Portfolio Optimizer MCP connector
Portfolio Optimizer is an analytics platform that applies modern portfolio theory algorithms to evaluate and improve investment portfolio construction. The Portfolio Optimizer MCP connector allows AI agents to calculate correlation matrices with denoising and distance metrics, assess portfolio risk through absorption ratios and turbulence indices, and generate optimized asset allocations. It also supports measuring correlation matrix properties like effective rank and informativeness, creating nearest and random correlation matrices, and analyzing correlation bounds.
Authentication type
- API Key - Requires a static API key to be configured before the agent can connect to the service.
Uses
Use the Portfolio Optimizer MCP connector to perform the following actions:
- Build optimized portfolios that maximize returns while minimizing risk exposure
- Identify correlation patterns across assets to diversify investment holdings effectively
- Calculate risk metrics like volatility and conditional value at risk for portfolios
- Detect market turbulence and absorption ratios to time rebalancing decisions
- Validate covariance and correlation matrices to ensure statistical integrity
- Generate efficient frontiers and optimal asset allocations using modern portfolio theory
- Analyze historical returns, alpha, and beta to assess individual security performance
Example prompts
Use the following example prompts to invoke Portfolio Optimizer MCP connector tools from your AI assistant or Boomi Connect workflow:
Show me the optimal asset allocation for my tech sector portfolio in Portfolio Optimizer.Calculate the correlation matrix between these five stocks using Portfolio Optimizer.What is the volatility of my current investment portfolio in Portfolio Optimizer?Generate an efficient frontier for my portfolio using Portfolio Optimizer.Identify which assets in my portfolio are most highly correlated in Portfolio Optimizer.Analyze the risk metrics for my diversified fund holdings in Portfolio Optimizer.Show me the beta and alpha values for each security in my portfolio using Portfolio Optimizer.Detect market turbulence levels in my portfolio using Portfolio Optimizer.Validate whether my covariance matrix is statistically sound in Portfolio Optimizer.Compare the absorption ratio across different portfolio configurations in Portfolio Optimizer.
Portfolio Optimizer MCP connector tools
The Portfolio Optimizer MCP connector provides the following tools. Each tool maps to a specific action you can invoke from your AI agent or automation.
| Tool | Description |
|---|---|
| createAssetsAnalysisAbsorptionRatio | Calculates the absorption ratio metric to assess market stress and potential drawdown periods. |
| createAssetsAnalysisTurbulenceIndex | Computes the turbulence index to measure market volatility and identify periods of financial distress. |
| createAssetsCorrelationMatrix | Generates a correlation matrix showing the linear relationships between asset price movements. |
| createAssetsCorrelationMatrixBounds | Establishes upper and lower bounds for correlation matrix values based on statistical constraints. |
| createAssetsCorrelationMatrixDenoised | Removes noise from correlation matrices to reveal underlying asset relationships more clearly. |
| createAssetsCorrelationMatrixDistance | Calculates distance metrics between correlation matrices to compare their structural differences. |
| createAssetsCorrelationMatrixEffectiveRank | Determines the effective rank of a correlation matrix to measure portfolio diversification. |
| createAssetsCorrelationMatrixInformativeness | Measures the information content and statistical quality of a correlation matrix. |
| createAssetsCorrelationMatrixNearest | Finds the nearest valid correlation matrix that satisfies mathematical constraints. |
| createAssetsCorrelationMatrixRandom | Generates random correlation matrices for simulation and benchmarking purposes. |
| createAssetsCorrelationMatrixShrinkage | Applies shrinkage methods to improve correlation matrix estimation accuracy and stability. |
| createAssetsCorrelationMatrixTheoryImplied | Constructs correlation matrices based on theoretical financial models and assumptions. |
| createAssetsCorrelationMatrixValidation | Verifies that a correlation matrix satisfies mathematical properties and statistical requirements. |
| createAssetsCovarianceMatrix | Generates a covariance matrix representing joint volatility and relationships between assets. |
| createAssetsCovarianceMatrixEffectiveRank | Computes the effective rank of a covariance matrix to assess portfolio diversification. |
| createAssetsCovarianceMatrixExponentiallyWeighted | Calculates a covariance matrix using exponential weighting to emphasize recent price movements. |
| createAssetsCovarianceMatrixValidation | Confirms that a covariance matrix meets mathematical requirements and statistical validity. |
| createAssetsKurtosis | Measures the tail behavior and peakedness of asset return distributions. |
| createAssetsPricesAdjusted | Retrieves historical asset prices adjusted for splits, dividends, and other corporate actions. |
| createAssetsPricesAdjustedForward | Computes forward-adjusted prices to standardize historical data across multiple periods. |
| createAssetsReturns | Calculates arithmetic returns as percentage changes in asset prices over time. |
| createAssetsReturnsAverage | Computes the mean arithmetic return for assets across a specified time period. |
| createAssetsReturnsSimulationBootstrap | Generates simulated return series using bootstrap resampling of historical data. |
| createAssetsSkewness | Measures the asymmetry of asset return distributions to identify directional bias. |
| createAssetsVariance | Calculates variance to quantify the dispersion of asset returns around their mean. |
| createAssetsVolatility | Computes standard deviation of asset returns as a measure of price fluctuation. |
| createFactorsResidualization | Removes the influence of specified factors from asset returns for residual analysis. |
| createPortfolioAnalysisAlpha | Calculates excess returns beyond those explained by market or factor exposures. |
| createPortfolioAnalysisBeta | Measures portfolio sensitivity to market movements or other systematic risk factors. |
| createPortfolioAnalysisConditionalValueAtRisk | Estimates the average loss exceeding the value-at-risk threshold under adverse conditions. |
| createPortfolioAnalysisContributionsReturn | Return Contributions. |
| createPortfolioAnalysisContributionsRisk | Risk Contributions. |
| createPortfolioAnalysisCorrelationSpectrum | Correlation Spectrum. |
| createPortfolioAnalysisDiversificationRatio | Diversification Ratio. |
| createPortfolioAnalysisDrawdowns | Drawdowns. |
| createPortfolioAnalysisEffectiveNumberOfBets | Effective Number of Bets. |
| createPortfolioAnalysisFactorsExposures | Factor Exposures. |
| createPortfolioAnalysisMeanVarianceEfficientFrontier | Mean-Variance Efficient Frontier. |
| createPortfolioAnalysisMeanVarianceMinimumVarianceFrontier | Mean-Variance Minimum Variance Frontier. |
| createPortfolioAnalysisReturn | Arithmetic Return. |
| createPortfolioAnalysisReturnsAverage | Arithmetic Average Return. |
| createPortfolioAnalysisSharpeRatio | Sharpe Ratio. |
| createPortfolioAnalysisSharpeRatioBiasAdjusted | Bias-Adjusted Sharpe Ratio. |
| createPortfolioAnalysisSharpeRatioConfidenceInterval | Sharpe Ratio Confidence Interval. |
| createPortfolioAnalysisSharpeRatioProbabilistic | Probabilistic Sharpe Ratio. |
| createPortfolioAnalysisSharpeRatioProbMinTrackRecordLength | Minimum Track Record Length. |
| createPortfolioAnalysisTrackingError | Tracking Error. |
| createPortfolioAnalysisUlcerIndex | Ulcer Index. |
| createPortfolioAnalysisUlcerPerformanceIndex | Ulcer Performance Index. |
| createPortfolioAnalysisValueAtRisk | Value At Risk. |
| createPortfolioAnalysisVolatility | Volatility. |
| createPortfolioConstructionInvestable | Investable Portfolio. |
| createPortfolioConstructionMimicking | Mimicking Portfolio. |
| createPortfolioConstructionRandom | Random Portfolio. |
| createPortfolioOptimizationEqualRiskContributions | Equal Risk Contributions Portfolio. |
| createPortfolioOptimizationEqualSharpeRatioContributions | Equal Sharpe Ratio Contributions Portfolio. |
| createPortfolioOptimizationEqualVolatilityWeighted | Equal Volatility Weighted Portfolio. |
| createPortfolioOptimizationEqualWeighted | Equal Weighted Portfolio. |
| createPortfolioOptimizationHierarchicalRiskParity | Hierarchical Risk Parity Portfolio. |
| createPortfolioOptimizationHierarchicalRiskParityClusteringBased | Hierarchical Clustering-Based Risk Parity Portfolio. |
| createPortfolioOptimizationInverseVarianceWeighted | Inverse Variance Weighted Portfolio. |
| createPortfolioOptimizationInverseVolatilityWeighted | Inverse Volatility Weighted Portfolio. |
| createPortfolioOptimizationMarketCapitalizationWeighted | Market Capitalization Weighted Portfolio. |
| createPortfolioOptimizationMaximumDecorrelation | Maximum Decorrelation Portfolio. |
| createPortfolioOptimizationMaximumReturn | Maximum Return Portfolio. |
| createPortfolioOptimizationMaximumReturnDiversified | Diversified Maximum Return Portfolio. |
| createPortfolioOptimizationMaximumReturnSubsetResamplingBased | Subset Resampling-Based Maximum Return Portfolio. |
| createPortfolioOptimizationMaximumSharpeRatio | Maximum Sharpe Ratio Portfolio. |
| createPortfolioOptimizationMaximumSharpeRatioDiversified | Diversified Maximum Sharpe Ratio Portfolio. |
| createPortfolioOptMaxSharpeRatioSubsetResamplingBased | Subset Resampling-Based Maximum Sharpe Ratio Portfolio. |
| createPortfolioOptimizationMaximumUlcerPerformanceIndex | Maximum Ulcer Performance Index Portfolio. |
| createPortfolioOptimizationMeanVarianceEfficient | Mean-Variance Efficient Portfolio. |
| createPortfolioOptimizationMeanVarianceEfficientDiversified | Diversified Mean-Variance Efficient Portfolio. |
| createPortfolioOptMeanVarianceEfficientSubsetResamplingBased | Subset Resampling-Based Mean-Variance Efficient Portfolio. |
| createPortfolioOptimizationMinimumCorrelation | Minimum Correlation Portfolio. |
| createPortfolioOptimizationMinimumUlcerIndex | Minimum Ulcer Index Portfolio. |
| createPortfolioOptimizationMinimumVariance | Minimum Variance Portfolio. |
| createPortfolioOptimizationMinimumVarianceDiversified | Diversified Minimum Variance Portfolio. |
| createPortfolioOptimizationMinimumVarianceSubsetResamplingBased | Subset Resampling-Based Minimum Variance Portfolio. |
| createPortfolioOptimizationMostDiversified | Most Diversified Portfolio. |
| createPortfolioSimulationRebalancingDriftWeight | Drift-weight Portfolio Rebalancing. |
| createPortfolioSimulationRebalancingFixedWeight | Fixed-weight Portfolio Rebalancing. |
| createPortfolioSimulationRebalancingRandomWeight | Random-weight Portfolio Rebalancing. |
