The PortEngine REST API integrates stress testing of multi-asset and multi-currency portfolios. API Key is required to authenticate. JSON formats are available. It generates a forward looking simulated model of the portfolio. Flexible factor models as well as exogenous shocks can be easily specified. Filters can be used to isolate the behavior of specific sub-portfolios, such as: longs vs shorts, foreign vs. domestic securities, and options vs. other assets.
We've added nine APIs to the ProgrammableWeb directory in categoriessuch as Music, Artificial Intelligence, and Currency. Highlights today include the Google Awareness API, which makes Android applications contexually aware, and the MarkLogic API. Here's a rundown of the latest additions.