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constraint representing aversion to the permanent loss of capital
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 |
{- "candidates": [
- {
- "description": "string",
- "market_cap": 0,
- "name": "string",
- "scenarios": [
- {
- "intrinsic_value": 0,
- "probability": 0,
- "thesis": "string"
}
], - "ticker": "string"
}
], - "long_only": null,
- "max_individual_allocation": null,
- "max_permanent_loss_of_capital": null,
- "max_total_leverage_ratio": null
}
{- "error": {
- "code": "string",
- "message": "string"
}, - "result": {
- "allocations": [
- {
- "fraction": 0,
- "ticker": "string"
}
], - "analysis": {
- "cumulative_probability_of_loss": 0,
- "expected_return": 0,
- "worst_case_outcome": {
- "portfolio_return": 0,
- "probability": 0,
- "probability_weighted_return": 0
}
}
}, - "validation_problems": [
- "OK"
]
}
required | Array of objects (PortfolioCompany) |
{- "companies": [
- {
- "company": {
- "description": "string",
- "market_cap": 0,
- "name": "string",
- "scenarios": [
- {
- "intrinsic_value": 0,
- "probability": 0,
- "thesis": "string"
}
], - "ticker": "string"
}, - "fraction": 0
}
]
}
{- "error": {
- "code": "string",
- "message": "string"
}, - "result": {
- "cumulative_probability_of_loss": 0,
- "expected_return": 0,
- "worst_case_outcome": {
- "portfolio_return": 0,
- "probability": 0,
- "probability_weighted_return": 0
}
}
}