Q: What are the available periodicities? Is there support for a Quarter/Annual interval?
A: The currently available periodicities are daily ("D") and monthly ("M"). Other intervals shall be deployed in the next versions.
- Data_type & currency
Q: We are using a relative index, which has no price and no currency. In this case, what should we set for "data_type" and "currency".
A: For this example, the index value is considered a "PRICE". The "currency" parameter must be the same as the portfolio "base_currency".
The "data_type" parameter must be one of the following:
- "PRICE": price (ex. 100 -> $100)
- "RETURN": return in raw number (ex. 0.1 -> 10%)
- "RETURN_100": return in percent (ex. 10 -> 10%)
Q: What does "base_price" stand for?
A: The "base_price" parameter is used to compute the price of the index when "RETURN" or "RETURN_100" are used. Internally, even return formats need to be converted to prices. This is equivalent to "growth of 100", "growth of 1000". Anything can be entered here: 1, 100, 1000.
- Custom symbol:
Q: Are there any limitations/formats I need to consider when assigning a custom symbol? Can we use special characters?
A: The symbol string must math the following regex: "^CUSTOM:[A-Z_][A-Z0-9_]*$".
Q: Is there a length limit?
A: The symbol maximum size is 49 characters, including the prefix "CUSTOM:"
Q: Is there any chance of collisions between custom symbols we define and those defined by other users?
A: No, there is no collision. Custom indexes are private objects.
Q: How to add a custom index to a custom symbol "CUSTOM:ABC"?
A: Add the symbol "CUSTOM:ABC" (with a weight %) to the holdings array in the optimize() API.