Construct a portfolio with score-tilt weighting
Builds portfolio weights by tilting signal scores with a power exponent. Optionally applies a covariance-based risk overlay that reduces concentration in highly correlated stocks while staying close to the signal-driven target weights.
Authorizations
Enter 'Bearer' followed by a space and then your JWT or API Key.
Example: Bearer eyJhbGciOiJIUzI1NiIsInR5cCI6IkpXVCJ9...
or Bearer YOUR_API_KEY_HERE
Path Parameters
UUID of the user strategy
Query Parameters
Minimum market capitalization for inclusion.
Signal metric used to score companies.
linguisticBeta, marketBuzz, convictionScore Controls how strongly signal scores affect weights. Set to 0 for equal weight, 1 for weight proportional to score, and higher values to concentrate more weight on the top scores.
0 <= x <= 10Maximum weight allowed for any single holding.
0 < x <= 1Minimum weight for any single holding.
0 <= x <= 1How much to diversify away from the score-tilt weights. Set to 0 to keep pure score-tilt weights with no risk adjustment, or up to 1 to reduce concentration in correlated stocks. Values above 0 incur extra latency because price history is needed to estimate covariance.
0 <= x <= 1Annual risk-free rate used for Sharpe ratio calculation.
Number of top companies by signal score to include. When omitted, all qualifying companies are included.
x >= 2Body
Company IDs to consider before the other filters are applied.