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POST
Target Return Portfolio

Authorizations

X-API-Key
string
header
required

API key for authentication. Get your key at https://api.fincept.in/auth/register

Body

application/json
expected_returns
number[]
required

Expected returns for each asset (annualized)

Example:
covariance_matrix
number[][]
required

Asset covariance matrix (annualized)

Example:
target_return
number
required

Desired portfolio return (annualized). Must be achievable given asset returns and constraints.

Example:

0.11

min_weights
number[] | null

Minimum weight constraints for each asset

Example:
max_weights
number[] | null

Maximum weight constraints for each asset

Example:

Response

Target return portfolio successfully optimized

success
boolean
Example:

true

data
object