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List allocation methods

POST/api/v1/research/list_allocation_methods

Lists the allocation methods Fincanva offers — how a strategy, or a Combined across its sub-strategies, sets the weight of each holding — with each method's own parameters, their defaults and bounds, the levels it works at, and whether your plan includes it.

Authentication
REST: an API key or an OAuth access token. MCP: an OAuth access token.
MCP tool
list_allocation_methods
Cost
one research call

Parameters

What parameters does List allocation methods take?

  • levelstringOptionalDefault "both"

    one of combined, subStrategy, both

    Which level's methods to list: combined for the Combined level, subStrategy for the strategy level (a Single's own allocation, or a sub-strategy's), both for every method at either level.

  • querystringOptional

    1–80 characters

    Words to look for, ignoring case, in each method's name and description; methods that do not contain them are left out.

Response

What does List allocation methods return?

  • methodslist

    The matching methods, in the order the app's method picker shows them.

    Show the 7 fields
    • idstring

      The method's stable public id, in snake_case.

    • namestring

      at least 1 characters

      The method's name as the app shows it.

    • descriptionstring

      at least 1 characters

      The app's one-line description of what the method does.

    • levelslist

      The levels the method works at: combined (the Combined level), subStrategy (the strategy level), or both.

    • parameterslist

      The method's own settings. Settings every method shares, such as the lookback and leverage, are described by describe_strategy_model.

      Show the 16 fields
      • namestring

        The setting's public name, in camelCase.

      • labelstring

        at least 1 characters

        The setting's label in the app.

      • levelslist

        The levels this entry describes: combined (the Combined level), subStrategy (the strategy level) or both. A setting whose type, bounds, allowed values or plan differ between the levels is listed once per level, under the same name.

      • typestring

        one of number, integer, boolean, enum, string, list

        number, integer, boolean, enum, string or list. A string setting is an identifier, such as the permaTicker of the reference instrument a Mimicking strategy tracks; a list setting is a list of numbers, such as the ranking method's tier weights, described by items and length.

      • unitstring

        one of none, number, count, days, weeks, months, quarters, years, reports, bars, fraction, percent, multiple, sharpe_points, sigma, usd, base_currency, date, native

        The unit of the setting's value. Convention: native_unit

      • defaultnumber / boolean / string / list

        may be null · unit: the unit of what it describes

        The value the app uses when the setting is not given — a list of numbers for a list setting, the value of each item for a setting with a per — or null when the setting has none and must be chosen, such as a reference instrument. Convention: native_unit

      • minnumber

        may be null · unit: the unit of what it describes

        The smallest value allowed, or null when the setting is not a number. Convention: native_unit

      • maxnumber

        may be null · unit: the unit of what it describes

        The largest value allowed, or null when the setting is not a number. Convention: native_unit

      • valueslist

        may be null

        The allowed values of an enum setting, or null for any other type.

      • stepslist

        may be null · unit: the unit of what it describes

        The only numbers the setting accepts, ascending; null when any number between min and max is accepted. Convention: native_unit

      • boundsByobject

        may be null

        Bounds that depend on another setting of the method, one case per value of that setting; null when the bounds are fixed. The setting's own default, min and max are those of the other setting's default value.

        Show the 2 fields
        • onstring

          The name of the setting whose value decides the bounds.

        • caseslist

          One entry per value of that setting.

          Show the 6 fields
          • whenstring

            at least 1 characters

            The value of the deciding setting this case applies to.

          • unitstring

            one of none, number, count, days, weeks, months, quarters, years, reports, bars, fraction, percent, multiple, sharpe_points, sigma, usd, base_currency, date, native

            The unit of the setting's value in this case. Convention: native_unit

          • defaultnumber / boolean / string

            may be null · unit: the unit of what it describes

            The default in this case. Convention: native_unit

          • minnumber

            may be null · unit: the unit of what it describes

            The smallest value allowed in this case, or null. Convention: native_unit

          • maxnumber

            may be null · unit: the unit of what it describes

            The largest value allowed in this case, or null. Convention: native_unit

          • stepslist

            may be null · unit: the unit of what it describes

            The only numbers accepted in this case, ascending; null when any number between this case's min and max is accepted. Convention: native_unit

      • valuePlanslist

        may be null

        The allowed values that need a higher plan than the setting itself; null when every value comes with the setting.

        Show the 3 fields
        • valuestring

          at least 1 characters

          One of the setting's values.

        • includedInYourPlanboolean

          True when your current plan includes this value.

        • lowestPlanstring

          one of free, starter, advanced, ultimate, professional · may be null

          The lowest plan that includes this value, or null when no plan includes it today.

      • itemsobject

        may be null

        For a list setting, what each element is; null for any other type.

        Show the 4 fields
        • typestring

          one of number, integer

          number or integer.

        • unitstring

          one of none, number, count, days, weeks, months, quarters, years, reports, bars, fraction, percent, multiple, sharpe_points, sigma, usd, base_currency, date, native

          The unit of each element. Convention: native_unit

        • minnumber

          may be null · unit: the unit of what it describes

          The smallest value an element may take, or null. Convention: native_unit

        • maxnumber

          may be null · unit: the unit of what it describes

          The largest value an element may take, or null. Convention: native_unit

      • lengthobject

        may be null

        For a list setting, how many elements it holds; null for any other type.

        Show the 2 fields
        • mininteger

          at least 0 · unit: a count

          The fewest elements allowed.

        • maxinteger

          greater than 0 · unit: a count

          The most elements allowed.

      • perstring

        one of instrument, subStrategy, rank · may be null

        For a setting kept once per item, what it is kept per; null for a single value. instrument: send a map from each instrument's permaTicker to its value, such as a fixed weight inside a strategy. subStrategy: send a list with one value per sub-strategy, in the order of subStrategies[], such as a fixed weight across a Combined, or each sub-strategy's rotate switch and staticWeight in the ranking method. rank: send a list with one value per rank, best first, as many as the sub-strategies whose rotate is on, such as rankWeight. type, unit, default, min and max then describe one value.

      • lowestPlanstring

        one of free, starter, advanced, ultimate, professional · may be null

        The lowest plan that allows the setting at these levels, which can be higher than the method's own; null when no plan allows it today.

    • availabilityobject

      Whether your plan includes the method, level by level.

      Show the 2 fields
      • combinedobject

        may be null

        Availability at the Combined level, or null when the method does not work at that level.

        Show the 2 fields
        • includedInYourPlanboolean

          True when your current plan includes the method at the Combined level.

        • lowestPlanstring

          one of free, starter, advanced, ultimate, professional · may be null

          The lowest plan that includes the method at the Combined level, or null when no plan includes it today.

      • subStrategyobject

        may be null

        Availability at the strategy level, or null when the method does not work at that level.

        Show the 2 fields
        • includedInYourPlanboolean

          True when your current plan includes the method at the strategy level.

        • lowestPlanstring

          one of free, starter, advanced, ultimate, professional · may be null

          The lowest plan that includes the method at the strategy level, or null when no plan includes it today.

    • operationIdstring

      may be null

      The operation that runs the method on its own, on any instruments, or null while that operation is not available yet.

  • countinteger

    at least 0 · unit: a count

    How many methods matched.

Every response arrives inside the result envelope every operation shares.

Errors

Which error codes can List allocation methods return?

List allocation methods has no error codes of its own beyond the common ones.

Common to every operation

  • unauthorized HTTP 401
  • plan_limit HTTP 403
  • invalid_input HTTP 422
  • quota_exhausted HTTP 429
  • rate_limited HTTP 429

Every error code

When should you use List allocation methods?

  • The user asks which ways of weighting holdings exist, or what a method can be tuned with.
  • Before building or editing a strategy, to pick a method the user's plan includes.

What does a call to List allocation methods look like?

The inverse volatility method, and whether your plan includes it

What can I tune in inverse volatility, and is it on my plan?

1 allocation method matches 'inverse volatility': Inverse volatility, at the Combined level and the strategy level (a Single's own allocation, or a sub-strategy's), included in your plan.
Full response · 200
{
  "status": true,
  "data": {
    "result": {
      "methods": [
        {
          "id": "inverse_volatility",
          "name": "Inverse volatility",
          "description": "Less-volatile instruments receive higher weights",
          "levels": [
            "combined",
            "subStrategy"
          ],
          "parameters": [
            {
              "name": "riskMeasure",
              "label": "Risk measure",
              "levels": [
                "combined",
                "subStrategy"
              ],
              "type": "enum",
              "unit": "none",
              "default": "annualized_volatility",
              "min": null,
              "max": null,
              "values": [
                "annualized_volatility",
                "max_drawdown"
              ],
              "steps": null,
              "boundsBy": null,
              "valuePlans": null,
              "items": null,
              "length": null,
              "per": null,
              "lowestPlan": "starter"
            }
          ],
          "availability": {
            "combined": {
              "includedInYourPlan": true,
              "lowestPlan": "starter"
            },
            "subStrategy": {
              "includedInYourPlan": true,
              "lowestPlan": "starter"
            }
          },
          "operationId": null
        }
      ],
      "count": 1
    },
    "summary": "1 allocation method matches 'inverse volatility': Inverse volatility, at the Combined level and the strategy level (a Single's own allocation, or a sub-strategy's), included in your plan.",
    "assumed": [
      {
        "field": "/level",
        "value": "both",
        "reason": "no level was given, so the methods of both levels are listed"
      }
    ],
    "dataVersion": null
  }
}

What goes wrong most often with List allocation methods?

  • Black-Litterman is listed as its own method but runs on the mean-variance framework: its settings are the mean-variance settings plus its views.
  • A method can work at one level and not the other, or be in your plan at one level only; read availability per level before building.
  • Settings every method shares — the lookback, leverage, the covariance estimator where a method uses one — are not in parameters; describe_strategy_model lists them.
  • A setting can appear twice under the same name, once per level, when its bounds, values or plan differ between the levels; use the entry whose levels holds the level you are building.
  • A setting can need a higher plan than its method, such as the Resampled switch of MPT (Markowitz); read each parameter's lowestPlan, not only the method's availability.
  • A setting with a per is sent once per item, not once: fixed weights as a map by permaTicker inside a strategy or a list in strategy order across a Combined; in the ranking method across a Combined, a rotate switch and a staticWeight per strategy and a rankWeight per rank, one for each strategy that rotates.

Which plans include List allocation methods?

Family: Strategy authoring · Quota cost: one research call — Availability

Fincanva is for education and illustration only. It is not personalised financial advice, and past or simulated results do not predict future ones. Read the Terms Addendum

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