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v2

latestOpenAPI 3.0.1Apache 2.02026-07-2623201.3 MB
Portfolio Construction

Investable Portfolio

Compute an investable portfolio as close as possible, in terms of assets weights, to a desired portfolio, taking into account:

  • The desired assets weights
  • The desired assets groups weights
  • The desired maximum assets groups weights
  • The prices of the assets
  • The portfolio value
  • The requirement to purchase some assets by round lots or by odd lots
  • The possibility to purchase some assets by a fractional quantity of shares
  • The requirement to purchase a minimum number of shares, or a minimum monetary value, for some assets

References

post/portfolio/construction/investable

Request body

assetsinteger required

The number of assets

assetsWeightsnumber[]

assetsWeights[i] is the desired weight of the asset i in the portfolio, in percentage (can be null to indicate no specific desire)

assetsGroupsWeightsnumber[]

assetsGroupsWeights[i] is the desired weight of the assets group k in the portfolio, in percentage (can be null to indicate no specific desire); requires assetsGroups to be present

maximumAssetsGroupsWeightsnumber[]

maximumAssetsGroupsWeights[k] is the maximum desired weight of the assets group k in the portfolio, in percentage (can be null to indicate no specific desire); requires assetsGroups to be present

portfolioValuenumber required

The monetary value of the portfolio

assetsPricesnumber[] required

assetsPrices[i] is the price of the asset i

assetsSizeLotsnumber[]

assetsSizeLots[i] is the number of shares by which it is required to purchase the asset i (usual values are 1 if the asset needs to be purchased share by share, 100 if the asset needs to be purchased by an integer multiple of 100 shares, and 1/1000000 - e.g. for Robinhood broker - if the asset can be purchased by fractional shares)

assetsMinimumPositionsnumber[]

assetsMinimumPositions[i] is the minimum number of shares of the asset i that is required to purchase when the asset i is included in the portfolio (usual values are the same as for assetsSizeLots)

assetsMinimumNotionalValuesnumber[]

assetsMinimumNotionalValues[i] is the minimum monetary value that the position in the asset i is required to represent when the asset i is included in the portfolio

Response

OK

assetsPositionsnumber[] required

assetsPositions[i] is the number of shares of the asset i in the portfolio

assetsWeightsnumber[] required

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