---
title: "Portfolio Evolution Simulation"
method: POST
path: "/portfolios/simulation/evolution"
tags: ["Portfolio Simulation"]
---

# Portfolio Evolution Simulation

`POST /portfolios/simulation/evolution`

Simulate the evolution of the value of a portfolio over time.

References
* [Robert D. Arnott, Robert D. Lovell, Rebalancing Why? When? How Often?, The Journal of Investing, Spring 1993, 2 (1) 5 - 10](https://www.pm-research.com/content/iijinvest/2/1/5)
* [Gobind Daryanani, Opportunistic Rebalancing: A New Paradigm for Wealth Managers, Journal of Financial Planning, January 2008](https://www.financialplanningassociation.org/article/journal/JAN08-opportunistic-rebalancing-new-paradigm-wealth-managers)

## Request body

- object
  - `assets` object[], required
    - `assetPrices` number[], required — assetPrices[t] is the price of the asset at the time t
  - `portfolios` object[], required
    - `assetsWeights` number[], required — assetsWeights[i] is the initial weight of the asset i in the portfolio, in percentage
    - `portfolioRebalancingMethod` 'noRebalancing' | 'continuouRebalancing' | 'thresholdRebalancing' — The method used to rebalance the asset weights of the simulated portfolio at each time t
    - `portfolioRebalancingThreshold` number — The threshold beyond which the asset weights of the simulated portfolio are rebalanced at each time t in case the portfolio rebalancing method is 'thresholdRebalancing', in percentage
    - `portfolioRebalancingThresholdType` 'absoluteThreshold' | 'relativeThreshold' | 'turnoverThreshold' — The type of the threshold beyond which the asset weights of the simulated portfolio are rebalanced at each time t in case the portfolio rebalancing method is 'thresholdRebalancing'

## Response `200`

OK

- object
  - `simulations` object[], required
    - `portfolios` object[], required
      - `portfolioValues` number[], required — portfolioValues[t] is the value of the portfolio at the time t

---

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