Instruments

Also see Instruments.

Resource representations

{
  "kind": "aggregate_portfolio",
  "market_value": decimal,
  "exante_indicators": {
    "var5": decimal,
    "shortfall_probability": decimal,
    "var1": decimal,
    "risk": decimal,
    "maximum_drawdown_1_month": decimal,
    "volatility": decimal,
    "diversification_index": decimal,
    "cvar5": decimal,
    "cvar1": decimal,
    "maximum_drawdown_1_year": decimal,
    "downside_volatility": decimal,
    "liquidity": decimal
  },
  "positions": [
    {
      "kind": "aggregate_position",
      "weight": decimal,
      "quantity": integer,
      "market_value": decimal,
      "instrument": instrument
    },
    .
    .
    .
  ],
  "global_category_positions": [
    {
      "global_category": global_category,
      "weight": decimal
    },
    .
    .
    .
  ]
}

Methods


GET /me/aggregate_portfolio
Get an aggregate portfolio.

GET /users/:user_id/aggregate_portfolio
Get an aggregate portfolio.

Get an aggregate portfolio.