POportfoliooptimizer
Portfolio Optimization

Market Capitalization Weighted Portfolio

Changed on

Compute the asset weights of the market capitalization-weighted portfolio.

References

post/portfolios/optimization/market-capitalization-weighted

Request

  • Base URL
    https://api.portfoliooptimizer.io/v1
  • URL
    https://api.portfoliooptimizer.io/v1/portfolios/optimization/market-capitalization-weighted
  • Auth
    API key in header X-API-Key

Request body

assetsinteger required

The number of assets

assetsMarketCapitalizationsnumber[] required

assetsMarketCapitalizations[i] is the market capitalization of the asset i

Response

OK

assetsWeightsnumber[] required

assetsWeights[i] is the weight of the asset i in the portfolio, in percentage

Changes