Portfolio Optimization Infrastructure

A hybrid optimization engine combining quantum-inspired Ising-model selection with convex portfolio weighting to rebalance large asset universes efficiently on existing GPU infrastructure.

An Elevated Quantum Core Intelligent System

01

Input preparation

Submit a universe with portfolio rules, or matrix mode with client-supplied returns and covariance. Existing positions and policy constraints ride along in the same request.

02

Optimization run

GPU-accelerated solves enforce hard constraints, record request metadata, and return outputs built for production — not one-off analysis.

03

Downstream outputs

Target weights, diagnostics, and trade scheduling inputs your systems can evaluate, route, or execute with clear auditability.

Authenticated API access

Requests are authorized with API keys and intended for controlled production use.

Request IDs and logging

Each call can be traced through request identifiers and structured operational logs.

Redis-backed caching

Market data and intermediate results can be served through cache-aware workflows.

Docker-based deployment

Evaluate in containerized environments that mirror production setups.

Core Endpoints for Portfolio Construction and Operations

The current API surface covers single-fund optimization, matrix-mode optimization, multi-fund allocation, trade scheduling, and operational monitoring.

MATRIX MODE

/optimize_matrix

Matrix-mode optimization using client-supplied expected returns and covariance inputs when teams want tighter control over the optimization inputs.

  • Accepts explicit mu and covariance matrices
  • Useful for research and custom model pipelines
  • Returns the same production-friendly output shape
POST/optimize_matrix
MULTI-FUND

/multi_fund

Allocate across multiple funds under shared capital and policy constraints while keeping fund-level outputs separated for review and execution.

  • Handles shared capital and mandate-level rules
  • Returns fund-level targets and trade deltas
  • Built for allocators and multi-manager teams
POST/multi_fund
EXECUTION

/schedule_trades

Translate target weights into execution-aware trade schedules with participation guidance and practical sequencing for the trading workflow.

  • Converts allocation changes into trade planning inputs
  • Supports urgency and execution style parameters
  • Returns execution-oriented scheduling outputs
POST/schedule_trades
OPERATIONS

/health

Service health monitoring for readiness checks, uptime workflows, and basic operational validation without requiring authentication.

  • Public endpoint for service status checks
  • Useful for deployment and orchestration workflows
  • Keeps runtime monitoring simple
GET/health
OBSERVABILITY

/metrics

Operational observability and system metrics for authenticated monitoring, dashboards, and environment-level performance review.

  • Exposes metrics for runtime monitoring
  • Intended for protected operational access
  • Complements request logging and tracing
GET/metrics

Performance Benchmarks in Operational Context

Benchmarks are presented as workflow guidance rather than headline claims. The focus is latency, reproducibility, and practical integration into portfolio operations.

Reference Solve Time by Universe Size

Illustrative comparison between EleQor and a baseline convex solver on representative test cases

N=100
6ms
9ms
N=250
9ms
22ms
N=500
15ms
340ms
N=1000
21ms
1,840ms
EleQor Baseline Solver

Workflow Efficiency

What matters once an optimizer is part of a production workflow

Authenticated request handling API key required on protected routes
Operational tracing Request IDs available for run-level diagnostics
Cache-aware workflows Redis-backed caching for repeated data access patterns
Deployment model Containerized service suited to controlled environments

Benchmark interpretation depends on the objective, constraint set, hardware profile, and surrounding workflow. EleQor is intended to be evaluated in the context of those operational requirements.

Designed for Reliability, Traceability, and Controlled Deployment

API Key Authentication

Protected routes are intended to be accessed through API keys so teams can control usage across environments and clients.

Request Tracing

Request identifiers and structured logging make it easier to debug runs, monitor behavior, and integrate with standard operational tooling.

Redis Caching

Redis-backed caching supports repeatable workflows that benefit from reduced latency and more predictable data access patterns.

Containerized Deployment

The service is suited to Docker-based deployment models so teams can evaluate and operate it in environments that resemble production.

SERVICE STACK

ACCESS CONTROL

API KeysProtected RoutesHealth Check

OPTIMIZATION PIPELINE

GPU RuntimeHard ConstraintsMatrix Mode

OPERATIONS

Request IDsLoggingMetricsRedis Cache

DEPLOYMENT

DockerSingle HostProduction Review

Constraint Coverage for Real Portfolio Policies

Constraint support is framed around the controls portfolio teams and risk groups expect in live workflows.

📊

Position Limits

Per-stock max weight, minimum position size, banned tickers, short-selling restrictions.

⚖️

Leverage & Exposure

Gross exposure caps, net exposure floors, cash buffer requirements, leverage multipliers.

🏭

Sector Budgets

Per-GICS-sector max weight caps. Prevent concentration in tech, energy, or any sector slice.

🌱

ESG & Carbon

Portfolio-level carbon budget (tCO₂e/revenue). ESG score floors. Exclude brown industries.

💧

Liquidity (ADV)

Max % of average daily volume per position. Prevents illiquid over-concentration and ownership creep.

🏢

Ownership Limits

Max % of a company's market cap. Critical for large AUM strategies to avoid market impact and 13F thresholds.

📐

Factor Tilts

Factor exposure caps and floors (momentum, value, quality, beta). Build targeted smart-beta portfolios.

🔄

Turnover Control

Cap one-way turnover per rebalance. EleQor accounts for current holdings and minimizes unnecessary trading automatically.

Deployment Options and Operating Models

The platform is easier to assess when deployment expectations are explicit. This section summarizes how teams can think about operating the service.

Capability Managed API Private Network Self-hosted Container Sandbox
API key authentication
Request IDs and logging~
Redis-backed caching
Docker-based deployment~
Protected metrics endpoint
Public health endpoint
Environment isolation~
Benchmark and evaluation workflow

✓ = typical fit  |  ~ = limited or engagement-dependent  |  ✗ = generally not the intended model.

Developer Workflow

The API is designed to be straightforward to evaluate: authenticate with X-API-Key, submit a request, and inspect the response alongside request-level metadata.

request.sh
# authenticated matrix-mode request
curl -X POST "https://api.eleqor.io/optimize_matrix" \
  -H "X-API-Key: $ELEQOR_API_KEY" \
  -H "Content-Type: application/json" \
  -d '{
    "tickers": ["AAPL", "MSFT", "NVDA"],
    "mu": [0.0011, 0.0008, 0.0016],
    "cov": [
      [0.0120, 0.0021, 0.0014],
      [0.0021, 0.0102, 0.0011],
      [0.0014, 0.0011, 0.0186]
    ],
    "max_weight": 0.08,
    "sector_caps": {"Technology": 0.35}
  }'
response.json
{
  "request_id": "req_01HQ8M4Q9S8M3J7B2A",
  "solve_time_ms": 14.2,
  "data_cached": true,
  "weights": {
    "AAPL": 0.32,
    "MSFT": 0.28,
    "NVDA": 0.40
  },
  "sharpe": 0.3479,
  "constraints_applied": ["max_weight", "sector_caps"]
}

Production endpoints include /optimize, /optimize_matrix, /multi_fund, /schedule_trades, public /health, and protected /metrics.

Where the Platform Fits

01

Hedge Funds

Use the service to run constrained optimization and trade planning for long/short or long-only books that need practical outputs for review and execution.

Long/ShortRebalance ReviewTrade Planning

02

Multi-Manager Platforms

Coordinate multi-fund allocation workflows when capital sharing, fund-specific rules, and operational consistency all matter.

Shared CapitalPer-Fund ConstraintsDelta Trades

03

ESG & Impact Funds

Apply carbon, ESG, exclusion, and exposure rules as part of the optimization workflow when policy controls are not optional.

Carbon BudgetESG FloorsPolicy Controls

04

Pension & Sovereign Funds

Evaluate allocations under liquidity, ownership, and mandate constraints in environments where auditability and deployment controls matter as much as raw optimization output.

ADV LimitsOwnership CapsMandate Review