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latestOpenAPI 3.0.1Apache 2.02026-07-2623201.3 MB

Portfolio Optimization

Market Capitalization Weighted Portfolio

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

References

post/portfolios/optimization/market-capitalization-weighted

assetsinteger required

The number of assets

assetsMarketCapitalizationsnumber[] required

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

assetsWeightsnumber[] required

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