Portfolio Optimizer — Markowitz mean-variance optimization for a basket of assets. HOW TO CALL: POST /optimize_portfo

Portfolio Optimizer — Markowitz mean-variance optimization for a basket of assets. HOW TO CALL: POST /optimize_portfolio?tickers=AAPL,MSFT,NVDA,SPY&period=1y&objective=max_sharpe PARAMETERS: tickers — comma-separated list of 2–30 ticker symbols (required) period — historical window: '6mo' | '1y' (default) | '2y' | '3y' | '5y' objective — 'max_sharpe' (default) | 'min_volatility' | 'max_return' risk_free_rate — annual risk-free rate for Sharpe ratio (default: 0.04) RESPONSE FIELDS: allocation — {ticker: weight} dict, weights sum to 1.0 metrics — expected_annual_return, annual_volatility, sharpe_ratio benchmark_equal_weight — same metrics for a naive equal-weight portfolio correlation_matrix — pairwise return correlations Cached 6 hours per (tickers, period, objective). PRICING: $0.10 per call.