analyze

Project a portfolio into the future.

This endpoint takes a portfolio and a saving plan as input. The portfolio is projected forward based in the saving plan (initial amount and monthly contribution). Expected risk and return for the portfolio is estimated form historical data. Each instrument in the portfolio is mapped to its category benchmark, at this benchmark is used as basis for calculation of expected covariance and expected return. Finally, a confidence bound is added around the projection. By default, the confidence bound is based on the model named after Black-Scholes-Merton.

post/v1/analyze/forecast

Request

  • Base URL: https://api.test.deepalpha.dev
  • URL: https://api.test.deepalpha.dev/v1/analyze/forecast
  • Auth: one of:
    • OAuth 2 (client credentials, token URL /v1/auth/token)
    • HTTP bearer

Query parameters

namespace_idinteger nullable

Config namespace id

Request body

confidencenumber
holdingnumber
horizoninteger
savingnumber
use_lognormalboolean

Response

Successful response

unknown required

Changes

No recorded changes to this operation across all 1 revision of this API.