Show HN: Modern Portfolio Theory as a Service

Hello,

Some time ago, I created a free service: Quantitative API (Q-API). Initially, it was capable of creating tearsheets and calculating portfolio metrics.

I have recently extended it to include Mean Variance Optimization with a walkforward approach to optimize asset allocations using PyPortfolioOpt.

I am demonstrating its use in the article through options trading strategies, but it will work with any asset: https://blog.deltaray.io/portfolio-construction-methods

The heavy lifting is done by PyPortfolioOpt and QuantStats. The added value is the walk-forward optimizer plus the REST API.

I hope you find it useful and thanks for your feedback!