{
  "tool_id": "efficient-frontier-builder",
  "slug": "efficient-frontier-builder",
  "path": "/efficient-frontier-builder/",
  "mode": "client_side",
  "usage": "Client-side calculator. Open https://aifinhub.io/efficient-frontier-builder/ and paste a multi-asset returns CSV. Markowitz frontier + min-var + tangency portfolios render in-browser.",
  "methodology": "https://aifinhub.io/methodology/efficient-frontier-builder/",
  "sample_input": {
    "tool": "efficient-frontier-builder",
    "name": "",
    "returns": [
      0.01,
      0.02,
      -0.005,
      0.015,
      -0.01
    ],
    "risk_free_annual": 0.04,
    "steps": 60,
    "assets": [
      {
        "name": "US Equities",
        "returns": [
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          0.008768,
          0.012502,
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          -0.030247,
          0.015763,
          -0.006258,
          0.023799
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      },
      {
        "name": "Intl Equities",
        "returns": [
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          -0.016342,
          0.011449,
          0.013527,
          0.002128,
          -0.000148,
          -0.003973,
          -0.005458,
          0.004932,
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          -0.004105,
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          -0.001698,
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          -0.003256,
          0.011009,
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          0.030479
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      },
      {
        "name": "Aggregate Bonds",
        "returns": [
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          0.008541,
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        ]
      },
      {
        "name": "Commodities",
        "returns": [
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          0.001653,
          0.026449,
          0.036177,
          -0.024715,
          -0.01015,
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    ]
  },
  "input_schema": {
    "type": "object",
    "properties": {
      "tool": {
        "type": "string"
      },
      "name": {
        "type": "string"
      },
      "returns": {
        "type": "array",
        "items": {
          "type": "number"
        }
      },
      "risk_free_annual": {
        "type": "number"
      },
      "steps": {
        "type": "number"
      }
    },
    "required": [
      "tool",
      "name",
      "returns",
      "risk_free_annual",
      "steps"
    ]
  },
  "output_schema": {
    "type": "object",
    "properties": {
      "min_variance_portfolio": {
        "type": "object",
        "properties": {
          "weights": {
            "type": "array",
            "items": {
              "type": "number"
            }
          },
          "expected_return_annual": {
            "type": "number"
          },
          "volatility_annual": {
            "type": "number"
          },
          "sharpe_annual": {
            "type": "number"
          }
        }
      },
      "tangency_portfolio": {
        "type": "object",
        "properties": {
          "weights": {
            "type": "array",
            "items": {
              "type": "number"
            }
          },
          "expected_return_annual": {
            "type": "number"
          },
          "volatility_annual": {
            "type": "number"
          },
          "sharpe_annual": {
            "type": "number"
          }
        }
      },
      "frontier_points": {
        "type": "array",
        "items": {
          "type": "object",
          "properties": {
            "expected_return_annual": {
              "type": "number"
            },
            "volatility_annual": {
              "type": "number"
            }
          }
        }
      }
    }
  }
}