secapi-ai Make Portfolio Factor Neutral
Measure the portfolio before optimizing it. Require holdings with weights, state the country and lookback, then evaluate a proposed adjustment under explicit constraints and scenarios.
First Read
curl --fail --silent --show-error https://api.secapi.ai/v1/portfolio/analyze \
-H "x-api-key: $SECAPI_API_KEY" \
-H "content-type: application/json" \
-d '{"country":"US","lookback":"6m","holdings":[{"symbol":"AAPL","weight":0.5},{"symbol":"MSFT","weight":0.5}]}'
holdings is required; each holding has a symbol and weight. The portfolio routes also support country, lookback, category, and factor-key controls.
What to provide
Give the agent the holdings and weights, country, lookback, objective, and constraints. Weights should represent the portfolio you want analyzed; an optimizer cannot infer omitted holdings, taxes, liquidity, or trading costs.
Research path
- Submit the actual or proposed book to
POST /v1/portfolio/analyze. - Use
POST /v1/portfolio/optimizewith the stated objective.factor_neutral,min_drawdown, andregime_awareare the published objective values. - Test the resulting holdings with
POST /v1/portfolio/stress-test. Name the historical, named, or custom scenario used. - Keep the returned analysis and stress-test records with the proposed holdings so another reviewer can reproduce the scenario.
Expected result
Show the largest exposures, proposed changes, remaining concentration, and scenario results. State the weights, country, lookback, objective, and constraints. An optimized output is scenario analysis, not a trade instruction or a promise of neutrality.