{"uid":"cap_Xx0VqwutpHgdG2U6JKhFe","slug":"risk-parity-weights-lite-a2629108","name":"Risk Parity Weights Lite","description":"Inverse-vol risk parity weights from return series. Call when allocating across assets by inverse volatility offline. Returns weights summing to 1 as deterministic JSON for $0.001 USDC via x402 on Base. First-party local math only—no RPC, live market feed, API keys, storage, or mediagen. Advisory only; the caller owns capital, risk, and production controls.","url":"https://api.delx.ai/api/v1/x402/risk-parity-weights","method":"POST","headers":{},"bodySchema":{"type":"object","properties":{"returns":{"type":"array","description":"Return series or matrix of series"}}},"responseSchema":{"type":"json","example":{"schema":"delx/util-risk-parity-weights/v1","weights":[0.3038324347006871,0.4641117101995419,0.232055855099771]}},"example":null,"exampleRequest":null,"tags":["x402"],"displayCostAmount":"0.001","displayCostAsset":"USDC","priceDynamic":false,"priceHint":null,"priceStatus":"priced","priceSource":"probe","requiresHandshake":false,"reviewCount":0,"rating":{"score":"0.00","successRate":"0.00","reviews":0,"stars":null,"state":"unrated"},"availabilityStatus":"unknown","priceObserved":null,"sessionDeposit":null,"pricing":{"kind":"static","summary":"$0.001/call","primary":{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.001","per":"call","confidence":"exact"},"accepted":[{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.001","per":"call","confidence":"exact"}]},"paymentMethods":[{"uid":"pm_QOcQlEZB4y5M7DM5BIgke","protocol":"x402","methodType":"crypto","chain":"base","mode":"charge","costAmount":"0.001","costPer":"request","priority":0,"asset":"0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913","unit":"request","depositMicros":null,"planRef":null}],"brandName":null,"brandSlug":null,"brandBaseUrl":null,"brandDocsUrl":null,"whatItDoes":"Computes inverse-volatility risk parity portfolio weights from a return series, returning weights that sum to 1 as deterministic JSON.","exampleAgentPrompt":"I have monthly return series for four assets — [0.01, 0.02, -0.01, 0.03], [0.005, -0.01, 0.02, 0.01], [0.03, 0.01, -0.02, 0.04], [0.02, 0.00, 0.01, -0.01] — can you compute the inverse-volatility risk parity weights that sum to 1 so I know how to allocate across them?","exampleUseCases":[{"title":"Multi-asset ETF risk parity allocation","prompt":"I have weekly return histories for six ETFs covering equities, bonds, gold, real estate, commodities, and cash. Can you compute inverse-volatility risk parity weights across all six so I can size my positions proportionally?"},{"title":"Crypto portfolio volatility weighting","prompt":"Here are daily return series for BTC, ETH, SOL, and AVAX over the last 90 days. What inverse-vol risk parity weights should I use to allocate my capital across them to equalize risk contribution?"},{"title":"Rebalancing decision for factor portfolio","prompt":"I'm running a factor portfolio across value, momentum, quality, and low-vol sleeves. Given their recent return series, can you give me new inverse-volatility weights so I know what fraction to allocate to each sleeve when I rebalance?"}],"resultDescription":"A JSON object containing a weights array with one normalized float per asset (summing exactly to 1.0), computed deterministically via local inverse-volatility math — no live market data or external calls involved. The output is advisory only.","failureModes":["Empty or malformed returns array returns an error response","Single-asset input may produce trivially [1.0] weights without error","Zero-variance return series (constant returns) can cause division-by-zero in inverse-vol calculation","Mismatched series lengths in a matrix input may yield an error or undefined behavior","Non-numeric values in the returns array will cause a computation error","Network or payment (x402) failure results in no computation and an HTTP 402 or 5xx response"],"whenToPreferThis":"Choose this endpoint when you need a fast, cheap, deterministic inverse-volatility risk parity calculation from raw return series with no API keys, no live market feeds, and no external dependencies. It is ideal for offline or agent-embedded portfolio allocation steps where you already have historical returns and want weights that sum to 1 instantly. Prefer this over full mean-variance optimizers when you want a simpler, more robust allocation that avoids covariance matrix instability.","instructions":null,"reviewSummary":null,"reviewSummaryHighlights":null,"reviewSummaryConcerns":null,"reviewSummaryGeneratedAt":null,"activationCount":0,"lastUsedAt":null,"lastSuccessfullyRanAt":null,"lastHealthCheckAt":"2026-09-15T07:14:30.067Z","isFirstParty":false}