get_efficient_frontier
Calculate the mean-variance efficient frontier for a portfolio's assets using historical returns, showing optimal risk-return tradeoffs with long-only constraints.
Instructions
Calculate the mean-variance efficient frontier for portfolio assets using historical returns. Returns a curve of optimal risk-return tradeoffs with long-only constraints (no shorting). Each point includes optimal weights, expected return, and volatility. This is a historical analysis — for forward-looking optimization, use optimize_portfolio with simulation data.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| timeframe | No | Historical lookback period: '1Y', '2Y', '5Y', etc. Default '1Y'. | 1Y |
| portfolio_id | Yes | The portfolio UUID | |
| num_portfolios | No | Number of points on the frontier curve (default 50) |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| result | Yes |