endpoint_name stringlengths 1 190 | endpoint_description stringlengths 0 500 | response_status_code int64 100 505 | response_summary stringlengths 1 68 ⌀ | response_json stringlengths 6 50k | response_json_schema stringlengths 14 150k |
|---|---|---|---|---|---|---|---|---|---|
ff868476-a295-41e8-b809-5f33127b7842/7c68abac-3991-453f-83fc-122cbd32ae60/0/0 | ShillerPE | Get hard-to-find economic data to level up your financial apps. | null | 3 Year Treasury Rate | S&P500 price to book value ratio. Current price to book ratio is estimated based on current market price and S&P 500 book value as of December, 2021 the latest reported by S&P. | 200 | Response | {"3-year-treasury-rate": [{"date": "2022-05-13 00:00:00", "value": 2.79}, {"date": "2022-04-01 00:00:00", "value": 2.65}, {"date": "2022-03-01 00:00:00", "value": 2.09}, {"date": "2022-02-01 00:00:00", "value": 1.65}, {"date": "2022-01-01 00:00:00", "value": 1.25}, {"date": "2021-12-01 00:00:00", "value": 0.95}, {"date... | {"type": "object", "properties": {"3-year-treasury-rate": {"type": "array", "items": {"type": "object", "properties": {"date": {"type": "string"}, "value": {"type": "number"}}}}}} |
ff868476-a295-41e8-b809-5f33127b7842/7c68abac-3991-453f-83fc-122cbd32ae60/1/0 | ShillerPE | Get hard-to-find economic data to level up your financial apps. | null | 3 Year Treasury Rate | S&P500 price to book value ratio. Current price to book ratio is estimated based on current market price and S&P 500 book value as of December, 2021 the latest reported by S&P. | 404 | New Example | {"Code": "404", "Description": "Resource not found", "Error": "404 Not Found: The requested URL was not found on the server. If you entered the URL manually please check your spelling and try again.", "Type": "Not Found"} | {"type": "object", "properties": {"Code": {"type": "string"}, "Description": {"type": "string"}, "Error": {"type": "string"}, "Type": {"type": "string"}}} |
ff868476-a295-41e8-b809-5f33127b7842/ac69cb4d-11ca-48ab-948d-e2c623ed7fd5/0/0 | ShillerPE | Get hard-to-find economic data to level up your financial apps. | null | 2 Year Treasury Rate | S&P500 price to book value ratio. Current price to book ratio is estimated based on current market price and S&P 500 book value as of December, 2021 the latest reported by S&P. | 404 | New Example | {"Code": "404", "Description": "Resource not found", "Error": "404 Not Found: The requested URL was not found on the server. If you entered the URL manually please check your spelling and try again.", "Type": "Not Found"} | {"type": "object", "properties": {"Code": {"type": "string"}, "Description": {"type": "string"}, "Error": {"type": "string"}, "Type": {"type": "string"}}} |
ff868476-a295-41e8-b809-5f33127b7842/ac69cb4d-11ca-48ab-948d-e2c623ed7fd5/1/0 | ShillerPE | Get hard-to-find economic data to level up your financial apps. | null | 2 Year Treasury Rate | S&P500 price to book value ratio. Current price to book ratio is estimated based on current market price and S&P 500 book value as of December, 2021 the latest reported by S&P. | 200 | Response | {"2-year-treasury-rate": [{"date": "2022-05-13 00:00:00", "value": 2.61}, {"date": "2022-04-01 00:00:00", "value": 2.46}, {"date": "2022-03-01 00:00:00", "value": 1.91}, {"date": "2022-02-01 00:00:00", "value": 1.44}, {"date": "2022-01-01 00:00:00", "value": 0.98}, {"date": "2021-12-01 00:00:00", "value": 0.68}, {"date... | {"type": "object", "properties": {"2-year-treasury-rate": {"type": "array", "items": {"type": "object", "properties": {"date": {"type": "string"}, "value": {"type": "number"}}}}}} |
ff868476-a295-41e8-b809-5f33127b7842/814ca2c2-3f1a-4cf5-9572-e5f4765a9414/0/0 | ShillerPE | Get hard-to-find economic data to level up your financial apps. | null | 1 Year Treasury Rate | S&P500 price to book value ratio. Current price to book ratio is estimated based on current market price and S&P 500 book value as of December, 2021 the latest reported by S&P. | 200 | Response | {"1-year-treasury-rate": [{"date": "2022-05-13 00:00:00", "value": 2.04}, {"date": "2022-04-01 00:00:00", "value": 1.78}, {"date": "2022-03-01 00:00:00", "value": 1.34}, {"date": "2022-02-01 00:00:00", "value": 1}, {"date": "2022-01-01 00:00:00", "value": 0.55}, {"date": "2021-12-01 00:00:00", "value": 0.3}, {"date": "... | {"type": "object", "properties": {"1-year-treasury-rate": {"type": "array", "items": {"type": "object", "properties": {"date": {"type": "string"}, "value": {"type": "number"}}}}}} |
ff868476-a295-41e8-b809-5f33127b7842/814ca2c2-3f1a-4cf5-9572-e5f4765a9414/1/0 | ShillerPE | Get hard-to-find economic data to level up your financial apps. | null | 1 Year Treasury Rate | S&P500 price to book value ratio. Current price to book ratio is estimated based on current market price and S&P 500 book value as of December, 2021 the latest reported by S&P. | 404 | New Example | {"Code": "404", "Description": "Resource not found", "Error": "404 Not Found: The requested URL was not found on the server. If you entered the URL manually please check your spelling and try again.", "Type": "Not Found"} | {"type": "object", "properties": {"Code": {"type": "string"}, "Description": {"type": "string"}, "Error": {"type": "string"}, "Type": {"type": "string"}}} |
ff868476-a295-41e8-b809-5f33127b7842/0b8f57c2-e95b-432f-8b54-7afd5f2795e8/0/0 | ShillerPE | Get hard-to-find economic data to level up your financial apps. | null | 6 Month Treasury Rate | S&P500 price to book value ratio. Current price to book ratio is estimated based on current market price and S&P 500 book value as of December, 2021 the latest reported by S&P. | 200 | Response | {"6-month-treasury-rate": [{"date": "2022-05-13 00:00:00", "value": 1.47}, {"date": "2022-04-01 00:00:00", "value": 1.16}, {"date": "2022-03-01 00:00:00", "value": 0.86}, {"date": "2022-02-01 00:00:00", "value": 0.64}, {"date": "2022-01-01 00:00:00", "value": 0.33}, {"date": "2021-12-01 00:00:00", "value": 0.15}, {"dat... | {"type": "object", "properties": {"6-month-treasury-rate": {"type": "array", "items": {"type": "object", "properties": {"date": {"type": "string"}, "value": {"type": "number"}}}}}} |
ff868476-a295-41e8-b809-5f33127b7842/0b8f57c2-e95b-432f-8b54-7afd5f2795e8/1/0 | ShillerPE | Get hard-to-find economic data to level up your financial apps. | null | 6 Month Treasury Rate | S&P500 price to book value ratio. Current price to book ratio is estimated based on current market price and S&P 500 book value as of December, 2021 the latest reported by S&P. | 404 | New Example | {"Code": "404", "Description": "Resource not found", "Error": "404 Not Found: The requested URL was not found on the server. If you entered the URL manually please check your spelling and try again.", "Type": "Not Found"} | {"type": "object", "properties": {"Code": {"type": "string"}, "Description": {"type": "string"}, "Error": {"type": "string"}, "Type": {"type": "string"}}} |
ff868476-a295-41e8-b809-5f33127b7842/4c76781c-40ee-453e-9777-018e5de70c69/0/0 | ShillerPE | Get hard-to-find economic data to level up your financial apps. | null | 3 Month Treasury Rate | S&P500 price to book value ratio. Current price to book ratio is estimated based on current market price and S&P 500 book value as of December, 2021 the latest reported by S&P. | 200 | Response | {"3-month-treasury-rate": [{"date": "2022-05-13 00:00:00", "value": 1.03}, {"date": "2022-04-01 00:00:00", "value": 0.68}, {"date": "2022-03-01 00:00:00", "value": 0.45}, {"date": "2022-02-01 00:00:00", "value": 0.31}, {"date": "2022-01-01 00:00:00", "value": 0.15}, {"date": "2021-12-01 00:00:00", "value": 0.06}, {"dat... | {"type": "object", "properties": {"3-month-treasury-rate": {"type": "array", "items": {"type": "object", "properties": {"date": {"type": "string"}, "value": {"type": "number"}}}}}} |
ff868476-a295-41e8-b809-5f33127b7842/4c76781c-40ee-453e-9777-018e5de70c69/1/0 | ShillerPE | Get hard-to-find economic data to level up your financial apps. | null | 3 Month Treasury Rate | S&P500 price to book value ratio. Current price to book ratio is estimated based on current market price and S&P 500 book value as of December, 2021 the latest reported by S&P. | 404 | New Example | {"Code": "404", "Description": "Resource not found", "Error": "404 Not Found: The requested URL was not found on the server. If you entered the URL manually please check your spelling and try again.", "Type": "Not Found"} | {"type": "object", "properties": {"Code": {"type": "string"}, "Description": {"type": "string"}, "Error": {"type": "string"}, "Type": {"type": "string"}}} |
ff868476-a295-41e8-b809-5f33127b7842/700590fc-6072-47d6-86cf-5b67bb159c82/1/0 | ShillerPE | Get hard-to-find economic data to level up your financial apps. | null | Shiller PE | S&P500 price to book value ratio. Current price to book ratio is estimated based on current market price and S&P 500 book value as of December, 2021 the latest reported by S&P. | 404 | New Example | {"Code": "404", "Description": "Resource not found", "Error": "404 Not Found: The requested URL was not found on the server. If you entered the URL manually please check your spelling and try again.", "Type": "Not Found"} | {"type": "object", "properties": {"Code": {"type": "string"}, "Description": {"type": "string"}, "Error": {"type": "string"}, "Type": {"type": "string"}}} |
ff868476-a295-41e8-b809-5f33127b7842/b1baed61-adb0-4e4e-8d27-e3434df19044/1/0 | ShillerPE | Get hard-to-find economic data to level up your financial apps. | null | PE Ratio | S&P500 price to book value ratio. Current price to book ratio is estimated based on current market price and S&P 500 book value as of December, 2021 the latest reported by S&P. | 404 | New Example | {"Code": "404", "Description": "Resource not found", "Error": "404 Not Found: The requested URL was not found on the server. If you entered the URL manually please check your spelling and try again.", "Type": "Not Found"} | {"type": "object", "properties": {"Code": {"type": "string"}, "Description": {"type": "string"}, "Error": {"type": "string"}, "Type": {"type": "string"}}} |
ff868476-a295-41e8-b809-5f33127b7842/38883d89-bd94-4798-a68a-7cec1621a6a5/1/0 | ShillerPE | Get hard-to-find economic data to level up your financial apps. | null | Historical Prices | S&P500 price to book value ratio. Current price to book ratio is estimated based on current market price and S&P 500 book value as of December, 2021 the latest reported by S&P. | 404 | New Example | {"Code": "404", "Description": "Resource not found", "Error": "404 Not Found: The requested URL was not found on the server. If you entered the URL manually please check your spelling and try again.", "Type": "Not Found"} | {"type": "object", "properties": {"Code": {"type": "string"}, "Description": {"type": "string"}, "Error": {"type": "string"}, "Type": {"type": "string"}}} |
ff868476-a295-41e8-b809-5f33127b7842/ee82d417-d45e-4d67-b2a5-9c85c4b66fd4/1/0 | ShillerPE | Get hard-to-find economic data to level up your financial apps. | null | Earnings | S&P500 price to book value ratio. Current price to book ratio is estimated based on current market price and S&P 500 book value as of December, 2021 the latest reported by S&P. | 404 | New Example | {"Code": "404", "Description": "Resource not found", "Error": "404 Not Found: The requested URL was not found on the server. If you entered the URL manually please check your spelling and try again.", "Type": "Not Found"} | {"type": "object", "properties": {"Code": {"type": "string"}, "Description": {"type": "string"}, "Error": {"type": "string"}, "Type": {"type": "string"}}} |
ff868476-a295-41e8-b809-5f33127b7842/fb0fb4ee-219a-46d6-a053-f9341abef3ba/1/0 | ShillerPE | Get hard-to-find economic data to level up your financial apps. | null | Earnings Yield | S&P500 price to book value ratio. Current price to book ratio is estimated based on current market price and S&P 500 book value as of December, 2021 the latest reported by S&P. | 404 | New Example | {"Code": "404", "Description": "Resource not found", "Error": "404 Not Found: The requested URL was not found on the server. If you entered the URL manually please check your spelling and try again.", "Type": "Not Found"} | {"type": "object", "properties": {"Code": {"type": "string"}, "Description": {"type": "string"}, "Error": {"type": "string"}, "Type": {"type": "string"}}} |
ff868476-a295-41e8-b809-5f33127b7842/2abf0507-be7e-4bd5-adcd-a3afeae3017a/1/0 | ShillerPE | Get hard-to-find economic data to level up your financial apps. | null | Dividend | S&P500 price to book value ratio. Current price to book ratio is estimated based on current market price and S&P 500 book value as of December, 2021 the latest reported by S&P. | 404 | New Example | {"Code": "404", "Description": "Resource not found", "Error": "404 Not Found: The requested URL was not found on the server. If you entered the URL manually please check your spelling and try again.", "Type": "Not Found"} | {"type": "object", "properties": {"Code": {"type": "string"}, "Description": {"type": "string"}, "Error": {"type": "string"}, "Type": {"type": "string"}}} |
ff868476-a295-41e8-b809-5f33127b7842/d82e8770-b169-4393-a3bc-e08303574e70/1/0 | ShillerPE | Get hard-to-find economic data to level up your financial apps. | null | Dividend Yield | S&P500 price to book value ratio. Current price to book ratio is estimated based on current market price and S&P 500 book value as of December, 2021 the latest reported by S&P. | 404 | New Example | {"Code": "404", "Description": "Resource not found", "Error": "404 Not Found: The requested URL was not found on the server. If you entered the URL manually please check your spelling and try again.", "Type": "Not Found"} | {"type": "object", "properties": {"Code": {"type": "string"}, "Description": {"type": "string"}, "Error": {"type": "string"}, "Type": {"type": "string"}}} |
ff868476-a295-41e8-b809-5f33127b7842/f799e6a3-9676-4c55-aa50-9d6aa41446aa/0/0 | ShillerPE | Get hard-to-find economic data to level up your financial apps. | null | Sales | S&P500 price to book value ratio. Current price to book ratio is estimated based on current market price and S&P 500 book value as of December, 2021 the latest reported by S&P. | 404 | New Example | {"Code": "404", "Description": "Resource not found", "Error": "404 Not Found: The requested URL was not found on the server. If you entered the URL manually please check your spelling and try again.", "Type": "Not Found"} | {"type": "object", "properties": {"Code": {"type": "string"}, "Description": {"type": "string"}, "Error": {"type": "string"}, "Type": {"type": "string"}}} |
ff868476-a295-41e8-b809-5f33127b7842/f799e6a3-9676-4c55-aa50-9d6aa41446aa/1/0 | ShillerPE | Get hard-to-find economic data to level up your financial apps. | null | Sales | S&P500 price to book value ratio. Current price to book ratio is estimated based on current market price and S&P 500 book value as of December, 2021 the latest reported by S&P. | 200 | Response | {"sales": [{"date": "2021-12-31 00:00:00", "value": 1566.8}, {"date": "2021-09-30 00:00:00", "value": 1511.1}, {"date": "2021-06-30 00:00:00", "value": 1462.75}, {"date": "2021-03-31 00:00:00", "value": 1393.85}, {"date": "2020-12-31 00:00:00", "value": 1362.39}, {"date": "2020-09-30 00:00:00", "value": 1364.13}, {"dat... | {"type": "object", "properties": {"sales": {"type": "array", "items": {"type": "object", "properties": {"date": {"type": "string"}, "value": {"type": "number"}}}}}} |
ff868476-a295-41e8-b809-5f33127b7842/6debda55-17d9-4187-84e7-7f4f5efde3d0/0/0 | ShillerPE | Get hard-to-find economic data to level up your financial apps. | null | Sales Growth | S&P500 price to book value ratio. Current price to book ratio is estimated based on current market price and S&P 500 book value as of December, 2021 the latest reported by S&P. | 200 | Response | {"sales-growth": [{"date": "2021-12-31 00:00:00", "value": 15}, {"date": "2021-09-30 00:00:00", "value": 10.77}, {"date": "2021-06-30 00:00:00", "value": 6.58}, {"date": "2021-03-31 00:00:00", "value": -1.06}, {"date": "2020-12-31 00:00:00", "value": -3.72}, {"date": "2020-09-30 00:00:00", "value": -2.04}, {"date": "20... | {"type": "object", "properties": {"sales-growth": {"type": "array", "items": {"type": "object", "properties": {"date": {"type": "string"}, "value": {"type": "number"}}}}}} |
ff868476-a295-41e8-b809-5f33127b7842/6debda55-17d9-4187-84e7-7f4f5efde3d0/1/0 | ShillerPE | Get hard-to-find economic data to level up your financial apps. | null | Sales Growth | S&P500 price to book value ratio. Current price to book ratio is estimated based on current market price and S&P 500 book value as of December, 2021 the latest reported by S&P. | 404 | New Example | {"Code": "404", "Description": "Resource not found", "Error": "404 Not Found: The requested URL was not found on the server. If you entered the URL manually please check your spelling and try again.", "Type": "Not Found"} | {"type": "object", "properties": {"Code": {"type": "string"}, "Description": {"type": "string"}, "Error": {"type": "string"}, "Type": {"type": "string"}}} |
ff868476-a295-41e8-b809-5f33127b7842/e711c6cf-c849-410e-bb39-110b5dbc683c/0/0 | ShillerPE | Get hard-to-find economic data to level up your financial apps. | null | Real Sales | S&P500 price to book value ratio. Current price to book ratio is estimated based on current market price and S&P 500 book value as of December, 2021 the latest reported by S&P. | 200 | Response | {"real-sales": [{"date": "2021-12-31 00:00:00", "value": 1652.48}, {"date": "2021-09-30 00:00:00", "value": 1621.71}, {"date": "2021-06-30 00:00:00", "value": 1590.62}, {"date": "2021-03-31 00:00:00", "value": 1535.72}, {"date": "2020-12-31 00:00:00", "value": 1511.02}, {"date": "2020-09-30 00:00:00", "value": 1518.5},... | {"type": "object", "properties": {"real-sales": {"type": "array", "items": {"type": "object", "properties": {"date": {"type": "string"}, "value": {"type": "number"}}}}}} |
ff868476-a295-41e8-b809-5f33127b7842/e711c6cf-c849-410e-bb39-110b5dbc683c/1/0 | ShillerPE | Get hard-to-find economic data to level up your financial apps. | null | Real Sales | S&P500 price to book value ratio. Current price to book ratio is estimated based on current market price and S&P 500 book value as of December, 2021 the latest reported by S&P. | 404 | New Example | {"Code": "404", "Description": "Resource not found", "Error": "404 Not Found: The requested URL was not found on the server. If you entered the URL manually please check your spelling and try again.", "Type": "Not Found"} | {"type": "object", "properties": {"Code": {"type": "string"}, "Description": {"type": "string"}, "Error": {"type": "string"}, "Type": {"type": "string"}}} |
ff868476-a295-41e8-b809-5f33127b7842/95a8c9bd-b8f6-42dc-ae5b-2e0db4fa3415/0/0 | ShillerPE | Get hard-to-find economic data to level up your financial apps. | null | Real Sales Growth | S&P500 price to book value ratio. Current price to book ratio is estimated based on current market price and S&P 500 book value as of December, 2021 the latest reported by S&P. | 404 | New Example | {"Code": "404", "Description": "Resource not found", "Error": "404 Not Found: The requested URL was not found on the server. If you entered the URL manually please check your spelling and try again.", "Type": "Not Found"} | {"type": "object", "properties": {"Code": {"type": "string"}, "Description": {"type": "string"}, "Error": {"type": "string"}, "Type": {"type": "string"}}} |
ff868476-a295-41e8-b809-5f33127b7842/95a8c9bd-b8f6-42dc-ae5b-2e0db4fa3415/1/0 | ShillerPE | Get hard-to-find economic data to level up your financial apps. | null | Real Sales Growth | S&P500 price to book value ratio. Current price to book ratio is estimated based on current market price and S&P 500 book value as of December, 2021 the latest reported by S&P. | 200 | Response | {"real-sales-growth": [{"date": "2021-12-31 00:00:00", "value": 9.36}, {"date": "2021-09-30 00:00:00", "value": 6.8}, {"date": "2021-06-30 00:00:00", "value": 3.75}, {"date": "2021-03-31 00:00:00", "value": -2.56}, {"date": "2020-12-31 00:00:00", "value": -4.9}, {"date": "2020-09-30 00:00:00", "value": -3.44}, {"date":... | {"type": "object", "properties": {"real-sales-growth": {"type": "array", "items": {"type": "object", "properties": {"date": {"type": "string"}, "value": {"type": "number"}}}}}} |
ff868476-a295-41e8-b809-5f33127b7842/5d412fe3-4f7f-429d-9ac1-03ae91bb3f3f/0/0 | ShillerPE | Get hard-to-find economic data to level up your financial apps. | null | Real Earnings Growth | S&P500 price to book value ratio. Current price to book ratio is estimated based on current market price and S&P 500 book value as of December, 2021 the latest reported by S&P. | 200 | Response | {"real-earnings-growth": [{"date": "2021-12-31 00:00:00", "value": 100.17}, {"date": "2021-09-30 00:00:00", "value": 71.79}, {"date": "2021-06-30 00:00:00", "value": 55.25}, {"date": "2021-03-31 00:00:00", "value": 8.17}, {"date": "2020-12-31 00:00:00", "value": -33.44}, {"date": "2020-09-30 00:00:00", "value": -27.14}... | {"type": "object", "properties": {"real-earnings-growth": {"type": "array", "items": {"type": "object", "properties": {"date": {"type": "string"}, "value": {"type": "number"}}}}}} |
ff868476-a295-41e8-b809-5f33127b7842/5d412fe3-4f7f-429d-9ac1-03ae91bb3f3f/1/0 | ShillerPE | Get hard-to-find economic data to level up your financial apps. | null | Real Earnings Growth | S&P500 price to book value ratio. Current price to book ratio is estimated based on current market price and S&P 500 book value as of December, 2021 the latest reported by S&P. | 404 | New Example | {"Code": "404", "Description": "Resource not found", "Error": "404 Not Found: The requested URL was not found on the server. If you entered the URL manually please check your spelling and try again.", "Type": "Not Found"} | {"type": "object", "properties": {"Code": {"type": "string"}, "Description": {"type": "string"}, "Error": {"type": "string"}, "Type": {"type": "string"}}} |
ff868476-a295-41e8-b809-5f33127b7842/9d01703b-3fc2-423a-9088-502f6c1e901f/0/0 | ShillerPE | Get hard-to-find economic data to level up your financial apps. | null | Price To Sales | S&P500 price to book value ratio. Current price to book ratio is estimated based on current market price and S&P 500 book value as of December, 2021 the latest reported by S&P. | 200 | Response | {"price-to-sales": [{"date": "2022-05-13 00:00:00", "value": 2.57}, {"date": "2022-03-31 00:00:00", "value": 2.89}, {"date": "2021-12-31 00:00:00", "value": 3.04}, {"date": "2021-09-30 00:00:00", "value": 2.85}, {"date": "2021-06-30 00:00:00", "value": 2.94}, {"date": "2021-03-31 00:00:00", "value": 2.85}, {"date": "20... | {"type": "object", "properties": {"price-to-sales": {"type": "array", "items": {"type": "object", "properties": {"date": {"type": "string"}, "value": {"type": "number"}}}}}} |
ff868476-a295-41e8-b809-5f33127b7842/9d01703b-3fc2-423a-9088-502f6c1e901f/1/0 | ShillerPE | Get hard-to-find economic data to level up your financial apps. | null | Price To Sales | S&P500 price to book value ratio. Current price to book ratio is estimated based on current market price and S&P 500 book value as of December, 2021 the latest reported by S&P. | 404 | New Example | {"Code": "404", "Description": "Resource not found", "Error": "404 Not Found: The requested URL was not found on the server. If you entered the URL manually please check your spelling and try again.", "Type": "Not Found"} | {"type": "object", "properties": {"Code": {"type": "string"}, "Description": {"type": "string"}, "Error": {"type": "string"}, "Type": {"type": "string"}}} |
ff868476-a295-41e8-b809-5f33127b7842/0cef54ac-a7bd-4cdb-8baf-a6f3b48fec35/0/0 | ShillerPE | Get hard-to-find economic data to level up your financial apps. | null | Price To Book | S&P500 price to book value ratio. Current price to book ratio is estimated based on current market price and S&P 500 book value as of December, 2021 the latest reported by S&P. | 404 | New Example | {"Code": "404", "Description": "Resource not found", "Error": "404 Not Found: The requested URL was not found on the server. If you entered the URL manually please check your spelling and try again.", "Type": "Not Found"} | {"type": "object", "properties": {"Code": {"type": "string"}, "Description": {"type": "string"}, "Error": {"type": "string"}, "Type": {"type": "string"}}} |
ff868476-a295-41e8-b809-5f33127b7842/0cef54ac-a7bd-4cdb-8baf-a6f3b48fec35/1/0 | ShillerPE | Get hard-to-find economic data to level up your financial apps. | null | Price To Book | S&P500 price to book value ratio. Current price to book ratio is estimated based on current market price and S&P 500 book value as of December, 2021 the latest reported by S&P. | 200 | Response | {"price-to-book": [{"date": "2022-05-13 00:00:00", "value": 3.99}, {"date": "2022-03-31 00:00:00", "value": 4.49}, {"date": "2021-12-31 00:00:00", "value": 4.73}, {"date": "2021-09-30 00:00:00", "value": 4.38}, {"date": "2021-06-30 00:00:00", "value": 4.43}, {"date": "2021-03-31 00:00:00", "value": 4.23}, {"date": "202... | {"type": "object", "properties": {"price-to-book": {"type": "array", "items": {"type": "object", "properties": {"date": {"type": "string"}, "value": {"type": "number"}}}}}} |
ff868476-a295-41e8-b809-5f33127b7842/d7d303b9-dea1-4f11-81fc-81804b42d24e/0/0 | ShillerPE | Get hard-to-find economic data to level up your financial apps. | null | Earnings Growth | S&P500 price to book value ratio. Current price to book ratio is estimated based on current market price and S&P 500 book value as of December, 2021 the latest reported by S&P. | 200 | Response | {"earnings-growth": [{"date": "2021-12-31 00:00:00", "value": 110.21}, {"date": "2021-09-30 00:00:00", "value": 78.55}, {"date": "2021-06-30 00:00:00", "value": 59.99}, {"date": "2021-03-31 00:00:00", "value": 10.2}, {"date": "2020-12-31 00:00:00", "value": -32.51}, {"date": "2020-09-30 00:00:00", "value": -26.09}, {"d... | {"type": "object", "properties": {"earnings-growth": {"type": "array", "items": {"type": "object", "properties": {"date": {"type": "string"}, "value": {"type": "number"}}}}}} |
ff868476-a295-41e8-b809-5f33127b7842/d7d303b9-dea1-4f11-81fc-81804b42d24e/1/0 | ShillerPE | Get hard-to-find economic data to level up your financial apps. | null | Earnings Growth | S&P500 price to book value ratio. Current price to book ratio is estimated based on current market price and S&P 500 book value as of December, 2021 the latest reported by S&P. | 404 | New Example | {"Code": "404", "Description": "Resource not found", "Error": "404 Not Found: The requested URL was not found on the server. If you entered the URL manually please check your spelling and try again.", "Type": "Not Found"} | {"type": "object", "properties": {"Code": {"type": "string"}, "Description": {"type": "string"}, "Error": {"type": "string"}, "Type": {"type": "string"}}} |
ff868476-a295-41e8-b809-5f33127b7842/429ff9ae-effe-4ecc-b1b0-4f6c170503b2/0/0 | ShillerPE | Get hard-to-find economic data to level up your financial apps. | null | D ividend Growth | S&P500 price to book value ratio. Current price to book ratio is estimated based on current market price and S&P 500 book value as of December, 2021 the latest reported by S&P. | 200 | Response | {"dividend-growth": [{"date": "2022-03-31 00:00:00", "value": 7.52}, {"date": "2021-12-31 00:00:00", "value": 3.63}, {"date": "2021-09-30 00:00:00", "value": 0.69}, {"date": "2021-06-30 00:00:00", "value": -3.05}, {"date": "2021-03-31 00:00:00", "value": -3.27}, {"date": "2020-12-31 00:00:00", "value": 0.07}, {"date": ... | {"type": "object", "properties": {"dividend-growth": {"type": "array", "items": {"type": "object", "properties": {"date": {"type": "string"}, "value": {"type": "number"}}}}}} |
ff868476-a295-41e8-b809-5f33127b7842/429ff9ae-effe-4ecc-b1b0-4f6c170503b2/1/0 | ShillerPE | Get hard-to-find economic data to level up your financial apps. | null | D ividend Growth | S&P500 price to book value ratio. Current price to book ratio is estimated based on current market price and S&P 500 book value as of December, 2021 the latest reported by S&P. | 404 | New Example | {"Code": "404", "Description": "Resource not found", "Error": "404 Not Found: The requested URL was not found on the server. If you entered the URL manually please check your spelling and try again.", "Type": "Not Found"} | {"type": "object", "properties": {"Code": {"type": "string"}, "Description": {"type": "string"}, "Error": {"type": "string"}, "Type": {"type": "string"}}} |
ff868476-a295-41e8-b809-5f33127b7842/fb42571c-7eb8-4375-a38c-0d898367b817/0/0 | ShillerPE | Get hard-to-find economic data to level up your financial apps. | null | Book Value Per Share | S&P500 price to book value ratio. Current price to book ratio is estimated based on current market price and S&P 500 book value as of December, 2021 the latest reported by S&P. | 200 | Response | {"book-value": [{"date": "2021-12-31 00:00:00", "value": 1008.02}, {"date": "2021-09-30 00:00:00", "value": 983.04}, {"date": "2021-06-30 00:00:00", "value": 969.73}, {"date": "2021-03-31 00:00:00", "value": 938.53}, {"date": "2020-12-31 00:00:00", "value": 927.52}, {"date": "2020-09-30 00:00:00", "value": 920.34}, {"d... | {"type": "object", "properties": {"book-value": {"type": "array", "items": {"type": "object", "properties": {"date": {"type": "string"}, "value": {"type": "number"}}}}}} |
ff868476-a295-41e8-b809-5f33127b7842/fb42571c-7eb8-4375-a38c-0d898367b817/1/0 | ShillerPE | Get hard-to-find economic data to level up your financial apps. | null | Book Value Per Share | S&P500 price to book value ratio. Current price to book ratio is estimated based on current market price and S&P 500 book value as of December, 2021 the latest reported by S&P. | 404 | New Example | {"Code": "404", "Description": "Resource not found", "Error": "404 Not Found: The requested URL was not found on the server. If you entered the URL manually please check your spelling and try again.", "Type": "Not Found"} | {"type": "object", "properties": {"Code": {"type": "string"}, "Description": {"type": "string"}, "Error": {"type": "string"}, "Type": {"type": "string"}}} |
b307c38a-f594-4133-9096-7b2ca98cc523/f606b5b4-6215-4baa-80d7-479ba575d59b/0/0 | Hourly Market Data | This API allows you to create trading algorithms, data science projects, user facing applications and much more. New data is added at the start of every hour, and puth through an algorithm that returns statistical and technical indicators, along with a buy or sell signal. | null | GET Current BNB Data | Get the last hour's BNB data from the database | 200 | New Example | {"_id": "62d930c6ee55bc80444c7e2f", "Timestamp": 1658397600, "Ticker": "BNB", "Close": 257.21, "Indicators": {"TimeFrame200": {"MA200": 247.50240000000002, "BollingerBands": {"bollinger_up": 276.6133549042484, "sma": 247.50240000000002, "bollinger_down": 218.39144509575164}, "RSI": 54.250412653363085}, "TimeFrame100": ... | {"$schema": "http://json-schema.org/schema#", "type": "object", "properties": {"_id": {"type": "string"}, "Timestamp": {"type": "integer"}, "Ticker": {"type": "string"}, "Close": {"type": "number"}, "Indicators": {"type": "object", "properties": {"TimeFrame200": {"type": "object", "properties": {"MA200": {"type": "numb... |
b307c38a-f594-4133-9096-7b2ca98cc523/98b9cb36-5cf6-4d30-8d84-9566f02efb70/0/0 | Hourly Market Data | This API allows you to create trading algorithms, data science projects, user facing applications and much more. New data is added at the start of every hour, and puth through an algorithm that returns statistical and technical indicators, along with a buy or sell signal. | null | GET Current ETH Data | Get the last hour's ETH data from the database | 200 | New Example | {"_id": "62ecea25600892747e13a272", "Timestamp": 1659693600, "Ticker": "ETH", "Close": 1662.54, "Indicators": {"TimeFrame200": {"MA200": 1667.5151999999998, "BollingerBands": {"bollinger_up": 1760.7595879235428, "sma": 1667.5151999999998, "bollinger_down": 1574.2708120764569}, "RSI": 50.738339683806664}, "TimeFrame100"... | {"$schema": "http://json-schema.org/schema#", "type": "object", "properties": {"_id": {"type": "string"}, "Timestamp": {"type": "integer"}, "Ticker": {"type": "string"}, "Close": {"type": "number"}, "Indicators": {"type": "object", "properties": {"TimeFrame200": {"type": "object", "properties": {"MA200": {"type": "numb... |
b307c38a-f594-4133-9096-7b2ca98cc523/443e744a-02d4-4bf4-9630-a5df60a6fd02/0/0 | Hourly Market Data | This API allows you to create trading algorithms, data science projects, user facing applications and much more. New data is added at the start of every hour, and puth through an algorithm that returns statistical and technical indicators, along with a buy or sell signal. | null | GET Current BTC Data | Get the last hour's data from the bitcoin database | 200 | New Example | {"_id": "62ecea25c9a6485e393a208f", "Timestamp": 1659693600, "Ticker": "BTC", "Close": 23133.92, "Indicators": {"TimeFrame200": {"MA200": 23391.575950000002, "BollingerBands": {"bollinger_up": 24332.283601840652, "sma": 23391.575950000002, "bollinger_down": 22450.868298159352}, "RSI": 50.10058409050915}, "TimeFrame100"... | {"$schema": "http://json-schema.org/schema#", "type": "object", "properties": {"_id": {"type": "string"}, "Timestamp": {"type": "integer"}, "Ticker": {"type": "string"}, "Close": {"type": "number"}, "Indicators": {"type": "object", "properties": {"TimeFrame200": {"type": "object", "properties": {"MA200": {"type": "numb... |
da374371-f185-45a6-b06d-d394dcf46125/5b5b1c26-aea1-40b1-8ee1-707a92893b42/0/0 | Fast Currency Converter | Fast Currency Converter | null | Fetch Multiple Exchange Rates | Get exchange rates for all given currencies.
Updated time is GMT time. | 200 | New Example | {"base": "USD", "results": {"EUR": 0.88292, "AUD": 1.39306}, "updated": "2022-02-19 23:00:08"} | {"type": "object", "properties": {"base": {"type": "string"}, "results": {"type": "object", "properties": {"EUR": {"type": "number"}, "AUD": {"type": "number"}}}, "updated": {"type": "string"}}} |
da374371-f185-45a6-b06d-d394dcf46125/72866a47-2404-4670-be8e-66b35e54f7f9/0/0 | Fast Currency Converter | Fast Currency Converter | null | List Available Currencies | Get a list of all available currencies. | 200 | New Example | {"currencies": {"AED": "United Arab Emirates Dirham", "AFN": "Afghan Afghani", "ALL": "Albanian Lek", "AMD": "Armenian Dram", "ANG": "Dutch Guilders", "AOA": "Angolan Kwanza", "ARS": "Argentine Peso", "AUD": "Australian Dollar", "AWG": "Aruban Florin", "AZN": "Azerbaijani Manat", "BAM": "Bosnia-Herzegovina Convertible ... | {"type": "object", "properties": {"currencies": {"type": "object", "properties": {"AED": {"type": "string"}, "AFN": {"type": "string"}, "ALL": {"type": "string"}, "AMD": {"type": "string"}, "ANG": {"type": "string"}, "AOA": {"type": "string"}, "ARS": {"type": "string"}, "AUD": {"type": "string"}, "AWG": {"type": "strin... |
da374371-f185-45a6-b06d-d394dcf46125/7663a4ba-43f4-42df-bd7b-a4e11cd075fa/0/0 | Fast Currency Converter | Fast Currency Converter | null | Fetch One Exchange Rate | Get exchange rate for a given currency pair.
Updated time is GMT time. | 200 | New Example | {"base": "USD", "result": {"EUR": 0.88292}, "updated": "2022-02-19 23:00:08"} | {"type": "object", "properties": {"base": {"type": "string"}, "result": {"type": "object", "properties": {"EUR": {"type": "number"}}}, "updated": {"type": "string"}}} |
da374371-f185-45a6-b06d-d394dcf46125/ddc0ea72-d211-4b38-854d-937314adeff5/0/0 | Fast Currency Converter | Fast Currency Converter | null | Convert Currency | Convert source currency to target currency with a given amount.
Updated time is GMT time. | 200 | New Example | {"base": "USD", "amount": 1.5, "result": {"EUR": 1.32, "rate": 0.88292}, "updated": "2022-02-20 12:50:07"} | {"type": "object", "properties": {"base": {"type": "string"}, "amount": {"type": "number"}, "result": {"type": "object", "properties": {"EUR": {"type": "number"}, "rate": {"type": "number"}}}, "updated": {"type": "string"}}} |
da374371-f185-45a6-b06d-d394dcf46125/c3c6cfaa-c7a2-477e-91dd-3fc0019f785f/0/0 | Fast Currency Converter | Fast Currency Converter | null | Fetch All Exchange Rates | Get all exchange rates for a given source currency.
Update time is GMT time. | 200 | New Example | {"base": "USD", "results": {"AED": 3.67304, "AFN": 91.8565, "ALL": 106.92948, "AMD": 479.4573, "ANG": 1.78667, "AOA": 508.06257, "ARS": 106.78748, "AUD": 1.39306, "AWG": 1.79918, "AZN": 1.70147, "BAM": 1.73024, "BBD": 1.99946, "BDT": 84.86079, "BGN": 1.71832, "BHD": 0.3762, "BIF": 2013.50874, "BMD": 0.99925, "BND": 1.3... | {"type": "object", "properties": {"base": {"type": "string"}, "results": {"type": "object", "properties": {"AED": {"type": "number"}, "AFN": {"type": "number"}, "ALL": {"type": "number"}, "AMD": {"type": "number"}, "ANG": {"type": "number"}, "AOA": {"type": "number"}, "ARS": {"type": "number"}, "AUD": {"type": "number"... |
810f6f49-b97b-48ff-ba02-7becbad6b8dc/da1b1a1f-c142-4334-b6b2-3ad7087f60ec/0/0 | Top 50 Crypto Coins | With this api you will get data about the top 50 crypto and all up to date real time. | null | Crypto stats | Top 50 cryptos and stats | 200 | New Example | [{"Rank": "1", "Name": "Bitcoin", "Price": "$65,394.43", "today_Change": "+5.50%", "today_Volume": "$34,598,319,908", "Market_Cap": "$1,234,031,303,680"}, {"Rank": "2", "Name": "Ethereum", "Price": "$4,725.67", "today_Change": "+2.30%", "today_Volume": "$16,801,621,697", "Market_Cap": "$556,724,786,000"}, {"Rank": "3",... | {"type": "array", "items": {"type": "object", "properties": {"Rank": {"type": "string"}, "Name": {"type": "string"}, "Price": {"type": "string"}, "today_Change": {"type": "string"}, "today_Volume": {"type": "string"}, "Market_Cap": {"type": "string"}}}} |
37ed13e4-9074-487c-b050-60bb37c487d8/398b798d-c680-4744-820b-8e459a660b19/0/0 | NFT Global | All the latest NFT news from around the world. | null | Get All NFT News | This endpoint will return back all the latest news about NFT's from all over the world. | 200 | Response | [{"title": "NFTs", "url": "https://cryptoslate.com/nfts/", "source": "Crypto Slate"}, {"title": " <img\n alt=\"Hyundai doubles down on community NFT project with Meta Kongz collaboration\"\n src=\"https://cryptoslate.com/wp-content/themes/cryptoslate-2020/imgresize/timthumb.php?src=https://cryptoslate.com/wp-content/up... | {"$schema": "http://json-schema.org/schema#", "type": "array", "items": {"type": "object", "properties": {"title": {"type": "string"}, "url": {"type": "string"}, "source": {"type": "string"}}, "required": ["source", "title", "url"]}} |
6b2bb50c-9968-40b4-90eb-bfdb6cde6a3b/0bd32221-6982-4a64-b1c6-8da9493a780c/0/0 | Portfolio Optimizer | Portfolio Optimizer is a Web API democratizing the access to the Nobel Prize-winning science of portfolio optimization. | null | /portfolio/analysis/value-at-risk | Compute the value at risk of one or several portfolio(s) from portfolio values.
References
* Wikipedia, Value at risk
* Acerbi, C. and Tasche, D. (2002), Expected Shortfall: A Natural Coherent Alternative to Value at Risk. Economic Notes, 31: 379-388 | 200 | null | {"portfolios": [{"portfolioValueAtRisk": 0.17647058823529413}]} | {"type": "object", "required": ["portfolios"], "properties": {"portfolios": {"type": "array", "minItems": 1, "items": {"type": "object", "required": ["portfolioValueAtRisk"], "properties": {"portfolioValueAtRisk": {"description": "The value at risk of the portfolio", "type": "number"}}}}}} |
6b2bb50c-9968-40b4-90eb-bfdb6cde6a3b/9b32d512-619b-417a-bad0-0d0ac7bf3aad/0/0 | Portfolio Optimizer | Portfolio Optimizer is a Web API democratizing the access to the Nobel Prize-winning science of portfolio optimization. | null | /portfolio/analysis/returns/average | Compute the arithmetic average of the arithmetic return(s) of one or several portfolio(s).
References
* Wikipedia, Arithmetic Average Rate of Return | 200 | null | {"portfolios": [{"portfolioAverageReturn": 0.01}]} | {"type": "object", "required": ["portfolios"], "properties": {"portfolios": {"type": "array", "items": {"type": "object", "required": ["portfolioAverageReturn"], "properties": {"portfolioAverageReturn": {"description": "The arithmetic average return of the portfolio", "type": "number"}}}}}} |
6b2bb50c-9968-40b4-90eb-bfdb6cde6a3b/c2b34860-e6be-4744-8a3a-e07335ad81d2/0/0 | Portfolio Optimizer | Portfolio Optimizer is a Web API democratizing the access to the Nobel Prize-winning science of portfolio optimization. | null | /assets/correlation/matrix/effective-rank | Compute the effective rank of an asset correlation matrix.
References
* Olivier Roy and Martin Vetterli, The effective rank: A measure of effective dimensionality, 15th European Signal Processing Conference, 2007 | 200 | null | {"assetsCorrelationMatrixEffectiveRank": 2} | {"type": "object", "required": ["assetsCorrelationMatrixEffectiveRank"], "properties": {"assetsCorrelationMatrixEffectiveRank": {"description": "The effective rank of the asset correlation matrix", "type": "array", "minItems": 2, "items": {"type": "array", "minItems": 2, "items": {"type": "number"}}}}} |
6b2bb50c-9968-40b4-90eb-bfdb6cde6a3b/92ca5eb1-314e-464b-9fcd-9d4be581a930/0/0 | Portfolio Optimizer | Portfolio Optimizer is a Web API democratizing the access to the Nobel Prize-winning science of portfolio optimization. | null | /portfolio/analysis/contributions/risk | Perform a risk contribution analysis of one or several portfolio(s), optionally using groups of assets.
References
* Carl R. Bacon, Practical Portfolio Performance Measurement and Attribution | 200 | null | {"portfolios": [{"assetsRiskContributions": [0.0004969039949999533, 0.00012422599874998834, 0.049690399499995326]}]} | {"type": "object", "required": ["portfolios"], "properties": {"portfolios": {"type": "array", "items": {"type": "object", "required": ["assetsRiskContributions"], "properties": {"assetsRiskContributions": {"description": "assetsRiskContributions[i] is the risk contribution of the asset i to the risk of the portfolio", ... |
6b2bb50c-9968-40b4-90eb-bfdb6cde6a3b/2816cad1-5a35-4065-aac6-029e5db6bd19/0/0 | Portfolio Optimizer | Portfolio Optimizer is a Web API democratizing the access to the Nobel Prize-winning science of portfolio optimization. | null | /portfolio/analysis/ulcer-performance-index | Compute the Ulcer Performance Index of one or several portfolio(s).
References
* Carl R. Bacon, Practical Portfolio Performance Measurement and Attribution
* Peter G. Martin, Ulcer Index, An Alternative Approach to the Measurement of Investment Risk & Risk-Adjusted Performance | 200 | null | {"portfolios": [{"portfolioUlcerPerformanceIndex": -0.45642249763676057}]} | {"type": "object", "required": ["portfolios"], "properties": {"portfolios": {"type": "array", "items": {"type": "object", "required": ["portfolioUlcerPerformanceIndex"], "properties": {"portfolioUlcerPerformanceIndex": {"description": "The Ulcer Performance Index of the portfolio", "type": "number"}}}}}} |
6b2bb50c-9968-40b4-90eb-bfdb6cde6a3b/8e38a806-2a5d-49b4-9e7e-933cfa0a7cda/0/0 | Portfolio Optimizer | Portfolio Optimizer is a Web API democratizing the access to the Nobel Prize-winning science of portfolio optimization. | null | /portfolio/analysis/sharpe-ratio | Compute the Sharpe ratio of one or several portfolio(s) from either:
* Portfolio assets arithmetic returns and assets covariance matrix
* Portfolio values
References
* Carl R. Bacon, Practical Portfolio Performance Measurement and Attribution
* Harry M. Markowitz, Portfolio Selection, Efficient Diversification of Inves... | 200 | null | {"portfolios": [{"portfolioSharpeRatio": -0.8835333925060923}]} | {"type": "object", "required": ["portfolios"], "properties": {"portfolios": {"type": "array", "items": {"type": "object", "required": ["portfolioSharpeRatio"], "properties": {"portfolioSharpeRatio": {"description": "The Sharpe ratio of the portfolio", "type": "number"}}}}}} |
6b2bb50c-9968-40b4-90eb-bfdb6cde6a3b/eb7769d2-3aa0-41c4-a49c-9576e1ad4c22/0/0 | Portfolio Optimizer | Portfolio Optimizer is a Web API democratizing the access to the Nobel Prize-winning science of portfolio optimization. | null | /portfolio/optimization/inverse-variance-weighted | Compute the asset weights of the inverse variance-weighted portfolio.
References
* Raul Leote de Carvalho and al., Demystifying Equity Risk-Based Strategies: A Simple Alpha Plus Beta Description | 200 | null | {"assetsWeights": [0.3333333333333333, 0.6666666666666666]} | {"type": "object", "required": ["assetsWeights"], "properties": {"assetsWeights": {"description": "assetsWeights[i] is the weight of the asset i in the portfolio, in percentage", "type": "array", "minItems": 2, "items": {"type": "number", "minimum": 0, "maximum": 1}}}} |
6b2bb50c-9968-40b4-90eb-bfdb6cde6a3b/77f22f37-94c6-4093-bff8-108d9bc8beb0/0/0 | Portfolio Optimizer | Portfolio Optimizer is a Web API democratizing the access to the Nobel Prize-winning science of portfolio optimization. | null | /assets/covariance/matrix/sample | Compute the sample covariance matrix of assets returns.
This endpoint is similar to the endpoint /assets/covariance/matrix, but uses Bessel's correction to compute the covariance matrix.
References
* Wikipedia, Sample Mean and Covariance | 200 | null | {"assetsCovarianceMatrix": [[2.5e-05, -5e-05], [-5e-05, 0.0001]]} | {"type": "object", "required": ["assetsCovarianceMatrix"], "properties": {"assetsCovarianceMatrix": {"description": "assetsCovarianceMatrix[i][j] is the sample covariance between the asset i returns and the asset j returns", "type": "array", "minItems": 2, "items": {"type": "array", "minItems": 2, "items": {"type": "nu... |
6b2bb50c-9968-40b4-90eb-bfdb6cde6a3b/5ff75623-d783-4b4c-98ce-f63673d13bb3/0/0 | Portfolio Optimizer | Portfolio Optimizer is a Web API democratizing the access to the Nobel Prize-winning science of portfolio optimization. | null | /assets/covariance/matrix | Compute the covariance matrix of assets from either:
* The asset correlation matrix and their volatilities (i.e., standard deviations)
* The asset correlation matrix and their variances
* The asset returns
References
* Wikipedia, Covariance Matrix | 200 | null | {"assetsCovarianceMatrix": [[0.00035, 0.00035], [0.00035, 0.00035]]} | {"type": "object", "required": ["assetsCovarianceMatrix"], "properties": {"assetsCovarianceMatrix": {"description": "assetsCovarianceMatrix[i][j] is the covariance between the asset i and the asset j", "type": "array", "minItems": 2, "items": {"type": "array", "minItems": 2, "items": {"type": "number"}}}}} |
6b2bb50c-9968-40b4-90eb-bfdb6cde6a3b/5ff75623-d783-4b4c-98ce-f63673d13bb3/0/1 | Portfolio Optimizer | Portfolio Optimizer is a Web API democratizing the access to the Nobel Prize-winning science of portfolio optimization. | null | /assets/covariance/matrix | Compute the covariance matrix of assets from either:
* The asset correlation matrix and their volatilities (i.e., standard deviations)
* The asset correlation matrix and their variances
* The asset returns
References
* Wikipedia, Covariance Matrix | 200 | null | {"assetsCovarianceMatrix": [[0.010000000000000002, -0.0025000000000000005], [-0.0025000000000000005, 0.0025000000000000005]]} | {"type": "object", "required": ["assetsCovarianceMatrix"], "properties": {"assetsCovarianceMatrix": {"description": "assetsCovarianceMatrix[i][j] is the covariance between the asset i and the asset j", "type": "array", "minItems": 2, "items": {"type": "array", "minItems": 2, "items": {"type": "number"}}}}} |
6b2bb50c-9968-40b4-90eb-bfdb6cde6a3b/5ff75623-d783-4b4c-98ce-f63673d13bb3/0/2 | Portfolio Optimizer | Portfolio Optimizer is a Web API democratizing the access to the Nobel Prize-winning science of portfolio optimization. | null | /assets/covariance/matrix | Compute the covariance matrix of assets from either:
* The asset correlation matrix and their volatilities (i.e., standard deviations)
* The asset correlation matrix and their variances
* The asset returns
References
* Wikipedia, Covariance Matrix | 200 | null | {"assetsCovarianceMatrix": [[0.010000000000000002, -0.0025000000000000005], [-0.0025000000000000005, 0.0025000000000000005]]} | {"type": "object", "required": ["assetsCovarianceMatrix"], "properties": {"assetsCovarianceMatrix": {"description": "assetsCovarianceMatrix[i][j] is the covariance between the asset i and the asset j", "type": "array", "minItems": 2, "items": {"type": "array", "minItems": 2, "items": {"type": "number"}}}}} |
6b2bb50c-9968-40b4-90eb-bfdb6cde6a3b/61cd42de-ae6a-42d4-99f5-bab063773671/0/0 | Portfolio Optimizer | Portfolio Optimizer is a Web API democratizing the access to the Nobel Prize-winning science of portfolio optimization. | null | /assets/correlation/matrix/nearest | Compute the closest correlation matrix to an approximate assets correlation matrix, optionally keeping a selected number of correlations fixed, closest being defined in terms of the Frobenius norm.
References
* Nicholas J. Higham, Computing the Nearest Correlation Matrix—A Problem from Finance, IMA J. Numer. Anal. 22, ... | 200 | null | {"assetsCorrelationMatrix": [[1, 0.7606306078350177, 0.15733356650676536], [0.7606306078350177, 1, 0.7606306078350177], [0.15733356650676536, 0.7606306078350177, 1]]} | {"type": "object", "required": ["assetsCorrelationMatrix"], "properties": {"assetsCorrelationMatrix": {"description": "assetsCorrelationMatrix[i][j] is the correlation between the asset i and the asset j", "type": "array", "minItems": 2, "items": {"type": "array", "minItems": 2, "items": {"type": "number"}}}}} |
6b2bb50c-9968-40b4-90eb-bfdb6cde6a3b/61cd42de-ae6a-42d4-99f5-bab063773671/0/1 | Portfolio Optimizer | Portfolio Optimizer is a Web API democratizing the access to the Nobel Prize-winning science of portfolio optimization. | null | /assets/correlation/matrix/nearest | Compute the closest correlation matrix to an approximate assets correlation matrix, optionally keeping a selected number of correlations fixed, closest being defined in terms of the Frobenius norm.
References
* Nicholas J. Higham, Computing the Nearest Correlation Matrix—A Problem from Finance, IMA J. Numer. Anal. 22, ... | 200 | null | {"assetsCorrelationMatrix": [[1, 0.4314569968899409, 0.7974943959465133], [0.4314569968899409, 1, -0.2], [0.7974943959465133, -0.2, 1]]} | {"type": "object", "required": ["assetsCorrelationMatrix"], "properties": {"assetsCorrelationMatrix": {"description": "assetsCorrelationMatrix[i][j] is the correlation between the asset i and the asset j", "type": "array", "minItems": 2, "items": {"type": "array", "minItems": 2, "items": {"type": "number"}}}}} |
6b2bb50c-9968-40b4-90eb-bfdb6cde6a3b/a3ab9f7e-f904-4dd7-880b-ea1add07b506/0/0 | Portfolio Optimizer | Portfolio Optimizer is a Web API democratizing the access to the Nobel Prize-winning science of portfolio optimization. | null | /portfolio/analysis/volatility | Compute the volatility (i.e., standard deviation) of one or several portfolio(s) from either:
* Portfolio assets covariance matrix
* Portfolio values
References
* Wikipedia, Standard Deviation
* Carl R. Bacon, Practical Portfolio Performance Measurement and Attribution
* Harry M. Markowitz, Portfolio Selection, Efficie... | 200 | null | {"portfolios": [{"portfolioVolatility": 0.05}, {"portfolioVolatility": 0.1}]} | {"type": "object", "required": ["portfolios"], "properties": {"portfolios": {"type": "array", "minItems": 1, "items": {"type": "object", "required": ["portfolioVolatility"], "properties": {"portfolioVolatility": {"description": "The volatility of the portfolio", "type": "number", "minimum": 0}}}}}} |
6b2bb50c-9968-40b4-90eb-bfdb6cde6a3b/cc32f20d-6c40-4702-8ea5-d223dc56337f/0/0 | Portfolio Optimizer | Portfolio Optimizer is a Web API democratizing the access to the Nobel Prize-winning science of portfolio optimization. | null | /assets/correlation/matrix | Compute the Pearson correlation matrix of assets from either:
* The asset returns
* The asset covariance matrix
References
* Wikipedia, Correlation and Dependence | 200 | null | {"assetsCorrelationMatrix": [[1, 0.5], [0.5, 1]]} | {"type": "object", "required": ["assetsCorrelationMatrix"], "properties": {"assetsCorrelationMatrix": {"description": "assetsCorrelationMatrix[i][j] is the correlation between the asset i and the asset j", "type": "array", "minItems": 2, "items": {"type": "array", "minItems": 2, "items": {"type": "number"}}}}} |
6b2bb50c-9968-40b4-90eb-bfdb6cde6a3b/7574da71-dac8-4428-ae61-cc7b6bd2bff3/0/0 | Portfolio Optimizer | Portfolio Optimizer is a Web API democratizing the access to the Nobel Prize-winning science of portfolio optimization. | null | /portfolio/analysis/return | Compute the arithmetic return of one or several portfolio(s) from either:
* Portfolio assets arithmetic returns
* Portfolio values
References
* Wikipedia, Rate of Return
* Harry M. Markowitz, Portfolio Selection, Efficient Diversification of Investments, Second edition, Blackwell Publishers Inc. | 200 | null | {"portfolios": [{"portfolioReturn": 0.01}, {"portfolioReturn": 0.05}]} | {"type": "object", "required": ["portfolios"], "properties": {"portfolios": {"type": "array", "minItems": 1, "items": {"type": "object", "required": ["portfolioReturn"], "properties": {"portfolioReturn": {"description": "The arithmetic return of the portfolio", "type": "number"}}}}}} |
6b2bb50c-9968-40b4-90eb-bfdb6cde6a3b/56e743f5-1e67-41a0-a45c-d209ca3a7edb/0/0 | Portfolio Optimizer | Portfolio Optimizer is a Web API democratizing the access to the Nobel Prize-winning science of portfolio optimization. | null | /portfolio/analysis/factors/exposures | Compute the exposures of one or several portfolio(s) to a set of factors, using a returns-based linear regression analysis.
References
* Measuring Factor Exposures: Uses and Abuses, Ronen Israel and Adrienne Ross, The Journal of Alternative Investments Summer 2017, 20 (1) 10-25 | 200 | null | {"portfolios": [{"portfolioAlpha": -1.7563172006410804e-05, "portfolioBetas": [3.083191766752847, 2.17931822921701], "portfolioRSquared": 1}]} | {"type": "object", "required": ["portfolios"], "properties": {"portfolios": {"type": "array", "minItems": 1, "items": {"type": "object", "required": ["portfolioAlpha", "portfolioBetas", "portfolioRSquared"], "properties": {"portfolioAlpha": {"description": "The portfolio alpha, which correponds to the portion of the po... |
6b2bb50c-9968-40b4-90eb-bfdb6cde6a3b/cf9cba14-8e82-4091-8ce2-601688cd3c75/0/0 | Portfolio Optimizer | Portfolio Optimizer is a Web API democratizing the access to the Nobel Prize-winning science of portfolio optimization. | null | /portfolio/analysis/diversification-ratio | Compute the diversification ratio of one or several portfolio(s).
References
* Yves Choueifaty and Yves Coignard, Toward Maximum Diversification, The Journal of Portfolio Management Fall 2008, 35 (1) 40-51 | 200 | null | {"portfolios": [{"portfolioDiversificationRatio": 1.2909944487358058}]} | {"type": "object", "required": ["portfolios"], "properties": {"portfolios": {"type": "array", "items": {"type": "object", "required": ["portfolioDiversificationRatio"], "properties": {"portfolioDiversificationRatio": {"description": "The diversification ratio of the portfolio", "type": "number", "minimum": 0}}}}}} |
6b2bb50c-9968-40b4-90eb-bfdb6cde6a3b/f9ec98ba-ad8b-4b4f-be0c-2cd051afcc3a/0/0 | Portfolio Optimizer | Portfolio Optimizer is a Web API democratizing the access to the Nobel Prize-winning science of portfolio optimization. | null | /portfolio/analysis/mean-variance/efficient-frontier | Compute the discretized mean-variance efficient frontier associated to a list of assets, optionally subject to:
* Minimum and maximum weights constraints
* Maximum group weights constraints
* Minimum and maximum portfolio exposure constraint
References
* Harry M. Markowitz, Portfolio Selection, Efficient Diversificati... | 200 | null | {"portfolios": [{"assetsWeights": [0.8260869565217391, 0.17391304347826086], "portfolioReturn": 0.016956521739130433, "portfolioVolatility": 0.0463915284620315}, {"assetsWeights": [0.5130434782608696, 0.48695652173913045], "portfolioReturn": 0.02947826086956522, "portfolioVolatility": 0.05726369211623199}, {"assetsWeig... | {"type": "object", "required": ["portfolios"], "properties": {"portfolios": {"type": "array", "minItems": 1, "items": {"type": "object", "required": ["assetsWeights", "portfolioReturn", "portfolioVolatility"], "properties": {"assetsWeights": {"description": "assetsWeights[i] is the weight of the asset i in the portfoli... |
6b2bb50c-9968-40b4-90eb-bfdb6cde6a3b/b0d0970d-daf3-40fe-8b08-bc9ba3b8b58c/0/0 | Portfolio Optimizer | Portfolio Optimizer is a Web API democratizing the access to the Nobel Prize-winning science of portfolio optimization. | null | /portfolio/analysis/tracking-error | Compute the tracking error between a benchmark and one or several portfolio(s).
References
* Wikipedia, Tracking error
* Carl R. Bacon, Practical Portfolio Performance Measurement and Attribution | 200 | null | {"portfolios": [{"portfolioTrackingError": 0.00950648535942116}]} | {"type": "object", "required": ["portfolios"], "properties": {"portfolios": {"type": "array", "minItems": 1, "items": {"type": "object", "required": ["portfolioTrackingError"], "properties": {"portfolioTrackingError": {"description": "The tracking error of the portfolio", "type": "number", "minimum": 0}}}}}} |
6b2bb50c-9968-40b4-90eb-bfdb6cde6a3b/6018f777-8fbc-4d96-b671-4645896199a7/0/0 | Portfolio Optimizer | Portfolio Optimizer is a Web API democratizing the access to the Nobel Prize-winning science of portfolio optimization. | null | /portfolio/analysis/drawdowns | Compute the drawdown function - also called the underwater equity curve -, as well as the worst 10 drawdowns of one or several portfolio(s).
References
* Wikipedia, Drawdown | 200 | null | {"portfolios": [{"portfolioDrawdowns": [0, 0.05, 0, 0.1, 0.15, 0.3], "portfolioWorstDrawdowns": [{"drawdownDepth": 0.3, "drawdownStart": 3, "drawdownBottom": 6, "drawdownEnd": 0}, {"drawdownDepth": 0.05, "drawdownStart": 1, "drawdownBottom": 2, "drawdownEnd": 3}]}]} | {"type": "object", "required": ["portfolios"], "properties": {"portfolios": {"type": "array", "items": {"type": "object", "required": ["portfolioDrawdowns", "portfolioWorstDrawdowns"], "properties": {"portfolioDrawdowns": {"description": "portfolioDrawdowns[t] is the value of the drawdown function at the time t", "type... |
6b2bb50c-9968-40b4-90eb-bfdb6cde6a3b/dbbe3639-c5b4-4ada-8d6e-3f60ad8c501c/0/0 | Portfolio Optimizer | Portfolio Optimizer is a Web API democratizing the access to the Nobel Prize-winning science of portfolio optimization. | null | /portfolio/analysis/ulcer-index | Compute the Ulcer Index of one or several portfolio(s).
References
* Carl R. Bacon, Practical Portfolio Performance Measurement and Attribution
* Peter G. Martin, Ulcer Index, An Alternative Approach to the Measurement of Investment Risk & Risk-Adjusted Performance | 200 | null | {"portfolios": [{"portfolioUlcerIndex": 0.14433756729740643}]} | {"type": "object", "required": ["portfolios"], "properties": {"portfolios": {"type": "array", "items": {"type": "object", "required": ["portfolioUlcerIndex"], "properties": {"portfolioUlcerIndex": {"description": "The Ulcer Index of the portfolio", "type": "number"}}}}}} |
6b2bb50c-9968-40b4-90eb-bfdb6cde6a3b/48bc48eb-5032-47f9-9730-8f0fe762a1ee/0/0 | Portfolio Optimizer | Portfolio Optimizer is a Web API democratizing the access to the Nobel Prize-winning science of portfolio optimization. | null | /portfolio/analysis/beta | Compute the beta of one or several portfolio(s) in the Capital Asset Pricing Model (CAPM)..
References
* Carl R. Bacon, Practical Portfolio Performance Measurement and Attribution | 200 | null | {"portfolios": [{"portfolioBeta": 0.9169550173010382}]} | {"type": "object", "required": ["portfolios"], "properties": {"portfolios": {"type": "array", "minItems": 1, "items": {"type": "object", "required": ["portfolioBeta"], "properties": {"portfolioBeta": {"description": "The portfolio beta, which correponds to the portfolio systematic risk in the Capital Asset Pricing Mode... |
6b2bb50c-9968-40b4-90eb-bfdb6cde6a3b/4c5dcf1f-5420-418c-8ef9-b01478fa6f68/0/0 | Portfolio Optimizer | Portfolio Optimizer is a Web API democratizing the access to the Nobel Prize-winning science of portfolio optimization. | null | /portfolio/analysis/alpha | Compute the Jensen’s alpha of one or several portfolio(s) in the Capital Asset Pricing Model (CAPM).
References
* Carl R. Bacon, Practical Portfolio Performance Measurement and Attribution | 200 | null | {"portfolios": [{"portfolioAlpha": -0.0006332179930795853}]} | {"type": "object", "required": ["portfolios"], "properties": {"portfolios": {"type": "array", "minItems": 1, "items": {"type": "object", "required": ["portfolioAlpha"], "properties": {"portfolioAlpha": {"description": "The portfolio Jensen's alpha, which correponds to the portfolio excess return adjusted for the system... |
6b2bb50c-9968-40b4-90eb-bfdb6cde6a3b/a3e7e7ce-f8bf-43b9-a0a8-817cded93a95/0/0 | Portfolio Optimizer | Portfolio Optimizer is a Web API democratizing the access to the Nobel Prize-winning science of portfolio optimization. | null | /assets/analysis/absorption-ratio | Compute the absorption ratio associated to a universe of assets.
References
* Mark Kritzman, Yuanzhen Li, Sebastien Page and Roberto Rigobon, Principal Components as a Measure of Systemic Risk, The Journal of Portfolio Management Summer 2011, 37 (4) 112-126 | 200 | null | {"assetsAbsorptionRatio": 0.9123105625617661} | {"type": "object", "required": ["portfolios"], "properties": {"portfolios": {"type": "array", "items": {"type": "object", "required": ["assetsAbsorptionRatio"], "properties": {"assetsAbsorptionRatio": {"description": "The absorption ratio of the universe of assets", "type": "number"}}}}}} |
6b2bb50c-9968-40b4-90eb-bfdb6cde6a3b/bea1ed74-c44e-490c-8952-56909753930a/0/0 | Portfolio Optimizer | Portfolio Optimizer is a Web API democratizing the access to the Nobel Prize-winning science of portfolio optimization. | null | /assets/analysis/turbulence-index | Compute the turbulence index associated to a universe of assets.
References
* M. Kritzman, Y. Li, Skulls, Financial Turbulence, and Risk Management,Financial Analysts Journal, Volume 66, Number 5, Pages 30-41, Year 2010
* Kinlaw, W., Turkington, D. Correlation surprise. J Asset Manag 14, 385–399 (2013) | 200 | null | {"assetsTurbulenceIndex": 0.5624999999999999} | {"type": "object", "required": ["portfolios"], "properties": {"portfolios": {"type": "array", "items": {"type": "object", "required": ["assetsTurbulenceIndex"], "properties": {"assetsTurbulenceIndex": {"description": "the turbulence index of the universe of assets", "type": "number"}}}}}} |
6b2bb50c-9968-40b4-90eb-bfdb6cde6a3b/446575b1-dd28-4924-91e6-adbd1b44655b/0/0 | Portfolio Optimizer | Portfolio Optimizer is a Web API democratizing the access to the Nobel Prize-winning science of portfolio optimization. | null | /portfolio/optimization/minimum-variance | Compute the asset weights of the minimum variance portfolio, optionally subject to:
* Minimum and maximum weights constraints
* Maximum group weights constraints
* Minimum and maximum portfolio exposure constraints
References
* Harry M. Markowitz, Portfolio Selection, Efficient Diversification of Investments, Second e... | 200 | null | {"assetsWeights": [0.4, 0.09999999999998999]} | {"type": "object", "required": ["assetsWeights"], "properties": {"assetsWeights": {"description": "assetsWeights[i] is the weight of the asset i in the portfolio, in percentage", "type": "array", "minItems": 2, "items": {"type": "number", "minimum": 0, "maximum": 1}}}} |
6b2bb50c-9968-40b4-90eb-bfdb6cde6a3b/4902e0f4-2cef-4707-a5a9-f1809b0a4125/0/0 | Portfolio Optimizer | Portfolio Optimizer is a Web API democratizing the access to the Nobel Prize-winning science of portfolio optimization. | null | /portfolio/optimization/maximum-sharpe-ratio | Compute the asset weights of the maximum Sharpe ratio portfolio, optionally subject to:
* Minimum and maximum weights constraints
* Maximum group weights constraints
* Minimum and maximum portfolio exposure constraints
References
* Harry M. Markowitz, Portfolio Selection, Efficient Diversification of Investments, Seco... | 200 | null | {"assetsWeights": [0.27272727272727276, 0.7272727272727273]} | {"type": "object", "required": ["assetsWeights"], "properties": {"assetsWeights": {"description": "assetsWeights[i] is the weight of the asset i in the portfolio, in percentage", "type": "array", "minItems": 2, "items": {"type": "number", "minimum": 0, "maximum": 1}}}} |
6b2bb50c-9968-40b4-90eb-bfdb6cde6a3b/aff46ac1-9cd3-4888-bde7-da499ad304d1/0/0 | Portfolio Optimizer | Portfolio Optimizer is a Web API democratizing the access to the Nobel Prize-winning science of portfolio optimization. | null | /portfolio/optimization/maximum-decorrelation | Compute the asset weights of the maximum decorrelation portfolio, optionally subject to:
* Minimum and maximum weights constraints
* Maximum group weights constraints
* Minimum and maximum portfolio exposure constraints
References
* F. Goltz, S. Sivasubramanian, Scientific Beta Maximum Decorrelation Indices | 200 | null | {"assetsWeights": [0, 0.5, 0.5]} | {"type": "object", "required": ["assetsWeights"], "properties": {"assetsWeights": {"description": "assetsWeights[i] is the weight of the asset i in the portfolio, in percentage", "type": "array", "minItems": 2, "items": {"type": "number", "minimum": 0, "maximum": 1}}}} |
6b2bb50c-9968-40b4-90eb-bfdb6cde6a3b/99dc2b78-c8ab-4160-96df-b2cbc7c73dfd/0/0 | Portfolio Optimizer | Portfolio Optimizer is a Web API democratizing the access to the Nobel Prize-winning science of portfolio optimization. | null | /portfolio/optimization/mean-variance-efficient | Compute the asset weights of a mean-variance efficient portfolio, optionally subject to:
* Minimum and maximum weights constraints
* Maximum group weights constraints
* Minimum and maximum portfolio exposure constraints
A mean-variance efficient portfolio is a portfolio belonging to the mean-variance efficient frontie... | 200 | null | {"assetsWeights": [0.5, 0.5]} | {"type": "object", "required": ["assetsWeights"], "properties": {"assetsWeights": {"description": "assetsWeights[i] is the weight of the asset i in the portfolio, in percentage", "type": "array", "minItems": 2, "items": {"type": "number", "minimum": 0, "maximum": 1}}}} |
6b2bb50c-9968-40b4-90eb-bfdb6cde6a3b/e8cfb66d-ce8d-450b-8436-10d8f5cf955c/0/0 | Portfolio Optimizer | Portfolio Optimizer is a Web API democratizing the access to the Nobel Prize-winning science of portfolio optimization. | null | /portfolio/optimization/equal-sharpe-ratio-contributions | Compute the asset weights of the equal Sharpe Ratio contributions portfolio.
References
* Andreas Steiner, Sharpe Ratio Contribution and Attribution Analysis | 200 | null | {"assetsWeights": [0.6666666666666666, 0.3333333333333333]} | {"type": "object", "required": ["assetsWeights"], "properties": {"assetsWeights": {"description": "assetsWeights[i] is the weight of the asset i in the portfolio, in percentage", "type": "array", "minItems": 2, "items": {"type": "number", "minimum": 0, "maximum": 1}}}} |
6b2bb50c-9968-40b4-90eb-bfdb6cde6a3b/5ed58984-c41d-41e9-951a-18700e0792dc/0/0 | Portfolio Optimizer | Portfolio Optimizer is a Web API democratizing the access to the Nobel Prize-winning science of portfolio optimization. | null | /portfolio/optimization/market-capitalization-weighted | Compute the asset weights of the market capitalization-weighted portfolio.
References
* Wikipedia, Capitalization-weighted Index | 200 | null | {"assetsWeights": [0.3333333333333333, 0.6666666666666666]} | {"type": "object", "required": ["assetsWeights"], "properties": {"assetsWeights": {"description": "assetsWeights[i] is the weight of the asset i in the portfolio, in percentage", "type": "array", "minItems": 2, "items": {"type": "number", "minimum": 0, "maximum": 1}}}} |
6b2bb50c-9968-40b4-90eb-bfdb6cde6a3b/483d7f59-8eac-4a4f-a42a-0ca1ae9b69fd/0/0 | Portfolio Optimizer | Portfolio Optimizer is a Web API democratizing the access to the Nobel Prize-winning science of portfolio optimization. | null | /portfolio/optimization/equal-risk-contributions | Compute the asset weights of the equal risk contributions portfolio, optionally subject to:
* Minimum and maximum weights constraints
References
* Richard, Jean-Charles and Roncalli, Thierry, Constrained Risk Budgeting Portfolios: Theory, Algorithms, Applications & Puzzles | 200 | null | {"assetsWeights": [0.4, 0.5999975015091795]} | {"type": "object", "required": ["assetsWeights"], "properties": {"assetsWeights": {"description": "assetsWeights[i] is the weight of the asset i in the portfolio, in percentage", "type": "array", "minItems": 2, "items": {"type": "number", "minimum": 0, "maximum": 1}}}} |
6b2bb50c-9968-40b4-90eb-bfdb6cde6a3b/778025c8-241a-4e1b-ba4c-eed97eae1521/0/0 | Portfolio Optimizer | Portfolio Optimizer is a Web API democratizing the access to the Nobel Prize-winning science of portfolio optimization. | null | /portfolio/optimization/minimum-correlation | Compute the asset weights of the (heuristic) minimum correlation portfolio, which is a portfolio built using the Minimum Correlation Algorithm discovered by David Varadi.
References
* CSSA, Minimum Correlation Algorithm Paper Release | 200 | null | {"assetsWeights": [0.21059806981924115, 0.3087866303991204, 0.48061529978163836]} | {"type": "object", "required": ["assetsWeights"], "properties": {"assetsWeights": {"description": "assetsWeights[i] is the weight of the asset i in the portfolio, in percentage", "type": "array", "minItems": 2, "items": {"type": "number", "minimum": 0, "maximum": 1}}}} |
6b2bb50c-9968-40b4-90eb-bfdb6cde6a3b/0af9c446-c0c6-430a-857a-bd03389b07ad/0/0 | Portfolio Optimizer | Portfolio Optimizer is a Web API democratizing the access to the Nobel Prize-winning science of portfolio optimization. | null | /portfolio/optimization/inverse-volatility-weighted | Compute the asset weights of the inverse volatility-weighted portfolio.
References
* Raul Leote de Carvalho and al., Demystifying Equity Risk-Based Strategies: A Simple Alpha Plus Beta Description | 200 | null | {"assetsWeights": [0.6666666666666666, 0.3333333333333333]} | {"type": "object", "required": ["assetsWeights"], "properties": {"assetsWeights": {"description": "assetsWeights[i] is the weight of the asset i in the portfolio, in percentage", "type": "array", "minItems": 2, "items": {"type": "number", "minimum": 0, "maximum": 1}}}} |
6b2bb50c-9968-40b4-90eb-bfdb6cde6a3b/7c77f1a7-f731-4604-b563-106f284a5430/0/0 | Portfolio Optimizer | Portfolio Optimizer is a Web API democratizing the access to the Nobel Prize-winning science of portfolio optimization. | null | /portfolio/optimization/equal-weighted | Compute the asset weights of the equal-weighted portfolio.
References
* Victor DeMiguel and al., Optimal Versus Naive Diversification: How Inefficient is the 1/N Portfolio Strategy? | 200 | null | {"assetsWeights": [0.5, 0.5]} | {"type": "object", "required": ["assetsWeights"], "properties": {"assetsWeights": {"description": "assetsWeights[i] is the weight of the asset i in the portfolio, in percentage", "type": "array", "minItems": 2, "items": {"type": "number", "minimum": 0, "maximum": 1}}}} |
6b2bb50c-9968-40b4-90eb-bfdb6cde6a3b/afaaab14-5c19-4a22-8c41-f08e25aed37e/0/0 | Portfolio Optimizer | Portfolio Optimizer is a Web API democratizing the access to the Nobel Prize-winning science of portfolio optimization. | null | /portfolio/optimization/most-diversified | Compute the asset weights of the most diversified portfolio, optionally subject to:
* Minimum and maximum weights constraints
* Maximum group weights constraints
* Minimum and maximum portfolio exposure constraints
References
* Yves Choueifaty and Yves Coignard, Toward Maximum Diversification, The Journal of Portfolio... | 200 | null | {"assetsWeights": [0.33333333333333337, 0.6666666666666666]} | {"type": "object", "required": ["assetsWeights"], "properties": {"assetsWeights": {"description": "assetsWeights[i] is the weight of the asset i in the portfolio, in percentage", "type": "array", "minItems": 2, "items": {"type": "number", "minimum": 0, "maximum": 1}}}} |
6b2bb50c-9968-40b4-90eb-bfdb6cde6a3b/cf2f2b42-bb45-4b00-9a62-b670cb0a8777/0/0 | Portfolio Optimizer | Portfolio Optimizer is a Web API democratizing the access to the Nobel Prize-winning science of portfolio optimization. | null | /portfolio/optimization/maximum-return | Compute the asset weights of the maximum return portfolio, optionally subject to:
* Minimum and maximum weights constraints
* Maximum group weights constraints
* Minimum and maximum portfolio exposure constraints
References
* Harry M. Markowitz, Portfolio Selection, Efficient Diversification of Investments, Second edi... | 200 | null | {"assetsWeights": [0.4, 0.6]} | {"type": "object", "required": ["assetsWeights"], "properties": {"assetsWeights": {"description": "assetsWeights[i] is the weight of the asset i in the portfolio, in percentage", "type": "array", "minItems": 2, "items": {"type": "number", "minimum": 0, "maximum": 1}}}} |
6b2bb50c-9968-40b4-90eb-bfdb6cde6a3b/fb2b5b24-4952-44c4-af1b-8e4563d54384/0/0 | Portfolio Optimizer | Portfolio Optimizer is a Web API democratizing the access to the Nobel Prize-winning science of portfolio optimization. | null | /assets/prices/adjusted | Compute the adjusted prices of one or several asset(s) for one or several date(s) from:
* Unadjusted prices
* Capital distributions, like stock dividends
* Splits, like stock splits
Price data on the last available date are left unadjusted.
Price data on any other date are adjusted based on the capital distributions an... | 200 | null | {"assets": [{"assetAdjustedPrices": [{"date": "2020-09-01", "splitAdjustedClose": 475.05, "fullyAdjustedClose": 475.05}, {"date": "2020-08-31", "splitAdjustedClose": 498.32, "fullyAdjustedClose": 498.32}, {"date": "2020-08-28", "splitAdjustedClose": 442.68, "fullyAdjustedClose": 442.68}]}]} | {"type": "object", "required": ["assets"], "properties": {"assets": {"type": "array", "items": {"type": "object", "required": ["assetAdjustedPrices"], "properties": {"assetAdjustedPrices": {"description": "assetAdjustedPrices[t] contains adjusted price information for the asset at the date t", "type": "array", "minItem... |
6b2bb50c-9968-40b4-90eb-bfdb6cde6a3b/5a0f433e-c5bd-483d-8c26-a2430b7c673d/0/0 | Portfolio Optimizer | Portfolio Optimizer is a Web API democratizing the access to the Nobel Prize-winning science of portfolio optimization. | null | /assets/covariance/matrix/effective-rank | Compute the effective rank of an asset covariance matrix.
References
* Olivier Roy and Martin Vetterli, The effective rank: A measure of effective dimensionality, 15th European Signal Processing Conference, 2007 | 200 | null | {"assetsCovarianceMatrixEffectiveRank": 1} | {"type": "object", "required": ["assetsCovarianceMatrixEffectiveRank"], "properties": {"assetsCovarianceMatrixEffectiveRank": {"description": "The effective rank of the asset covariance matrix", "type": "array", "minItems": 2, "items": {"type": "array", "minItems": 2, "items": {"type": "number"}}}}} |
6b2bb50c-9968-40b4-90eb-bfdb6cde6a3b/d37e03ac-ff4b-4ec2-a9bf-2c325a0e1fba/0/0 | Portfolio Optimizer | Portfolio Optimizer is a Web API democratizing the access to the Nobel Prize-winning science of portfolio optimization. | null | /assets/correlation/matrix/validation | Validate whether a matrix is a correlation matrix.
References
* Wikipedia, Correlation and Dependence | 200 | null | {"message": "valid correlation matrix"} | {"type": "object", "required": ["message"], "properties": {"message": {"description": "Indicates whether the matrix is a valid correlation matrix", "type": "string", "enum": ["valid correlation matrix", "invalid correlation matrix - non symmetric matrix", "invalid correlation matrix - non positive diagonal elements", "... |
6b2bb50c-9968-40b4-90eb-bfdb6cde6a3b/23d5bc0f-46ef-4502-881f-370ae3ba41d5/0/0 | Portfolio Optimizer | Portfolio Optimizer is a Web API democratizing the access to the Nobel Prize-winning science of portfolio optimization. | null | /portfolio/construction/random | Construct one or several random portfolio(s), optionally subject to:
* Minimum and maximum weights constraints
* Minimum and maximum portfolio exposure constraints
Because of the nature of the endpoint, subsequent calls with the same input data will result in different output data.
References
* William Thornton ... | 200 | null | {"portfolios": [{"assetsWeights": [0.11429744284625785, 0.0038592674702259393, 0.8818432896835162]}, {"assetsWeights": [0.546026607601722, 0.07707923859010406, 0.376894153808174]}]} | {"type": "object", "required": ["portfolios"], "properties": {"portfolios": {"type": "array", "minItems": 1, "items": {"type": "object", "required": ["assetsWeights"], "properties": {"assetsWeights": {"description": "assetsWeights[i] is the weight of the asset i in the portfolio, in percentage", "minItems": 1, "type": ... |
6b2bb50c-9968-40b4-90eb-bfdb6cde6a3b/fe6c311b-8f0f-4794-a7bd-03debf7e3e09/0/0 | Portfolio Optimizer | Portfolio Optimizer is a Web API democratizing the access to the Nobel Prize-winning science of portfolio optimization. | null | /assets/volatility/sample | Compute the sample volatility (i.e., sample standard deviation) of one or several asset(s) from the asset(s) returns.
This endpoint is similar to the endpoint /assets/volatility, but uses Bessel's correction to compute the volatility.
References
* Wikipedia, Standard Deviation | 200 | null | {"assets": [{"assetVolatility": 0.005}, {"assetVolatility": 0.01}]} | {"type": "object", "required": ["assets"], "properties": {"assets": {"type": "array", "items": {"type": "object", "required": ["assetVolatility"], "properties": {"assetVolatility": {"description": "The sample volatility of the asset", "type": "number", "minimum": 0}}}}}} |
6b2bb50c-9968-40b4-90eb-bfdb6cde6a3b/655ed9b7-790f-4f27-9f4f-9299f32f75e6/0/0 | Portfolio Optimizer | Portfolio Optimizer is a Web API democratizing the access to the Nobel Prize-winning science of portfolio optimization. | null | /portfolio/simulation/rebalancing/fixed-weight | Simulate the evolution of one or several portfolio(s) over one or several time period(s), the portfolio(s) being rebalanced toward fixed weights at the beginning of each time period.
References
* Hillion, Pierre, The Ex-Ante Rebalancing Premium (March 11, 2016). INSEAD Working Paper No. 2016/15/FIN | 200 | null | {"portfolios": [{"portfolioValues": [100, 94.16666666666667, 91.70039682539684]}, {"portfolioValues": [100, 92.66666666666667, 86.21633986928106]}, {"portfolioValues": [100, 103.5, 103.93487394957984]}]} | {"type": "object", "required": ["portfolios"], "properties": {"portfolios": {"type": "array", "items": {"type": "object", "required": ["portfolioValues"], "properties": {"portfolioValues": {"description": "portfolioValues[t] is the value of the portfolio at the time t", "type": "array", "items": {"type": "number", "min... |
6b2bb50c-9968-40b4-90eb-bfdb6cde6a3b/cd31135f-d5f5-4b14-a0b3-fc11c96dcedd/0/0 | Portfolio Optimizer | Portfolio Optimizer is a Web API democratizing the access to the Nobel Prize-winning science of portfolio optimization. | null | /assets/volatility | Compute the volatility (i.e., standard deviation) of one or several asset(s) from either:
* The asset returns
* The asset covariance matrix
* The asset variance(s)
References
* Wikipedia, Standard Deviation | 200 | null | {"assets": [{"assetVolatility": 0.01870828693386971}, {"assetVolatility": 0.01870828693386971}]} | {"type": "object", "required": ["assets"], "properties": {"assets": {"type": "array", "items": {"type": "object", "required": ["assetVolatility"], "properties": {"assetVolatility": {"description": "The volatility of the asset", "type": "number", "minimum": 0}}}}}} |
6b2bb50c-9968-40b4-90eb-bfdb6cde6a3b/cd31135f-d5f5-4b14-a0b3-fc11c96dcedd/0/1 | Portfolio Optimizer | Portfolio Optimizer is a Web API democratizing the access to the Nobel Prize-winning science of portfolio optimization. | null | /assets/volatility | Compute the volatility (i.e., standard deviation) of one or several asset(s) from either:
* The asset returns
* The asset covariance matrix
* The asset variance(s)
References
* Wikipedia, Standard Deviation | 200 | null | {"assets": [{"assetVolatility": 0.1}, {"assetVolatility": 0.05}]} | {"type": "object", "required": ["assets"], "properties": {"assets": {"type": "array", "items": {"type": "object", "required": ["assetVolatility"], "properties": {"assetVolatility": {"description": "The volatility of the asset", "type": "number", "minimum": 0}}}}}} |
6b2bb50c-9968-40b4-90eb-bfdb6cde6a3b/cd31135f-d5f5-4b14-a0b3-fc11c96dcedd/0/2 | Portfolio Optimizer | Portfolio Optimizer is a Web API democratizing the access to the Nobel Prize-winning science of portfolio optimization. | null | /assets/volatility | Compute the volatility (i.e., standard deviation) of one or several asset(s) from either:
* The asset returns
* The asset covariance matrix
* The asset variance(s)
References
* Wikipedia, Standard Deviation | 200 | null | {"assets": [{"assetVolatility": 0.1}, {"assetVolatility": 0.05}]} | {"type": "object", "required": ["assets"], "properties": {"assets": {"type": "array", "items": {"type": "object", "required": ["assetVolatility"], "properties": {"assetVolatility": {"description": "The volatility of the asset", "type": "number", "minimum": 0}}}}}} |
6b2bb50c-9968-40b4-90eb-bfdb6cde6a3b/259ada7b-6779-4929-8be7-b9ac33198e5e/0/0 | Portfolio Optimizer | Portfolio Optimizer is a Web API democratizing the access to the Nobel Prize-winning science of portfolio optimization. | null | /portfolio/construction/mimicking | Construct a portfolio as close as possible, in terms of returns, to a benchmark, optionally subject to:
* Minimum and maximum weights constraints
* Maximum group weights constraints
* Minimum and maximum portfolio exposure constraints
References
* Konstantinos Benidis, Yiyong Feng, Daniel P. Palomar, Optimization Meth... | 200 | null | {"assetsWeights": [0.5, 0.5]} | {"type": "object", "required": ["assetsWeights"], "properties": {"assetsWeights": {"description": "assetsWeights[i] is the weight of the asset i in the portfolio, in percentage", "type": "array", "minItems": 2, "items": {"type": "number", "minimum": 0, "maximum": 1}}}} |
6b2bb50c-9968-40b4-90eb-bfdb6cde6a3b/fca59fda-c107-4868-a933-64f4b7801a5b/0/0 | Portfolio Optimizer | Portfolio Optimizer is a Web API democratizing the access to the Nobel Prize-winning science of portfolio optimization. | null | /portfolio/simulation/rebalancing/random-weight | Simulate the evolution of one or several portfolio(s) over one or several time period(s), the portfolio(s) being rebalanced toward random weights at the beginning of each time period.
References
* R Stein, Not fooled by randomness: Using random portfolios to analyse investment funds, Investment Analysts Journal, 43:79,... | 200 | null | {"portfolios": [{"portfolioValues": [100, 90.8178403620342, 84.65407625993741]}, {"portfolioValues": [100, 102.43258698946813, 101.32419718013273]}]} | {"type": "object", "required": ["portfolios"], "properties": {"portfolios": {"type": "array", "items": {"type": "object", "required": ["portfolioValues"], "properties": {"portfolioValues": {"description": "portfolioValues[t] is the value of the portfolio at the time t", "type": "array", "items": {"type": "number", "min... |
6b2bb50c-9968-40b4-90eb-bfdb6cde6a3b/3fbd46d4-938f-4d03-83e5-00bd70869c4b/0/0 | Portfolio Optimizer | Portfolio Optimizer is a Web API democratizing the access to the Nobel Prize-winning science of portfolio optimization. | null | /assets/covariance/matrix/validation | Validate whether a matrix is a covariance matrix.
References
* Wikipedia, Covariance Matrix | 200 | null | {"message": "valid covariance matrix"} | {"type": "object", "required": ["message"], "properties": {"message": {"description": "Indicates whether the matrix is a valid covariance matrix", "type": "string", "enum": ["valid covariance matrix", "invalid covariance matrix - non symmetric matrix", "invalid covariance matrix - non positive diagonal elements", "inva... |
6b2bb50c-9968-40b4-90eb-bfdb6cde6a3b/cf447848-9e66-4ab7-a47d-c934d8148d38/0/0 | Portfolio Optimizer | Portfolio Optimizer is a Web API democratizing the access to the Nobel Prize-winning science of portfolio optimization. | null | /factors/residualization | Compute the residuals of a factor against a set of factors, using a returns-based linear regression analysis.
References
* Factor Research, Factor Exposure Analysis: Exploring Residualization
* Catalina B. Garcia, Román Salmeron, Claudia Garcia & Jose Garcia (2019): Residualization: justification, properties and applic... | 200 | null | {"residualizedFactorReturns": [-0.001885245901639342, 0.017622950819672134, -0.0004918032786885261]} | {"type": "object", "required": ["residualizedFactorReturns"], "properties": {"residualizedFactorReturns": {"description": "residualizedFactorReturns[t] is the return of the residualized factor at the time t", "type": "array", "items": {"type": "number"}}}} |
6b2bb50c-9968-40b4-90eb-bfdb6cde6a3b/21b33914-93af-4c68-b7b7-4ccc46c51860/0/0 | Portfolio Optimizer | Portfolio Optimizer is a Web API democratizing the access to the Nobel Prize-winning science of portfolio optimization. | null | /assets/returns/average | Compute the arithmetic average of the return(s) of one or several asset(s).
References
* Wikipedia, Arithmetic Average Rate of Return | 200 | null | {"assets": [{"assetAverageReturn": 0.025}, {"assetAverageReturn": 0}]} | {"type": "object", "required": ["assets"], "properties": {"assets": {"type": "array", "items": {"type": "object", "required": ["assetAverageReturn"], "properties": {"assetAverageReturn": {"description": "The arithmetic average return of the asset", "type": "number"}}}}}} |
6b2bb50c-9968-40b4-90eb-bfdb6cde6a3b/16dbd68f-66ce-480b-ab89-9c865b1e7e74/0/0 | Portfolio Optimizer | Portfolio Optimizer is a Web API democratizing the access to the Nobel Prize-winning science of portfolio optimization. | null | /assets/variance | Compute the variance of one or several asset(s) from either:
* The asset returns
* The asset covariance matrix
* The asset volatility(ies)
References
* Wikipedia, Variance | 200 | null | {"assets": [{"assetVariance": 0.00035}, {"assetVariance": 0.00035}]} | {"type": "object", "required": ["assets"], "properties": {"assets": {"type": "array", "items": {"type": "object", "required": ["assetVariance"], "properties": {"assetVariance": {"description": "The variance of the asset", "type": "number", "minimum": 0}}}}}} |
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