Portfolio Optimizer

The Nobel Prize-winning science of portfolio optimization, available as a Web API.

Integrate the Portfolio Optimizer API with the Filter API

Setup the Portfolio Optimizer API trigger to run a workflow which integrates with the Filter API. Pipedream's integration platform allows you to integrate Portfolio Optimizer and Filter remarkably fast. Free for developers.

Continue execution if a condition Is met with the Filter API

Continue workflow execution only if a condition is met

 
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End execution if a condition is met with the Filter API

End workflow execution if a condition is met

 
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Overview of Portfolio Optimizer

The Portfolio Optimizer API allows you to build advanced financial models and investment strategies directly within Pipedream. With this API, you gain access to portfolio analysis tools that can optimize asset allocations, calculate efficient frontiers, and perform risk assessments. Leverage the power of Pipedream's serverless platform to automate these tasks, integrate with other financial data sources, and much more, facilitating smarter investment decisions and real-time portfolio management.

Connect Portfolio Optimizer

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import { axios } from "@pipedream/platform"
export default defineComponent({
  props: {
    portfolio_optimizer: {
      type: "app",
      app: "portfolio_optimizer",
    }
  },
  async run({ steps, $ }) {
    const { data } = await axios({
      method: "POST",
      url: `https://${this.portfolio_optimizer.$auth.api_server}.portfoliooptimizer.io/v1/factors/residualization`,
      headers: {
        "Content-type": "application/json",
        "X-API-Key": this.portfolio_optimizer.$auth.api_key
      },
//Residualizes the returns of the first factor among a set of 2 factors, observed during 3 time periods
      data: {
        "factors": [
          {
            "factorReturns": [
              0.01,
              0.02,
              -0.01
            ]
          },
          {
            "factorReturns": [
              0.025,
              0.005,
              -0.02
            ]
          }
        ],
        "residualizedFactor": 1
      },
    })
    return data
  },
})

Overview of Filter

The Filter API is a great way to build powerful workflows that can manipulate
and transform data. Here are some examples of what you can build using the
Filter API:

  • A workflow that transforms data from one format to another
  • A workflow that filters out data that does not meet certain criteria
  • A workflow that sorts data in a specific order
  • A workflow that calculates statistics or aggregates data
  • A workflow that combines data from multiple sources

Connect Filter

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export default defineComponent({
  async run({ steps, $ }) {
    let condition = false
    if (condition == false) {
      $.flow.exit("Ending workflow early because the condition is false")
    } else {
        $.export("$summary", "Continuing workflow, since condition for ending was not met.")
    }
  },
})