Documentation
Learn how to use the Portfolio Optimization platform to build optimized investment portfolios for Indian markets.
Optimization Methods
Learn about the mathematical foundations of each optimization method.
Quick Start
Get up and running with your first portfolio optimization in minutes.
API Reference
Complete API documentation for programmatic access to optimization services.
What is Portfolio Optimization?
Portfolio optimization is the process of selecting the best portfolio (asset distribution) from a set of all portfolios being considered. The objective typically maximizes factors such as expected return and minimizes costs like financial risk.
Our platform provides enterprise-grade portfolio optimization services specifically designed for Indian equity markets, supporting stocks listed on NSE and BSE with real-time data and advanced optimization algorithms.
Financial Concepts
CAPM
Capital Asset Pricing Model for expected return estimation
Learn moreModern Portfolio Theory
Markowitz framework for optimal portfolio construction
Learn moreEfficient Frontier
The set of portfolios offering maximum return for each risk level
Learn moreExpected Returns
Techniques for estimating future asset returns
Learn moreVolatility
Measuring and interpreting asset price variability
Learn moreOptimization Methods
Mean-Variance (MVO)
Classic Markowitz portfolio optimization
Learn moreMinimum Variance
Minimize total portfolio risk
Learn moreMaximum Sharpe
Maximize risk-adjusted returns
Learn moreMax Quadratic Utility
Maximize expected utility with risk aversion
Learn moreCritical Line Algorithm
Exact efficient frontier tracing algorithm
Learn moreBlack-Litterman
Bayesian blend of equilibrium returns and entropy-tilted views
Learn moreEWMA Mean-Variance
MVO with exponentially weighted moments that adapt to volatility
Learn moreRobust Mean-Variance
Ellipsoidal worst-case MVO that hedges against return estimation error
Learn moreResampled Mean-Variance
Michaud-style resampled efficient frontier via block bootstrap
Learn moreSparse Markowitz (L1)
L1-penalised mean-variance for concentrated portfolios
Learn moreHMM Regime MVO
Markov-switching regime-conditioned mean-variance optimization
Learn moreRisk Parity
Equal risk contribution from each asset
Learn moreRisk Budgeting
Generalised risk parity across alternative risk measures
Learn moreInverse Volatility
Closed-form weighting inversely proportional to standalone volatility
Learn moreMaximum Diversification
Maximise the diversification ratio across the asset universe
Learn moreMaximum Decorrelation
Minimise the quadratic form of the correlation matrix
Learn moreHierarchical Risk Parity
ML-based hierarchical clustering allocation
Learn moreHERC
Hierarchical Equal Risk Contribution
Learn moreHERC2
Enhanced Hierarchical Equal Risk Contribution
Learn moreNested Clustered (NCO)
Nested Clustered Optimization
Learn moreMinimum CVaR
Minimize Conditional Value at Risk
Learn moreMinimum CDaR
Minimize Conditional Drawdown at Risk
Learn moreMinimum EVaR
Minimise Entropic Value-at-Risk, a coherent upper bound on CVaR
Learn moreMinimum EDaR
Minimise Entropic Drawdown-at-Risk for capital preservation mandates
Learn moreMinimum Semivariance
Penalise downside variance only, leaving upside untouched
Learn moreDistributionally Robust CVaR
Worst-case CVaR over a Wasserstein ball of distributions
Learn moreBenchmark Tracker
Long-only enhanced indexing with a tracking-error budget
Learn moreSparse Index Tracking
Replicate an index with a small subset of constituents
Learn moreStacking Optimization
Cross-validated meta-optimizer that combines multiple base allocators
Learn moreEqually Weighted
Simple 1/N allocation baseline
Learn moreQuintile Momentum
Equal-weight the top momentum quintile, the long leg of the factor
Learn moreKelly Optimization
Long-only growth-optimal portfolio that maximises log wealth
Learn moreKalman Pairs Trading
Stat-arb on cointegrated pairs with a Kalman-filtered hedge ratio
Learn moreDividend Optimizer
Optimize for dividend yield and growth (not yet available)
Learn more