Logical Threshold Upperbound

This API is used in conjunction with the efficientFrontier/constraints and efficientPortfolios/constraints APIs with “constraintType“:“logicalThreshold“. This API calculates the maximum value acceptable for “logicalThreshold“ (minimum weight on each fund in the portfolio) in the APIs.

Request Body

NameDatatypeDescriptionMandatorySample valueList of possible valuesNo. of decimalsNotes
priceRecordsArray of dictionariesRecord of daily funds' pricesY
divAdjCloseFloatDaily dividend adjusted prices of fundsY37.062
symbolStringSymbols of fundsY“QQQ”NA
dateStringDate of price dataY"2008-08-22"NA
productDictionaryArray of dictionariesContains additional constraints on weights of funds and information to be overridden.Y when either “override“, “useRiskBuckets“, “useClassifications“ is true
ClassificationStringClassification of the fund in core-satellite investing.Y when “useClassifications“: true"UC"“UC“, “C“, “S1“, “S2“NAHigher weights are allocated to “UC“ (ultra-core) funds, followed by “C“ (core), “S1“ (satellite 1) and “S2“ (satellite 2) funds.
riskBucketStringClassification of the fund’s riskiness.Y when “useRiskBuckets“: true"Safe"“Safe“, “Risky“NAWeights of “Risky“ funds are ensured to be lower than weights of “Safe“ funds
expectedReturnFloatExpected returns of the fund to be used instead of calculating based on “priceRecords”Y when “override“: true0.01>=0, <=1not limited
expectedStdDevFloatExpected variances of the fund to be used instead of calculating based on “priceRecords”Y when “override“: true0.01>=0, <=1not limited
overrideBooleanTo use expectedReturn and expectedStdDev of funds in “productDictionary“ rather than calculate from “priceRecords”Yfalsetrue, falseNA
useRiskBucketsBooleanTo add constraints on weights of funds based on funds' riskinessYfalsetrue, falseNA
useClassificationBooleanTo add constraints on weights of funds based their classifications in core-satellite investingYfalsetrue, falseNA

Response Body

NameDatatypeDescriptionSample valueNo. of decimalsNotes
runningTimeFloatTotal API running time0.13774in seconds
upperBoundFloatUpper bound for logical threshold’s minimum weight constraint0.15894
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