Portfolio Asset AllocatonNew

This API returns the asset classes and allocation percentage for a single fund, or portfolio of funds.

This example optimises the following arbitary set of funds:

Fund Fund allocation
iShares UK Equity Index (UK) A Acc 40%
Scottish Widows Emerging Markets A Acc 30%
L&G All Stocks Gilt Index Trust C Acc 15%
JPM Liq Sterling Liquidity Institutional Acc GBP 15%


Code Name Category Description Asset allocation
Returns_file_cash UK Cash Cash Modelled to simulate a portfolio of UK cash and equivalents with characteristics and average terms typical of money market funds. This asset class can also be seen as a proxy for the return on 91-day UK Treasury bills. 60%
Returns_file_UK_equity UK Equities Equities Modelled to simulate the characteristics of the UK stock markets. This asset class can be seen as a proxy for something like the FTSE All-Share Index. 40%

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