latestOpenAPI 3.0.1Apache 2.02026-08-1324301.4 MB

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Portfolio Optimization

Equal Weighted Portfolio

Compute the asset weights of the equal-weighted portfolio.

References

Victor DeMiguel and al., Optimal Versus Naive Diversification: How Inefficient is the 1/N Portfolio Strategy?

post/portfolios/optimization/equal-weighted

Request body

assetsinteger required

The number of assets

Response

assetsWeightsnumber[] required

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