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Portfolio optimization turns a strategy’s ranked holdings into an investable, weighted portfolio. Noonum does this with score-tilt weighting: holdings that score higher on the signal you choose receive more weight, and lower-scoring holdings receive less. The score you tilt by is up to you. A common choice is the conviction score, so companies with the strongest thematic fit carry the most weight.
“Portfolio” here means the weighted result of POST /strategies/{strategyId}/optimize — a computed output, not the saved /portfolios resource. See Strategies, holdings, and portfolios for how they differ.

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Why this style of weighting is valued

Transparent

Each holding’s weight follows directly from its score.

Replicable

The same scores produce the same weights every time, so results are easy to reproduce and audit.

Lower turnover

Weights move with the scores instead of swinging on small input changes, so portfolios stay more stable between rebalances.
Score-based weighting is the approach the ETF and index industry commonly uses to build factor, thematic, and ESG portfolios.

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Construct the portfolio

Portfolio optimization runs against the POST /strategies/{strategyId}/optimize endpoint, which tilts holding weights by your chosen signal score. See REST integration for a worked request and response.