Construct an optimized portfolio
Builds portfolio weights by tilting signal scores with a power exponent. An optional risk overlay reduces concentration in highly correlated stocks while keeping the weights close to the signal-driven targets.
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 strategy.
Query Parameters
The as-of date in YYYY-MM-DD format that selects a specific run of the version. When omitted, the latest completed run for the version is used.
The version to read. When omitted, the strategy's active version is used.
Minimum market capitalization a company needs to be included.
Which signal metric to score companies on.
linguisticBeta, marketBuzz, convictionScore Power exponent that controls how strongly signal scores affect weights. A value of 0 produces equal weights, 1 makes weights proportional to score, and higher values concentrate weight in the top-scoring companies.
0 <= x <= 10Maximum weight allowed for any single holding.
0 < x <= 1Minimum weight allowed for any single holding.
0 <= x <= 1How strongly to diversify by risk. A value of 0 applies pure score-tilt weighting with no risk adjustment, and 1 applies the maximum adjustment to reduce concentration in correlated stocks. Any value above 0 requires price data for the covariance computation.
0 <= x <= 1Annual risk-free rate used to compute the Sharpe ratio.
Number of top companies by signal score to include. When omitted, all qualifying companies are included.
x >= 2Body
Optional list of company IDs to start from before the other filters are applied.