analyze

Instrument comparison to asset class benchmark and pairs.

This endpoint provide comparison of an instrument to its benchmark, but also to pairs. The instrument 'score' value is relative to the benchmark. A positive value, indicate a better performance than the benchmark, according to the defined scoring rule. The 'category' statistics, can be used to compare and instrument to its pairs. If the instrument score is higher than the category average, the instrument is performing better than the average pairs. The category min/max and numbers, can also be used to compare the instrument score against the pairs range/distribution. Based on comparison against benchmark and pairs, advice is provided. If score is higher than benchmark, advice is given 1 point. If number of pairs is above 5 and the score is higher than the average of its pairs, the advice is increased with 1 point. Based on this, the range of outcomes is 0, 1 & 2.

post/v1/analyze/scoring

Request

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

Query parameters

namespace_idinteger nullable

Config namespace id

Request body

Response

Successful response

Changes

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