robo

Markowitz portfolio construction.

A Portfolio is a weighted combination of asset categories. The weight should sum to 100%. Based on input parameters, an optimal portfolio is constructed, maximum return for a given risk. NB!! The Swagger documentation is statically generated and do not have access to customer specific configuration, so the allowed option may / will differ from this documentation. You will get a 400 response if your input parameters is outside allowed value form configuration. Use endpoint "categories" to get list of allowed parameter input.

get/v1/robo/portfolio

Request

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

Query parameters

namespace_idinteger nullable

Config namespace id

risk_tolerancestring required

Risk willingness, where R01 is the lowest risk, and R40 the highest.

optionalsstring[] nullable

Optionals. Example C08. Available values: C1-C9999 and c1-c9999 (depending on configuration)

precisioninteger

Precision (number of decimals in weights). Example 1. Available values: 0-3

Response

Successful response

ExpectedReturnnumber nullable
ExpectedRisknumber nullable

Changes

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