curl --request POST \
--url https://api.tilt.io/api/v1/custom/org/{organization_uuid}/clients/{uuid}/optimize/ \
--header 'X-Api-Key: <api-key>'{
"weights": [
{
"ticker": "<string>",
"optimized_weight": "<string>",
"initial_weight": "<string>",
"benchmark_weight": "<string>",
"active_weight": "<string>",
"imputed_alpha": "<string>",
"tax_alpha": "<string>",
"no_trade": true,
"no_hold": true,
"no_buy": true,
"no_sell": true,
"ticker_symbol": "<string>",
"ticker_name": "<string>"
}
],
"summary": {
"total_optimized_weight": "<string>",
"total_benchmark_weight": "<string>",
"total_ideal_weight": "<string>",
"total_active_weight": "<string>",
"imputed_alpha": "<string>",
"transaction_cost": "<string>",
"simple_tcost": "<string>",
"commissions_bps": "<string>",
"market_impact_bps": "<string>",
"bid_ask_cost_bps": "<string>",
"nav": "<string>",
"turnover": "<string>",
"benchmark_risk_annualized_percentage": "<string>",
"active_risk_annualized_percentage": "<string>",
"optimized_risk_annualized_percentage": "<string>",
"tilt_risk_annualized_percentage": "<string>",
"average_drift": "<string>",
"max_drift": "<string>"
},
"tax_summary": {
"short_term_gain": "<string>",
"short_term_loss": "<string>",
"long_term_gain": "<string>",
"long_term_loss": "<string>",
"short_term_net": "<string>",
"long_term_net": "<string>",
"tax_due": "<string>"
},
"factor_exposures_summary": {
"exposures": [
{
"factor": "<string>",
"benchmark_exposure": "<string>",
"optimized_exposure": "<string>",
"active_exposure": "<string>",
"ideal_exposure": "<string>",
"initial_exposure": "<string>"
}
]
}
}Get the customized weights for a client.
curl --request POST \
--url https://api.tilt.io/api/v1/custom/org/{organization_uuid}/clients/{uuid}/optimize/ \
--header 'X-Api-Key: <api-key>'{
"weights": [
{
"ticker": "<string>",
"optimized_weight": "<string>",
"initial_weight": "<string>",
"benchmark_weight": "<string>",
"active_weight": "<string>",
"imputed_alpha": "<string>",
"tax_alpha": "<string>",
"no_trade": true,
"no_hold": true,
"no_buy": true,
"no_sell": true,
"ticker_symbol": "<string>",
"ticker_name": "<string>"
}
],
"summary": {
"total_optimized_weight": "<string>",
"total_benchmark_weight": "<string>",
"total_ideal_weight": "<string>",
"total_active_weight": "<string>",
"imputed_alpha": "<string>",
"transaction_cost": "<string>",
"simple_tcost": "<string>",
"commissions_bps": "<string>",
"market_impact_bps": "<string>",
"bid_ask_cost_bps": "<string>",
"nav": "<string>",
"turnover": "<string>",
"benchmark_risk_annualized_percentage": "<string>",
"active_risk_annualized_percentage": "<string>",
"optimized_risk_annualized_percentage": "<string>",
"tilt_risk_annualized_percentage": "<string>",
"average_drift": "<string>",
"max_drift": "<string>"
},
"tax_summary": {
"short_term_gain": "<string>",
"short_term_loss": "<string>",
"long_term_gain": "<string>",
"long_term_loss": "<string>",
"short_term_net": "<string>",
"long_term_net": "<string>",
"tax_due": "<string>"
},
"factor_exposures_summary": {
"exposures": [
{
"factor": "<string>",
"benchmark_exposure": "<string>",
"optimized_exposure": "<string>",
"active_exposure": "<string>",
"ideal_exposure": "<string>",
"initial_exposure": "<string>"
}
]
}
}Show child attributes
Show child attributes
Show child attributes
Factor exposure summary report showing benchmark, optimized, active, ideal, and initial exposures for each factor.
Show child attributes
List of factor exposure summaries
Show child attributes
The factor name
Benchmark exposure to this factor
Optimized portfolio exposure to this factor
Active exposure to this factor (optimized - benchmark)
Ideal exposure to this factor
Initial portfolio exposure to this factor