Factset

FactSet Optimization Engine API (Multi-period)

The Optimization Engine API (Multi-period) allows users to execute multi-period optimization, with client provided data, to solve dynamic asset allocation problems.

GitHub OpenAPI

Documentation

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Documentation
https://raw.githubusercontent.com/api-evangelist/factset/refs/heads/main/ https://developer.factset.com/api-catalog/optimization-engine-api-multi-period#overview

Specifications

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OpenAPI
https://raw.githubusercontent.com/api-evangelist/factset/refs/heads/main/openapi/optimization-engine-api-multi-period-openapi-original.yml

SDKs

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SDK
https://raw.githubusercontent.com/api-evangelist/factset/refs/heads/main/ https://developer.factset.com/api-catalog/optimization-engine-api-multi-period#sdkLibrary

Code Examples

💻
CodeExamples
https://raw.githubusercontent.com/api-evangelist/factset/refs/heads/main/ https://developer.factset.com/api-catalog/optimization-engine-api-multi-period#codeSnippet

Other Resources

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Tutorials
https://raw.githubusercontent.com/api-evangelist/factset/refs/heads/main/ https://developer.factset.com/api-catalog/optimization-engine-api-multi-period#notebooks
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ChangeLog
https://raw.githubusercontent.com/api-evangelist/factset/refs/heads/main/ https://developer.factset.com/api-catalog/optimization-engine-api-multi-period#changelog