Portfolio Optimizer MCP connector
Updated
Portfolio Optimizer is a platform for analyzing investment portfolios using modern portfolio theory algorithms. The Portfolio Optimizer MCP connector allows AI agents to assess portfolio risk and market stability by calculating metrics such as absorption ratio, turbulence index,
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:
- Detect early signs of market stress with absorption ratio and turbulence index
- Build accurate risk models using correlation and covariance matrices
- Clean noisy market data with denoised and shrinkage correlation methods
- Measure portfolio risk exposure through volatility, variance, and value-at-risk calculations
- Quantify manager skill by calculating alpha and beta against benchmarks
- Generate synthetic return scenarios with bootstrap simulations for stress testing
- Adjust historical prices for splits and dividends to ensure accurate analysis
- Assess return distribution shape using skewness and kurtosis metrics
Example prompts
Use the following example prompts to invoke Portfolio Optimizer MCP connector tools from your AI assistant or Boomi Connect workflow:
Calculate the turbulence index for my portfolio in Portfolio Optimizer.Show me the correlation matrix for my tech stock holdings.What's the volatility of my portfolio over the last year?Generate a covariance matrix for my top 10 holdings.Calculate alpha and beta for my portfolio against the S&P 500.Adjust historical prices for stock splits in my portfolio.Run a bootstrap simulation on my portfolio returns.What is the conditional value at risk for my investments?Denoise the correlation matrix for my equity portfolio.Check the skewness and kurtosis of my portfolio returns.
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 | Absorption Ratio |
| createAssetsAnalysisTurbulenceIndex | Turbulence Index |
| createAssetsCorrelationMatrix | Correlation Matrix |
| createAssetsCorrelationMatrixBounds | Correlation Matrix Bounds |
| createAssetsCorrelationMatrixDenoised | Denoised Correlation Matrix |
| createAssetsCorrelationMatrixDistance | Correlation Matrix Distance |
| createAssetsCorrelationMatrixEffectiveRank | Correlation Matrix Effective Rank |
| createAssetsCorrelationMatrixInformativeness | Correlation Matrix Informativeness |
| createAssetsCorrelationMatrixNearest | Nearest Correlation Matrix |
| createAssetsCorrelationMatrixRandom | Random Correlation Matrix |
| createAssetsCorrelationMatrixShrinkage | Correlation Matrix Shrinkage |
| createAssetsCorrelationMatrixTheoryImplied | Theory-Implied Correlation Matrix |
| createAssetsCorrelationMatrixValidation | Correlation Matrix Validation |
| createAssetsCovarianceMatrix | Covariance Matrix |
| createAssetsCovarianceMatrixEffectiveRank | Covariance Matrix Effective Rank |
| createAssetsCovarianceMatrixExponentiallyWeighted | Exponentially Weighted Covariance Matrix |
| createAssetsCovarianceMatrixValidation | Covariance Matrix Validation |
| createAssetsKurtosis | Kurtosis |
| createAssetsPricesAdjusted | Adjusted Prices |
| createAssetsPricesAdjustedForward | Forward-Adjusted Prices |
| createAssetsReturns | Arithmetic Returns |
| createAssetsReturnsAverage | Arithmetic Average Return |
| createAssetsReturnsSimulationBootstrap | Bootstrap |
| createAssetsSkewness | Skewness |
| createAssetsVariance | Variance |
| createAssetsVolatility | Volatility |
| createFactorsResidualization | Residualization |
| createPortfolioAnalysisAlpha | Alpha |
| createPortfolioAnalysisBeta | Beta |
| createPortfolioAnalysisConditionalValueAtRisk | Conditional Value At Risk |
| 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 |
