POST
/
api
/
v1
/
custom
/
org
/
{organization_uuid}
/
clients
/
{uuid}
/
optimize
/
cURL
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
    }
  ],
  "performance_metrics": {
    "annualized_return": "<string>",
    "annualized_volatility": "<string>",
    "max_drawdown": "<string>",
    "information_ratio": "<string>",
    "sharpe_ratio": "<string>"
  },
  "backtest_results": {},
  "base_backtest_results": {},
  "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>",
    "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>"
      }
    ]
  }
}

Authorizations

X-Api-Key
string
header
required

Path Parameters

organization_uuid
string<uuid>
required
uuid
string<uuid>
required

Response

200 - application/json
weights
object[]
required
performance_metrics
object
required
backtest_results
object
required

A dictionary of dates (yyyy-mm-dd) to return values.

base_backtest_results
object
required

A dictionary of dates (yyyy-mm-dd) to return values for the base portfolio.

summary
object
required
tax_summary
object
required
factor_exposures_summary
object

Factor exposure summary report showing benchmark, optimized, active, ideal, and initial exposures for each factor.