Charlie (v0)

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allocate

Calculate optimal allocation of capital for a set of candidate companies with an optional

constraint representing aversion to the permanent loss of capital

Request Body schema: application/json
required
required
Array of objects (Company)
long_only
boolean or null
Default: null
max_individual_allocation
number or null <double>
Default: null
object or null
Default: null

Loss of capital is defined by two numbers: probability of the loss happening and the amount lost. The data model is used in a constraint for modelling maximum allowable loss of capital. Both numbers should be between 0 and 1. This can be read as: "I'm ok losing [fraction] of capital with probability of [probability]."

max_total_leverage_ratio
number or null <double>
Default: null

Responses

Request samples

Content type
application/json
{
  • "candidates": [
    ],
  • "long_only": null,
  • "max_individual_allocation": null,
  • "max_permanent_loss_of_capital": null,
  • "max_total_leverage_ratio": null
}

Response samples

Content type
application/json
{
  • "error": {
    },
  • "result": {
    },
  • "validation_problems": [
    ]
}

analyze

Analyze the portfolio by calculating useful statistics

Request Body schema: application/json
required
required
Array of objects (PortfolioCompany)

Responses

Request samples

Content type
application/json
{
  • "companies": [
    ]
}

Response samples

Content type
application/json
{
  • "error": {
    },
  • "result": {
    }
}

api

OpenAPI documentation

Responses

demo

Basic front-end for simple demonstration purposes

Responses