Also see Drafts.
Also see Instruments.
Also see Models.
Also see Portfolios.
To preview the changes that would be applied to a portfolio when committing a draft, the draft must be in a valid state. That is:
it must be either a pure weight draft or a pure quantity draft, i.e. it cannot contain some positions by weight and some by quantity,
if it is a weight draft the sum of the weights must be 100% and
if it is a quantity draft the quantity of each instrument must be a product of its minimum lot size.
Please note that a 404 Not Found error will be returned if any of these requirements are not satisfied.
{
"kind": "preview",
"budget": decimal,
"market_value": decimal,
"exante_indicators": {
"var5": decimal,
"volatility": decimal,
"var1": decimal,
"maximum_drawdown_1_month": decimal,
"maximum_drawdown_1_year": decimal,
"risk": decimal,
"cvar5": decimal,
"cvar1": decimal,
"downside_volatility": decimal,
"shortfall_probability": decimal,
"liquidity": decimal,
"diversification": decimal
},
"positions": [
{
"kind": "position",
"id": integer,
"weight": decimal,
"quantity": integer,
"market_value": decimal,
"created_at": datetime,
"updated_at": datetime,
"instrument": instrument
},
.
.
.
]
}
Get a portfolio preview.
Param Name | Description |
---|---|
portfolio_id Optional |
The slug of the portfolio to get the preview for. Value: Must be String |
algorithm_id Optional |
The algorithm to get the preview for. Value: Must be one of: equal_weight, equal_risk_contribution, optimization. |
budget Optional |
The budget of the preview. Value: Must be decimal. |