Add an API endpoint for Portfolio Simulations

Sponsored Projects
1

Project

Add ability to run a portfolio simulation using the API. Time to complete is approximately 2 weeks.

Your Pledge (goal $7,500)

  • $2,000
  • $500
  • $200
0 voters

Special Terms

Pledges of $500 also receive 50,000 API credits. Pledges of $2,000 receive 500,000 API credits.

General Terms

By voting you agree to be billed the amount pledged if we decide to do this project. You can retract your pledge anytime before the project kicks off.

Specs

Enable modifications of:

  • Name, benchmark, slippage, and price for transactions (General tab)
  • Ideal size of a new position, rebalance frequency (Rebalance tab)
  • Universe and ranking system (Universe & Ranking tab)
  • Buy and sell rules (modify: add, remove, change)
  • Period (Period & Restrictions tab)

Output:

  • Date Period, Return%, Active%, Annualized%, Sharpe, StdDev, Ddown%, Corr, Value$, Cash$, Winners%, AnnualTurnover%, Beta, R-Squared, Alpha%
  • Return by calendar year
  • Time series
1 Like
2

This would be very useful, but could you expand a bit on the API cost? Let's say I run a screen backtest through the API, how much more expensive would a similar Portfolio Simulation be, in terms of API credits? I don't need a precise answer, a rough approximation is more than enough.

3

Same. 5 credits

1 Like