How does it work

The Investsuite Advisor API optimizes investment portfolios. Given the state of an investment portfolio, a highly configurable optimal portfolio construction algorithm will suggest a list of orders to optimize that portfolio. (Definition taken from the API specification)

  1. State of an investment portfolio as input

    As an API client you pass the latest state of a portfolio as represented in your system including the cash amount, plus references to the policy (see below) and the investor(s) owning the portfolio.

  2. Configurable optimal portfolio construction algorithm

    You express your organisation’s investment strategy as policies, for instance per risk profile. A policy holds which algorithm to run e.g. Investsuite iVar or MPT, its version and its settings. Over 80 attributes can be set e.g. a portfolio should hold minimum 60% stocks and maximum 30% bonds, the minimum amount per position is € 1.500, the base currency is euro ...

  3. A list of orders

    Each update of a portfolio results in a recommendation to hold the portfolio, or to buy or sell instruments. Either a current portfolio composition is regarded as suitable, or not suitable in which case buy or sell recommendations are given. Order recommendations typically occur in case of cash transfers, policy changes or renewed market conditions.

Integration sequence diagram

There are two phases in integrating with the Investsuite Advisor API:

  1. One time configuration create Role and User objects, create Policy objects, create Portfolio objects.

  2. Recurring portfolio synchronization either scheduled or triggered by a change in the portfolio’s state the services consumer patches an existing portfolio. The Advisor API then returns an optimization recommendation. Based on the recommendation you place buy or sell orders through your broker / custodian.

Integration sequence diagram

Last Updated: 7/8/2019, 9:10:15 PM