v2

latestOpenAPI 3.0.1Apache 2.02026-07-2623201.3 MB
Portfolio Optimization

Most Diversified Portfolio

Compute the asset weights of the most diversified portfolio, optionally subject to:

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

References

post/portfolios/optimization/most-diversified

Request body

assetsinteger required

The number of assets

Response

OK

assetsWeightsnumber[] required

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