@n8n-dev/n8n-nodes-portfoliooptimizer

Stop writing portfoliooptimizer API integrations by hand.

Every time you connect n8n to portfoliooptimizer, you waste hours mapping endpoints, defining parameters, and debugging schemas. You copy-paste from docs, fix edge cases, and pray nothing breaks.

What if connecting n8n to portfoliooptimizer took 5 minutes, not half a day?

This node gives you 17+ resources out of the box: Assets Analysis, Assets Correlation Matrix, Assets Covariance Matrix, Assets Kurtosis, Assets Prices, and 12 more: with full CRUD operations, typed parameters, and zero manual configuration.

What You Get

• Zero boilerplate: Resources, operations, and fields are pre-configured and ready to use
• Full CRUD: Create, read, update, and delete support where the API allows it
• Typed parameters: No more guessing field types
• Built-in auth: API key authentication, ready to go
• Declarative: Native n8n performance, no custom execute() overhead

Install

npm install @n8n-dev/n8n-nodes-portfoliooptimizer

Or in n8n:

1. Settings → Community Nodes → Install
2. Search: @n8n-dev/n8n-nodes-portfoliooptimizer
3. Click Install

Quick Start

1. Install the node (above)
2. Add credentials: portfoliooptimizer API → paste your API key
3. Drag the portfoliooptimizer node into your workflow
4. Pick a resource → pick an operation → done.

That's it. No configuration files. No code. It just works.

Resources

• Post Absorption Ratio
• Post Turbulence Index

• Post Correlation Matrix
• Post Correlation Matrix Bounds
• Post Denoised Correlation Matrix
• Post Correlation Matrix Distance
• Post Correlation Matrix Effective Rank
• Post Correlation Matrix Informativeness
• Post Nearest Correlation Matrix
• Post Random Correlation Matrix
• Post Correlation Matrix Shrinkage
• Post Theory Implied Correlation Matrix
• Post Correlation Matrix Validation

• Post Covariance Matrix
• Post Covariance Matrix Effective Rank
• Post Exponentially Weighted Covariance Matrix
• Post Covariance Matrix Validation

• Post Kurtosis

• Post Adjusted Prices
• Post Forward Adjusted Prices

• Post Arithmetic Returns
• Post Arithmetic Average Return

• Post Bootstrap

• Post Skewness

• Post Variance

• Post Volatility

• Post Residualization

• Post Alpha
• Post Beta
• Post Conditional Value At Risk
• Post Return Contributions
• Post Risk Contributions
• Post Correlation Spectrum
• Post Diversification Ratio
• Post Drawdowns
• Post Effective Number of Bets
• Post Factor Exposures
• Post Mean Variance Efficient Frontier
• Post Mean Variance Minimum Variance Frontier
• Post Arithmetic Return
• Post Arithmetic Average Return
• Post Tracking Error
• Post Ulcer Index
• Post Ulcer Performance Index
• Post Value At Risk
• Post Volatility

• Post Sharpe Ratio
• Post Bias Adjusted Sharpe Ratio
• Post Sharpe Ratio Confidence Interval
• Post Probabilistic Sharpe Ratio
• Post Minimum Track Record Length

• Post Investable Portfolio
• Post Mimicking Portfolio
• Post Random Portfolio

• Post Equal Risk Contributions Portfolio
• Post Equal Sharpe Ratio Contributions Portfolio
• Post Equal Volatility Weighted Portfolio
• Post Equal Weighted Portfolio
• Post Hierarchical Risk Parity Portfolio
• Post Hierarchical Clustering Based Risk Parity Portfolio
• Post Inverse Variance Weighted Portfolio
• Post Inverse Volatility Weighted Portfolio
• Post Market Capitalization Weighted Portfolio
• Post Maximum Decorrelation Portfolio
• Post Maximum Ulcer Performance Index Portfolio
• Post Minimum Correlation Portfolio
• Post Minimum Ulcer Index Portfolio
• Post Most Diversified Portfolio

• Post Maximum Return Portfolio
• Post Diversified Maximum Return Portfolio
• Post Subset Resampling Based Maximum Return Portfolio
• Post Maximum Sharpe Ratio Portfolio
• Post Diversified Maximum Sharpe Ratio Portfolio
• Post Subset Resampling Based Maximum Sharpe Ratio Portfolio
• Post Mean Variance Efficient Portfolio
• Post Diversified Mean Variance Efficient Portfolio
• Post Subset Resampling Based Mean Variance Efficient Portfolio
• Post Minimum Variance Portfolio
• Post Diversified Minimum Variance Portfolio
• Post Subset Resampling Based Minimum Variance Portfolio

• Post Drift weight Portfolio Rebalancing
• Post Fixed weight Portfolio Rebalancing
• Post Random weight Portfolio Rebalancing

Why This Node?

Without this node:

• Hours of manual API integration
• Copy-pasting from portfoliooptimizer docs
• Debugging auth, pagination, error handling
• Maintaining your own client code

With this node:

• Install → configure → use. 5 minutes.
• Auto-generated from the official portfoliooptimizer OpenAPI spec
• Always up to date when the API changes
• Native n8n performance

Auto-Generated

This node was auto-generated from the official portfoliooptimizer OpenAPI specification using @n8n-dev/n8n-openapi-node-ultimate, then validated against the live API so you get accurate types and real parameters, not guesswork.

When the portfoliooptimizer API updates, this node updates too.

Support This Project

If this node saved you hours of work, consider supporting continued development, new APIs, better error handling, and faster updates.

License

MIT © kelvinzer0