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PATCH
/
api
/
v1
/
custom
/
org
/
{organization_uuid}
/
portfolio_configs
/
{config_uuid}
cURL
curl --request PATCH \
  --url https://api.tilt.io/api/v1/custom/org/{organization_uuid}/portfolio_configs/{config_uuid}/ \
  --header 'Content-Type: application/json' \
  --header 'X-Api-Key: <api-key>' \
  --data '
{
  "name": "<string>",
  "optimization_mode": "LONG_ONLY",
  "long_weight_sum": "<string>",
  "short_weight_sum": "<string>",
  "risk_model_name": "custom",
  "tilts": [
    {
      "factor": "<string>",
      "tilt_uuid": "3c90c3cc-0d44-4b50-8888-8dd25736052a",
      "index_uuid": "3c90c3cc-0d44-4b50-8888-8dd25736052a"
    }
  ],
  "no_hold_tickers": [
    {
      "tilt_asset_id": "<string>",
      "starts_from": "2023-11-07T05:31:56Z",
      "expires_at": "2023-11-07T05:31:56Z"
    }
  ],
  "no_trade_tickers": [
    {
      "tilt_asset_id": "<string>",
      "starts_from": "2023-11-07T05:31:56Z",
      "expires_at": "2023-11-07T05:31:56Z"
    }
  ],
  "target_ticker_weights": [
    {
      "tilt_asset_id": "<string>",
      "target_weight": "<string>"
    }
  ],
  "min_weight": "<string>",
  "max_weight": "<string>",
  "min_active_weight": "<string>",
  "max_active_weight": "<string>",
  "scaling_factor": "<string>",
  "use_mean_variance": true,
  "factor_exposure_bounds": [
    {
      "factor": "<string>",
      "min_bound": "<string>",
      "max_bound": "<string>",
      "min_active_bound": "<string>",
      "max_active_bound": "<string>"
    }
  ],
  "tax_preferences": {
    "tax_region": "USA",
    "short_term_rate": "<string>",
    "long_term_rate": "<string>",
    "tax_algorithm": "AVG_COST",
    "tracking_error_threshold": "<string>",
    "wash_sale_threshold": 1073741823,
    "long_term_threshold": 1073741823,
    "ordinary_income_tax_rate": "<string>",
    "n_high_loss_lots": 1073741823,
    "tax_gamma": "<string>"
  },
  "asset_allocations": [
    {
      "asset_class_uuid": "3c90c3cc-0d44-4b50-8888-8dd25736052a",
      "target_allocation": "<string>",
      "direct_indexing_enabled": false,
      "tilts": [
        {
          "factor": "<string>",
          "tilt_uuid": "3c90c3cc-0d44-4b50-8888-8dd25736052a",
          "index_uuid": "3c90c3cc-0d44-4b50-8888-8dd25736052a",
          "impacts_non_benchmark_assets": true,
          "is_part_of_benchmark": true
        }
      ]
    }
  ],
  "bid_ask_spread_ref_volume": "<string>",
  "market_impact_parameter": "<string>",
  "bid_ask_spread_parameter": "<string>",
  "tcost_bps": "<string>",
  "cash_buffer_usd": "<string>",
  "cash_buffer_cad": "<string>"
}
'
{
  "uuid": "3c90c3cc-0d44-4b50-8888-8dd25736052a",
  "name": "<string>",
  "optimization_mode": "LONG_ONLY",
  "long_weight_sum": "<string>",
  "short_weight_sum": "<string>",
  "risk_model_name": "custom",
  "tilts": [
    {
      "factor": "<string>",
      "tilt": {
        "uuid": "3c90c3cc-0d44-4b50-8888-8dd25736052a",
        "name": "<string>",
        "published_at": "2023-11-07T05:31:56Z"
      },
      "index": {
        "uuid": "3c90c3cc-0d44-4b50-8888-8dd25736052a",
        "name": "<string>",
        "status": "IN_PROGRESS"
      }
    }
  ],
  "no_hold_tickers": [
    {
      "ticker": {
        "tilt_asset_id": "<string>",
        "symbol": "<string>",
        "exchange": "<string>",
        "name": "<string>",
        "description": "<string>",
        "image_url": "<string>",
        "ticker_url": "<string>",
        "ticker_type": "<string>",
        "market_cap": 123,
        "sic_description": "<string>"
      },
      "starts_from": "2023-11-07T05:31:56Z",
      "expires_at": "2023-11-07T05:31:56Z"
    }
  ],
  "no_trade_tickers": [
    {
      "ticker": {
        "tilt_asset_id": "<string>",
        "symbol": "<string>",
        "exchange": "<string>",
        "name": "<string>",
        "description": "<string>",
        "image_url": "<string>",
        "ticker_url": "<string>",
        "ticker_type": "<string>",
        "market_cap": 123,
        "sic_description": "<string>"
      },
      "starts_from": "2023-11-07T05:31:56Z",
      "expires_at": "2023-11-07T05:31:56Z"
    }
  ],
  "target_ticker_weights": [
    {
      "ticker": {
        "tilt_asset_id": "<string>",
        "symbol": "<string>",
        "exchange": "<string>",
        "name": "<string>",
        "description": "<string>",
        "image_url": "<string>",
        "ticker_url": "<string>",
        "ticker_type": "<string>",
        "market_cap": 123,
        "sic_description": "<string>"
      },
      "target_weight": "<string>"
    }
  ],
  "min_weight": "<string>",
  "max_weight": "<string>",
  "min_active_weight": "<string>",
  "max_active_weight": "<string>",
  "scaling_factor": "<string>",
  "use_mean_variance": true,
  "factor_exposure_bounds": [
    {
      "factor": "<string>",
      "min_bound": "<string>",
      "max_bound": "<string>",
      "min_active_bound": "<string>",
      "max_active_bound": "<string>"
    }
  ],
  "tax_preferences": {
    "tax_region": "USA",
    "short_term_rate": "<string>",
    "long_term_rate": "<string>",
    "tax_algorithm": "AVG_COST",
    "tracking_error_threshold": "<string>",
    "wash_sale_threshold": 1073741823,
    "long_term_threshold": 1073741823,
    "ordinary_income_tax_rate": "<string>",
    "n_high_loss_lots": 1073741823,
    "tax_gamma": "<string>"
  },
  "asset_allocations": [
    {
      "asset_class_uuid": "3c90c3cc-0d44-4b50-8888-8dd25736052a",
      "asset_class_name": "<string>",
      "asset_class_description": "<string>",
      "benchmark_index_identifier": "<string>",
      "benchmark_index_name": "<string>",
      "benchmark_symbol": "<string>",
      "target_allocation": "<string>",
      "direct_indexing_enabled": true,
      "tilts": [
        {
          "factor": "<string>",
          "tilt": {
            "uuid": "3c90c3cc-0d44-4b50-8888-8dd25736052a",
            "name": "<string>",
            "published_at": "2023-11-07T05:31:56Z"
          },
          "index": {
            "uuid": "3c90c3cc-0d44-4b50-8888-8dd25736052a",
            "name": "<string>",
            "status": "IN_PROGRESS"
          },
          "impacts_non_benchmark_assets": true,
          "is_part_of_benchmark": true
        }
      ]
    }
  ],
  "bid_ask_spread_ref_volume": "<string>",
  "market_impact_parameter": "<string>",
  "bid_ask_spread_parameter": "<string>",
  "tcost_bps": "<string>",
  "cash_buffer_usd": "<string>",
  "cash_buffer_cad": "<string>"
}

Authorizations

​
X-Api-Key
string
header
required

Path Parameters

​
config_uuid
string<uuid>
required
​
organization_uuid
string<uuid>
required

Body

​
name
string | null
Maximum string length: 255
​
optimization_mode

Optimization mode to use for portfolio optimization, this can be LONG_ONLY, LONG_SHORT, or LONG_BIASED.

  • LONG_ONLY - Long Only
  • LONG_SHORT - Long Short
  • LONG_BIASED - Long Biased
Available options:
LONG_ONLY,
LONG_SHORT,
LONG_BIASED
​
long_weight_sum
string<decimal> | null

Target sum of long weights for LONG_SHORT or LONG_BIASED optimization modes (e.g., 2.5 for 250% long).

​
short_weight_sum
string<decimal> | null

Target sum of short weights for LONG_SHORT or LONG_BIASED optimization modes (e.g., -2.5 for -250% short).

​
risk_model_name

Risk model to use for portfolio optimization

  • custom - Custom
  • pca - Pca
  • characteristics - Characteristics
  • axioma - Axioma
Available options:
custom,
pca,
characteristics,
axioma
​
tilts
object[]

A list of tilts to apply on top of the benchmark. If provided, replaces the existing list of tilts.

​
no_hold_tickers
object[]

A list of tickers that the client should not hold, with optional start and end dates. If provided, replaces the existing list of no hold tickers.

​
no_trade_tickers
object[]

A list of tickers that the client should not trade, with optional start and end dates. If provided, replaces the existing list of no trade tickers.

​
target_ticker_weights
object[]

A list of target weights for specific tickers. If provided, replaces the existing list of target ticker weights.

​
min_weight
string<decimal> | null
​
max_weight
string<decimal> | null
​
min_active_weight
string<decimal> | null
​
max_active_weight
string<decimal> | null
​
scaling_factor
string<decimal> | null
​
use_mean_variance
boolean | null
​
factor_exposure_bounds
object[]
​
tax_preferences
object
​
asset_allocations
object[]

A list of asset class allocations for this customization config. If provided, replaces the existing list of asset allocations.

​
bid_ask_spread_ref_volume
string<decimal> | null
​
market_impact_parameter
string<decimal> | null
​
bid_ask_spread_parameter
string<decimal> | null
​
tcost_bps
string<decimal> | null
​
cash_buffer_usd
string<decimal> | null

USD cash buffer as a percentage of portfolio value (0.0 to 1.0, e.g., 0.05 for 5%)

​
cash_buffer_cad
string<decimal> | null

CAD cash buffer as a percentage of portfolio value (0.0 to 1.0, e.g., 0.05 for 5%)

Response

200 - application/json
​
uuid
string<uuid>
required
​
name
string | null
Maximum string length: 255
​
optimization_mode

Optimization mode to use for portfolio optimization, this can be LONG_ONLY, LONG_SHORT, or LONG_BIASED.

  • LONG_ONLY - Long Only
  • LONG_SHORT - Long Short
  • LONG_BIASED - Long Biased
Available options:
LONG_ONLY,
LONG_SHORT,
LONG_BIASED
​
long_weight_sum
string<decimal> | null

Target sum of long weights for LONG_SHORT or LONG_BIASED optimization modes (e.g., 2.5 for 250% long).

​
short_weight_sum
string<decimal> | null

Target sum of short weights for LONG_SHORT or LONG_BIASED optimization modes (e.g., -2.5 for -250% short).

​
risk_model_name

Risk model to use for portfolio optimization

  • custom - Custom
  • pca - Pca
  • characteristics - Characteristics
  • axioma - Axioma
Available options:
custom,
pca,
characteristics,
axioma
​
tilts
object[]
​
no_hold_tickers
object[]
​
no_trade_tickers
object[]
​
target_ticker_weights
object[]
​
min_weight
string<decimal> | null
​
max_weight
string<decimal> | null
​
min_active_weight
string<decimal> | null
​
max_active_weight
string<decimal> | null
​
scaling_factor
string<decimal> | null
​
use_mean_variance
boolean | null
​
factor_exposure_bounds
object[]
​
tax_preferences
object
​
asset_allocations
object[]
​
bid_ask_spread_ref_volume
string<decimal> | null
​
market_impact_parameter
string<decimal> | null
​
bid_ask_spread_parameter
string<decimal> | null
​
tcost_bps
string<decimal> | null
​
cash_buffer_usd
string<decimal> | null

USD cash buffer as a percentage of portfolio value (0.0 to 1.0, e.g., 0.05 for 5%)

​
cash_buffer_cad
string<decimal> | null

CAD cash buffer as a percentage of portfolio value (0.0 to 1.0, e.g., 0.05 for 5%)