Portfolio Post-Optimization

Portfolio Weights Rounding

Changed on

Round the asset weights of a portfolio, optionally subject to:

  • Minimum and maximum weights constraints
  • Minimum and maximum group weights constraints
  • Minimum and maximum portfolio exposure constraints

References

post/portfolios/post-optimization/rounding

Request

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

Request body

Response

OK

Changes

    • warning

      the /// request property's max was set to 1.00

    • warning

      the /// request property's min was set to 0.00