Evenly spaced points along the (constrained) efficient frontier.
Points are evenly spaced along the risk axis (gridded), spanning risk of all model portfolios. Number of point is aligned with number of model portfolios. All model portfolios are provided with risk & return and mapped to the nearest grid cell. If optional risk and return (for a customer portfolio) is included in the call, this portfolio will be compared to the model portfolio and the nearest model portfolio is returned. Further, the customer portfolio will be aligned with the frontier grid. If the number of model portfolios is n, and the customer portfolio has a higher risk or return than the maximum model portfolio, the grid location will be n+1. Similar, if the customer portfolio has lower risk or return than the lower/left end of the frontier (grid 1), the grid location will be 0.
Request
- Base URL: https://api.test.deepalpha.dev
- URL: https://api.test.deepalpha.dev/v1/analyze/frontier
- Auth: one of:
- OAuth 2 (client credentials, token URL /v1/auth/token)
- HTTP bearer
Query parameters
Config namespace id
Expected risk of customer portfolio (in percent 0-100).
Expected return from customer portfolio (in percent 0-100).
Response
Successful response
Changes
No recorded changes to this operation across all 1 revision of this API.