Folionomiq

{'type': 'object', 'title': 'asset_infoArguments', 'required': ['ticker'], 'properties': {'ticker': {'type': 'string', 'title': 'Ticker', 'maxLength': 20, 'description': 'One ticker, as the exchange lists it.'}}}

{'type': 'object', 'required': ['ticker'], 'properties': {'data': {'properties': {'as_of': {'type': ['string', 'null'], 'description': 'Last date of price history used.'}, 'source': {'type': ['string', 'null'], 'description': 'Price source.'}, 'missing': {'description': 'Tickers with no usable history (left out).'}, 'currency': {'type': ['string', 'null'], 'description': 'Currency the figures are in.'}, 'standins': {'description': 'Holdings measured through a stand-in with longer history: ticker, proxy, index, from, until, evidence.'}}, 'description': 'Where the prices came from and what was missing or repaired.'}, 'fund': {'description': 'For a fund: is_fund, holdings ([symbol, weight] pairs), sectors.'}, 'meta': {'description': 'name, type, category, expense_ratio, currency, exchange, fund_family, total_assets, sector, isin.'}, 'stats': {'description': 'last, ret_1y, vol, max_drawdown, years, start, end.'}, 'ticker': {'type': ['string', 'null'], 'description': 'Ticker.'}}, 'description': 'One fund or share.'}

{'type': 'object', 'title': 'check_before_you_buyArguments', 'required': ['holdings', 'add', 'amount'], 'properties': {'add': {'type': 'string', 'title': 'Add', 'maxLength': 20, 'description': 'The one ticker being considered.'}, 'base': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'title': 'Base', 'default': None, 'description': 'Currency every figure is expressed in (USD, EUR, GBP, CAD…). Default USD.'}, 'amount': {'type': 'number', 'title': 'Amount', 'description': 'How much of it, in the same units as `holdings` (money when holdings are amounts).', 'exclusiveMinimum': 0}, 'holdings': {'type': 'object', 'title': 'Holdings', 'description': "What is held: {ticker: weight or amount}. Weights need not sum to one; amounts in the base currency are also accepted (then the crises are shown in money). 1 to 100 holdings. Tickers as the exchange lists them (VOO, VWCE.DE, XAW.TO; 'CASH.USD' for cash).", 'additionalProperties': {'type': 'number'}}}}

{'type': 'object', 'required': ['_fence'], 'properties': {'add': {'type': ['string', 'null'], 'description': 'The ticker considered.'}, 'bets': {'description': 'Independent bets before and after.'}, 'data': {'properties': {'as_of': {'type': ['string', 'null'], 'description': 'Last date of price history used.'}, 'source': {'type': ['string', 'null'], 'description': 'Price source.'}, 'missing': {'description': 'Tickers with no usable history (left out).'}, 'currency': {'type': ['string', 'null'], 'description': 'Currency the figures are in.'}, 'standins': {'description': 'Holdings measured through a stand-in with longer history: ticker, proxy, index, from, until, evidence.'}}, 'description': 'Where the prices came from and what was missing or repaired.'}, '_fence': {'type': ['string', 'null'], 'description': 'What these figures are and are not: descriptive, no forecast, no advice. Repeat its sense when presenting the result.'}, 'amount': {'type': ['number', 'null'], 'description': 'How much of it.'}, 'crises': {'description': 'Per past crisis: fall before and after, as fractions.'}, 'window': {'description': 'The shared price window.'}, 'overlap': {'description': 'How much of it is already owned: kind (fund, stock, opaque); for a fund already_share (share of its money in companies already held), seen_share, shared ([company, weight in it, weight in the portfolio]), source, as_of; for a stock already (share of the portfolio) and via.'}, 'top_risk': {'description': 'The holding carrying the most risk, and its share, before and after.'}, 'total_after': {'type': ['number', 'null'], 'description': 'Portfolio size after.'}, 'total_before': {'type': ['number', 'null'], 'description': 'Portfolio size before.'}}, 'description': 'One addition measured on the portfolio it would join (counterfactual).'}

{'type': 'object', 'title': 'compare_portfoliosArguments', 'required': ['portfolios'], 'properties': {'base': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'title': 'Base', 'default': None, 'description': 'Currency every figure is expressed in (USD, EUR, GBP, CAD…). Default USD.'}, 'portfolios': {'type': 'object', 'title': 'Portfolios', 'description': 'Two to eight portfolios, {label: {ticker: weight}}. Labels are shortened to letters and digits.', 'additionalProperties': {'type': 'object', 'additionalProperties': {'type': 'number'}}}}}

{'type': 'object', 'required': ['_fence'], 'properties': {'end': {'type': ['string', 'null'], 'description': 'Shared window end.'}, 'data': {'properties': {'as_of': {'type': ['string', 'null'], 'description': 'Last date of price history used.'}, 'source': {'type': ['string', 'null'], 'description': 'Price source.'}, 'missing': {'description': 'Tickers with no usable history (left out).'}, 'currency': {'type': ['string', 'null'], 'description': 'Currency the figures are in.'}, 'standins': {'description': 'Holdings measured through a stand-in with longer history: ticker, proxy, index, from, until, evidence.'}}, 'description': 'Where the prices came from and what was missing or repaired.'}, 'start': {'type': ['string', 'null'], 'description': 'Shared window start.'}, '_fence': {'type': ['string', 'null'], 'description': 'What these figures are and are not: descriptive, no forecast, no advice. Repeat its sense when presenting the result.'}, 'series': {'description': 'Per portfolio label: the growth path over the window.'}, 'metrics': {'description': 'Per portfolio label: growth, volatility, worst fall and related figures.'}, 'correlation': {'description': 'Per pair of labels: how the portfolios moved together.'}}, 'description': 'Up to eight portfolios measured on one shared window.'}

{'type': 'object', 'title': 'currency_effectArguments', 'required': ['holdings'], 'properties': {'base': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'title': 'Base', 'default': None, 'description': 'Currency every figure is expressed in (USD, EUR, GBP, CAD…). Default USD.'}, 'holdings': {'type': 'object', 'title': 'Holdings', 'description': "What is held: {ticker: weight or amount}. Weights need not sum to one; amounts in the base currency are also accepted (then the crises are shown in money). 1 to 100 holdings. Tickers as the exchange lists them (VOO, VWCE.DE, XAW.TO; 'CASH.USD' for cash).", 'additionalProperties': {'type': 'number'}}}}

{'type': 'object', 'required': ['_fence'], 'properties': {'base': {'type': ['string', 'null'], 'description': 'Base currency.'}, 'data': {'properties': {'as_of': {'type': ['string', 'null'], 'description': 'Last date of price history used.'}, 'source': {'type': ['string', 'null'], 'description': 'Price source.'}, 'missing': {'description': 'Tickers with no usable history (left out).'}, 'currency': {'type': ['string', 'null'], 'description': 'Currency the figures are in.'}, 'standins': {'description': 'Holdings measured through a stand-in with longer history: ticker, proxy, index, from, until, evidence.'}}, 'description': 'Where the prices came from and what was missing or repaired.'}, '_fence': {'type': ['string', 'null'], 'description': 'What these figures are and are not: descriptive, no forecast, no advice. Repeat its sense when presenting the result.'}, 'hedged': {'description': 'The same with the currency moves removed.'}, 'headline': {'type': ['string', 'null'], 'description': 'One sentence summary.'}, 'unhedged': {'description': 'Growth, volatility and worst fall as held.'}, 'by_currency': {'description': '[currency, share of the money] pairs, by listing currency.'}, 'limitations': {'description': 'What this cannot show (listing currency is not earning currency).'}, 'share_of_vol': {'type': ['number', 'null'], 'description': 'Share of the volatility that comes from exchange rates.'}, 'foreign_share': {'type': ['number', 'null'], 'description': 'Share of the money priced outside the base currency.'}, 'cagr_from_currency': {'type': ['number', 'null'], 'description': 'Growth per year added (or removed) by exchange rates.'}}, 'description': 'What exchange rates did to the portfolio, seen from the base currency.'}

{'type': 'object', 'title': 'factor_exposureArguments', 'required': ['holdings'], 'properties': {'base': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'title': 'Base', 'default': None, 'description': 'Currency every figure is expressed in (USD, EUR, GBP, CAD…). Default USD.'}, 'holdings': {'type': 'object', 'title': 'Holdings', 'description': "What is held: {ticker: weight or amount}. Weights need not sum to one; amounts in the base currency are also accepted (then the crises are shown in money). 1 to 100 holdings. Tickers as the exchange lists them (VOO, VWCE.DE, XAW.TO; 'CASH.USD' for cash).", 'additionalProperties': {'type': 'number'}}}}

{'type': 'object', 'required': ['_fence'], 'properties': {'data': {'properties': {'as_of': {'type': ['string', 'null'], 'description': 'Last date of price history used.'}, 'source': {'type': ['string', 'null'], 'description': 'Price source.'}, 'missing': {'description': 'Tickers with no usable history (left out).'}, 'currency': {'type': ['string', 'null'], 'description': 'Currency the figures are in.'}, 'standins': {'description': 'Holdings measured through a stand-in with longer history: ticker, proxy, index, from, until, evidence.'}}, 'description': 'Where the prices came from and what was missing or repaired.'}, 'betas': {'description': 'Sensitivity per factor: mkt_rf (market), smb (small minus big), hml (value minus growth), mom (momentum).'}, 'model': {'type': ['string', 'null'], 'description': 'Factor model used.'}, 'years': {'type': ['number', 'null'], 'description': 'Years of history used.'}, '_fence': {'type': ['string', 'null'], 'description': 'What these figures are and are not: descriptive, no forecast, no advice. Repeat its sense when presenting the result.'}, 't_stats': {'description': 't-statistic per factor; below about 2 in size, not distinguishable from zero.'}, 'poor_fit': {'type': ['boolean', 'null'], 'description': 'True when the factors explain little.'}, 'frequency': {'type': ['string', 'null'], 'description': 'Data frequency.'}, 'r_squared': {'type': ['number', 'null'], 'description': 'Share of the daily movement the factors explain, 0 to 1.'}, 'fit_caveat': {'type': ['string', 'null'], 'description': 'Why the fit is poor, when it is.'}, 'alpha_annual': {'type': ['number', 'null'], 'description': 'Return not explained by the factors, per year (estimated, not a skill measure).'}}, 'description': "A four-factor regression of the portfolio's daily returns."}

{'type': 'object', 'title': 'health_axesArguments', 'required': ['holdings'], 'properties': {'base': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'title': 'Base', 'default': None, 'description': 'Currency every figure is expressed in (USD, EUR, GBP, CAD…). Default USD.'}, 'holdings': {'type': 'object', 'title': 'Holdings', 'description': "What is held: {ticker: weight or amount}. Weights need not sum to one; amounts in the base currency are also accepted (then the crises are shown in money). 1 to 100 holdings. Tickers as the exchange lists them (VOO, VWCE.DE, XAW.TO; 'CASH.USD' for cash).", 'additionalProperties': {'type': 'number'}}}}

{'type': 'object', 'required': ['_fence'], 'properties': {'axes': {'description': 'Per axis: key, label, the question it answers, band, kind, drivers (each with label, value, unit and a plain reading).'}, 'data': {'properties': {'as_of': {'type': ['string', 'null'], 'description': 'Last date of price history used.'}, 'source': {'type': ['string', 'null'], 'description': 'Price source.'}, 'missing': {'description': 'Tickers with no usable history (left out).'}, 'currency': {'type': ['string', 'null'], 'description': 'Currency the figures are in.'}, 'standins': {'description': 'Holdings measured through a stand-in with longer history: ticker, proxy, index, from, until, evidence.'}}, 'description': 'Where the prices came from and what was missing or repaired.'}, 'kinds': {'description': 'What each kind of figure means (observed, replayed, estimated…).'}, '_fence': {'type': ['string', 'null'], 'description': 'What these figures are and are not: descriptive, no forecast, no advice. Repeat its sense when presenting the result.'}, 'inputs': {'description': 'What was measured: holdings, window, what was left out.'}, 'headline': {'type': ['string', 'null'], 'description': 'One sentence across the axes.'}, 'subscores': {'description': 'The individual measured readings behind the axes.'}, 'limitations': {'description': 'What these axes cannot show.'}}, 'description': 'The portfolio along separate axes; readings, no overall score.'}

{'type': 'object', 'title': 'last_priceArguments', 'required': ['tickers'], 'properties': {'base': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'title': 'Base', 'default': None, 'description': 'Currency every figure is expressed in (USD, EUR, GBP, CAD…). Default USD.'}, 'tickers': {'type': 'array', 'items': {'type': 'string'}, 'title': 'Tickers', 'maxItems': 50, 'description': 'Tickers, up to 50.'}}}

{'type': 'object', 'required': ['prices'], 'properties': {'base': {'type': ['string', 'null'], 'description': 'Base currency.'}, 'data': {'properties': {'as_of': {'type': ['string', 'null'], 'description': 'Last date of price history used.'}, 'source': {'type': ['string', 'null'], 'description': 'Price source.'}, 'missing': {'description': 'Tickers with no usable history (left out).'}, 'currency': {'type': ['string', 'null'], 'description': 'Currency the figures are in.'}, 'standins': {'description': 'Holdings measured through a stand-in with longer history: ticker, proxy, index, from, until, evidence.'}}, 'description': 'Where the prices came from and what was missing or repaired.'}, 'as_of': {'type': ['string', 'null'], 'description': 'Date of the close.'}, 'prices': {'description': 'Per ticker: latest close in the base currency.'}, 'currencies': {'description': 'Per ticker: its trading currency.'}, 'native_prices': {'description': 'Per ticker: latest close in its own currency.'}}, 'description': 'Latest close per ticker; single figures, no history.'}

{'type': 'object', 'title': 'living_off_itArguments', 'required': ['holdings', 'withdrawal'], 'properties': {'base': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'title': 'Base', 'default': None, 'description': 'Currency every figure is expressed in (USD, EUR, GBP, CAD…). Default USD.'}, 'years': {'type': 'integer', 'title': 'Years', 'default': 30, 'maximum': 50, 'minimum': 5, 'description': 'How many years, 5 to 50.'}, 'amount': {'anyOf': [{'type': 'number', 'exclusiveMinimum': 0}, {'type': 'null'}], 'title': 'Amount', 'default': None, 'description': 'How much is in the portfolio, when `holdings` are weights rather than money.'}, 'holdings': {'type': 'object', 'title': 'Holdings', 'description': "What is held: {ticker: weight or amount}. Weights need not sum to one; amounts in the base currency are also accepted (then the crises are shown in money). 1 to 100 holdings. Tickers as the exchange lists them (VOO, VWCE.DE, XAW.TO; 'CASH.USD' for cash).", 'additionalProperties': {'type': 'number'}}, 'withdrawal': {'type': 'number', 'title': 'Withdrawal', 'description': "Taken each year, in today's money; raised with the real price index of the base currency.", 'exclusiveMinimum': 0}}}

{'type': 'object', 'required': ['_fence'], 'properties': {'data': {'properties': {'as_of': {'type': ['string', 'null'], 'description': 'Last date of price history used.'}, 'source': {'type': ['string', 'null'], 'description': 'Price source.'}, 'missing': {'description': 'Tickers with no usable history (left out).'}, 'currency': {'type': ['string', 'null'], 'description': 'Currency the figures are in.'}, 'standins': {'description': 'Holdings measured through a stand-in with longer history: ticker, proxy, index, from, until, evidence.'}}, 'description': 'Where the prices came from and what was missing or repaired.'}, 'rate': {'type': ['number', 'null'], 'description': 'withdrawal / amount.'}, 'worst': {'description': 'The worst start: start, ran_out, months, low_real, low_at, end_real.'}, 'years': {'type': ['number', 'null'], 'description': 'Span asked for.'}, '_fence': {'type': ['string', 'null'], 'description': 'What these figures are and are not: descriptive, no forecast, no advice. Repeat its sense when presenting the result.'}, 'amount': {'type': ['number', 'null'], 'description': 'Money in the portfolio at each start.'}, 'record': {'description': 'start, end and years of the shared monthly record.'}, 'starts': {'description': 'A sample of starts (every sixth): start, complete, months, ran_out, low_real, end_real.'}, 'n_going': {'type': ['number', 'null'], 'description': 'Recent starts not run out so far, span not over.'}, 'n_starts': {'type': ['number', 'null'], 'description': 'Starts followed (at least a year).'}, 'inflation': {'description': 'Price index used: source, last_published, assumed.'}, 'n_ran_out': {'type': ['number', 'null'], 'description': 'Starts, complete or not, where the money ran out.'}, 'safe_rate': {'type': ['number', 'null'], 'description': 'Highest yearly rate that ran out from no start; null if no start is complete.'}, 'n_complete': {'type': ['number', 'null'], 'description': 'Starts old enough for the full span.'}, 'withdrawal': {'type': ['number', 'null'], 'description': 'Taken each year, in start-month money, raised with prices.'}, 'testable_years': {'type': ['number', 'null'], 'description': 'The longest span the record can test in full.'}, 'n_complete_lasted': {'type': ['number', 'null'], 'description': 'Of those, how many lasted.'}}, 'description': "Withdrawals replayed on the portfolio's own monthly history (replayed)."}

{'type': 'object', 'title': 'look_throughArguments', 'required': ['holdings'], 'properties': {'base': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'title': 'Base', 'default': None, 'description': 'Currency every figure is expressed in (USD, EUR, GBP, CAD…). Default USD.'}, 'holdings': {'type': 'object', 'title': 'Holdings', 'description': "What is held: {ticker: weight or amount}. Weights need not sum to one; amounts in the base currency are also accepted (then the crises are shown in money). 1 to 100 holdings. Tickers as the exchange lists them (VOO, VWCE.DE, XAW.TO; 'CASH.USD' for cash).", 'additionalProperties': {'type': 'number'}}}}

{'type': 'object', 'required': ['_fence'], 'properties': {'data': {'properties': {'as_of': {'type': ['string', 'null'], 'description': 'Last date of price history used.'}, 'source': {'type': ['string', 'null'], 'description': 'Price source.'}, 'missing': {'description': 'Tickers with no usable history (left out).'}, 'currency': {'type': ['string', 'null'], 'description': 'Currency the figures are in.'}, 'standins': {'description': 'Holdings measured through a stand-in with longer history: ticker, proxy, index, from, until, evidence.'}}, 'description': 'Where the prices came from and what was missing or repaired.'}, '_fence': {'type': ['string', 'null'], 'description': 'What these figures are and are not: descriptive, no forecast, no advice. Repeat its sense when presenting the result.'}, 'opaque': {'description': 'Holdings with no breakdown to look through.'}, 'n_funds': {'type': ['number', 'null'], 'description': 'Funds looked through.'}, 'refused': {'description': 'Funds whose breakdown the data vendor refused.'}, 'sectors': {'description': '[sector, share] pairs.'}, 'exposures': {'description': '[company, share of the whole portfolio] pairs, largest first.'}, 'top_symbol': {'type': ['string', 'null'], 'description': 'The largest single company underneath.'}, 'n_companies': {'type': ['number', 'null'], 'description': 'Distinct companies seen underneath.'}, 'covered_fraction': {'type': ['number', 'null'], 'description': 'Share of the money whose underlying holdings are visible, 0 to 1.'}, 'top_symbol_weight': {'type': ['number', 'null'], 'description': 'Its share of the whole portfolio.'}, 'duplicated_exposure': {'type': ['number', 'null'], 'description': 'Share held more than once through different funds.'}}, 'description': 'What the portfolio owns through its funds.'}

{'type': 'object', 'title': 'measure_portfolioArguments', 'required': ['holdings'], 'properties': {'base': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'title': 'Base', 'default': None, 'description': 'Currency every figure is expressed in (USD, EUR, GBP, CAD…). Default USD.'}, 'holdings': {'type': 'object', 'title': 'Holdings', 'description': "What is held: {ticker: weight or amount}. Weights need not sum to one; amounts in the base currency are also accepted (then the crises are shown in money). 1 to 100 holdings. Tickers as the exchange lists them (VOO, VWCE.DE, XAW.TO; 'CASH.USD' for cash).", 'additionalProperties': {'type': 'number'}}}}

{'type': 'object', 'required': ['_fence'], 'properties': {'_fence': {'type': ['string', 'null'], 'description': 'What these figures are and are not: descriptive, no forecast, no advice. Repeat its sense when presenting the result.'}, 'report': {'properties': {'end': {'type': ['string', 'null'], 'description': 'Window end.'}, 'facts': {'description': 'One entry per figure: id, label, value, method, window, limit.'}, 'start': {'type': ['string', 'null'], 'description': 'Window start.'}, 'receipt': {'type': ['string', 'null'], 'description': 'A short plain-text receipt of the same figures.'}, 'markdown': {'type': ['string', 'null'], 'description': 'The report as markdown, figures numbered F1, F2…'}}, 'description': 'The numbered report: every figure beside its method.'}, 'stress': {'properties': {'data': {'properties': {'as_of': {'type': ['string', 'null'], 'description': 'Last date of price history used.'}, 'source': {'type': ['string', 'null'], 'description': 'Price source.'}, 'missing': {'description': 'Tickers with no usable history (left out).'}, 'currency': {'type': ['string', 'null'], 'description': 'Currency the figures are in.'}, 'standins': {'description': 'Holdings measured through a stand-in with longer history: ticker, proxy, index, from, until, evidence.'}}, 'description': 'Where the prices came from and what was missing or repaired.'}, 'scenarios': {'type': ['array', 'null'], 'items': {'type': 'object', 'properties': {'end': {'type': ['string', 'null'], 'description': 'Window end.'}, 'start': {'type': ['string', 'null'], 'description': 'Window start.'}, 'status': {'type': ['string', 'null'], 'description': "Whether the holdings' history covers it."}, 'scenario': {'type': ['string', 'null'], 'description': 'Crisis name.'}, 'worst_day': {'type': ['number', 'null'], 'description': 'Worst single day.'}, 'max_drawdown': {'type': ['number', 'null'], 'description': 'Worst peak-to-trough fall.'}, 'total_return': {'type': ['number', 'null'], 'description': 'Return over the crisis window.'}, 'recovery_days': {'type': ['number', 'null'], 'description': 'Days to recover the previous peak; null if not yet.'}}}, 'description': 'One entry per crisis.'}, 'limited_by': {'type': ['string', 'null'], 'description': 'The holding whose short history limits the window.'}, 'window_start': {'type': ['string', 'null'], 'description': 'First date all holdings have prices.'}}, 'description': 'What past crises did to this mix, replayed on its holdings.'}, 'structure': {'properties': {'data': {'properties': {'as_of': {'type': ['string', 'null'], 'description': 'Last date of price history used.'}, 'source': {'type': ['string', 'null'], 'description': 'Price source.'}, 'missing': {'description': 'Tickers with no usable history (left out).'}, 'currency': {'type': ['string', 'null'], 'description': 'Currency the figures are in.'}, 'standins': {'description': 'Holdings measured through a stand-in with longer history: ticker, proxy, index, from, until, evidence.'}}, 'description': 'Where the prices came from and what was missing or repaired.'}, 'recent': {'description': 'The same figures over the recent years only.'}, 'max_weight': {'type': ['number', 'null'], 'description': 'Its share of the money, 0 to 1.'}, 'n_holdings': {'type': ['number', 'null'], 'description': 'Holdings measured.'}, 'effective_bets': {'type': ['number', 'null'], 'description': 'Effective number of independent bets (from correlations, not the ticker count).'}, 'max_risk_ticker': {'type': ['string', 'null'], 'description': "The holding carrying the largest share of the portfolio's risk."}, 'top_factor_share': {'type': ['number', 'null'], 'description': 'Share of the movement explained by the single strongest common factor.'}, 'max_weight_ticker': {'type': ['string', 'null'], 'description': 'The largest holding by money.'}, 'risk_contributions': {'description': '[ticker, share of risk] pairs.'}, 'max_risk_contribution': {'type': ['number', 'null'], 'description': "That holding's share of the risk, 0 to 1."}}, 'description': 'How many independent bets the holdings add up to and who carries the risk.'}, 'lookthrough': {'properties': {'data': {'properties': {'as_of': {'type': ['string', 'null'], 'description': 'Last date of price history used.'}, 'source': {'type': ['string', 'null'], 'description': 'Price source.'}, 'missing': {'description': 'Tickers with no usable history (left out).'}, 'currency': {'type': ['string', 'null'], 'description': 'Currency the figures are in.'}, 'standins': {'description': 'Holdings measured through a stand-in with longer history: ticker, proxy, index, from, until, evidence.'}}, 'description': 'Where the prices came from and what was missing or repaired.'}, 'opaque': {'description': 'Holdings with no breakdown to look through.'}, 'n_funds': {'type': ['number', 'null'], 'description': 'Funds looked through.'}, 'refused': {'description': 'Funds whose breakdown the data vendor refused.'}, 'sectors': {'description': '[sector, share] pairs.'}, 'exposures': {'description': '[company, share of the whole portfolio] pairs, largest first.'}, 'top_symbol': {'type': ['string', 'null'], 'description': 'The largest single company underneath.'}, 'n_companies': {'type': ['number', 'null'], 'description': 'Distinct companies seen underneath.'}, 'covered_fraction': {'type': ['number', 'null'], 'description': 'Share of the money whose underlying holdings are visible, 0 to 1.'}, 'top_symbol_weight': {'type': ['number', 'null'], 'description': 'Its share of the whole portfolio.'}, 'duplicated_exposure': {'type': ['number', 'null'], 'description': 'Share held more than once through different funds.'}}, 'description': 'What the portfolio owns through its funds.'}}, 'description': 'The full measurement of one portfolio.'}

{'type': 'object', 'title': 'past_crisesArguments', 'required': ['holdings'], 'properties': {'base': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'title': 'Base', 'default': None, 'description': 'Currency every figure is expressed in (USD, EUR, GBP, CAD…). Default USD.'}, 'holdings': {'type': 'object', 'title': 'Holdings', 'description': "What is held: {ticker: weight or amount}. Weights need not sum to one; amounts in the base currency are also accepted (then the crises are shown in money). 1 to 100 holdings. Tickers as the exchange lists them (VOO, VWCE.DE, XAW.TO; 'CASH.USD' for cash).", 'additionalProperties': {'type': 'number'}}}}

{'type': 'object', 'required': ['_fence'], 'properties': {'data': {'properties': {'as_of': {'type': ['string', 'null'], 'description': 'Last date of price history used.'}, 'source': {'type': ['string', 'null'], 'description': 'Price source.'}, 'missing': {'description': 'Tickers with no usable history (left out).'}, 'currency': {'type': ['string', 'null'], 'description': 'Currency the figures are in.'}, 'standins': {'description': 'Holdings measured through a stand-in with longer history: ticker, proxy, index, from, until, evidence.'}}, 'description': 'Where the prices came from and what was missing or repaired.'}, '_fence': {'type': ['string', 'null'], 'description': 'What these figures are and are not: descriptive, no forecast, no advice. Repeat its sense when presenting the result.'}, 'scenarios': {'type': ['array', 'null'], 'items': {'type': 'object', 'properties': {'end': {'type': ['string', 'null'], 'description': 'Window end.'}, 'start': {'type': ['string', 'null'], 'description': 'Window start.'}, 'status': {'type': ['string', 'null'], 'description': "Whether the holdings' history covers it."}, 'scenario': {'type': ['string', 'null'], 'description': 'Crisis name.'}, 'worst_day': {'type': ['number', 'null'], 'description': 'Worst single day.'}, 'max_drawdown': {'type': ['number', 'null'], 'description': 'Worst peak-to-trough fall.'}, 'total_return': {'type': ['number', 'null'], 'description': 'Return over the crisis window.'}, 'recovery_days': {'type': ['number', 'null'], 'description': 'Days to recover the previous peak; null if not yet.'}}}, 'description': 'One entry per crisis.'}, 'limited_by': {'type': ['string', 'null'], 'description': 'The holding whose short history limits the window.'}, 'window_start': {'type': ['string', 'null'], 'description': 'First date all holdings have prices.'}}, 'description': 'What past crises did to this mix, replayed on its holdings.'}

{'type': 'object', 'title': 'plain_findingsArguments', 'required': ['holdings'], 'properties': {'base': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'title': 'Base', 'default': None, 'description': 'Currency every figure is expressed in (USD, EUR, GBP, CAD…). Default USD.'}, 'holdings': {'type': 'object', 'title': 'Holdings', 'description': "What is held: {ticker: weight or amount}. Weights need not sum to one; amounts in the base currency are also accepted (then the crises are shown in money). 1 to 100 holdings. Tickers as the exchange lists them (VOO, VWCE.DE, XAW.TO; 'CASH.USD' for cash).", 'additionalProperties': {'type': 'number'}}}}

{'type': 'object', 'required': ['_fence'], 'properties': {'data': {'properties': {'as_of': {'type': ['string', 'null'], 'description': 'Last date of price history used.'}, 'source': {'type': ['string', 'null'], 'description': 'Price source.'}, 'missing': {'description': 'Tickers with no usable history (left out).'}, 'currency': {'type': ['string', 'null'], 'description': 'Currency the figures are in.'}, 'standins': {'description': 'Holdings measured through a stand-in with longer history: ticker, proxy, index, from, until, evidence.'}}, 'description': 'Where the prices came from and what was missing or repaired.'}, '_fence': {'type': ['string', 'null'], 'description': 'What these figures are and are not: descriptive, no forecast, no advice. Repeat its sense when presenting the result.'}, 'insights': {'description': 'Per finding: key, title, detail, severity (info or warning), evidence.'}}, 'description': 'A few findings in plain words, each with its evidence.'}

{'type': 'object', 'title': 'portfolio_reportArguments', 'required': ['holdings'], 'properties': {'base': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'title': 'Base', 'default': None, 'description': 'Currency every figure is expressed in (USD, EUR, GBP, CAD…). Default USD.'}, 'holdings': {'type': 'object', 'title': 'Holdings', 'description': "What is held: {ticker: weight or amount}. Weights need not sum to one; amounts in the base currency are also accepted (then the crises are shown in money). 1 to 100 holdings. Tickers as the exchange lists them (VOO, VWCE.DE, XAW.TO; 'CASH.USD' for cash).", 'additionalProperties': {'type': 'number'}}}}

{'type': 'object', 'required': ['_fence'], 'properties': {'end': {'type': ['string', 'null'], 'description': 'Window end.'}, 'facts': {'description': 'One entry per figure: id, label, value, method, window, limit.'}, 'start': {'type': ['string', 'null'], 'description': 'Window start.'}, '_fence': {'type': ['string', 'null'], 'description': 'What these figures are and are not: descriptive, no forecast, no advice. Repeat its sense when presenting the result.'}, 'receipt': {'type': ['string', 'null'], 'description': 'A short plain-text receipt of the same figures.'}, 'markdown': {'type': ['string', 'null'], 'description': 'The report as markdown, figures numbered F1, F2…'}}, 'description': 'The numbered report: every figure beside its method.'}

{'type': 'object', 'title': 'portfolio_structureArguments', 'required': ['holdings'], 'properties': {'base': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'title': 'Base', 'default': None, 'description': 'Currency every figure is expressed in (USD, EUR, GBP, CAD…). Default USD.'}, 'holdings': {'type': 'object', 'title': 'Holdings', 'description': "What is held: {ticker: weight or amount}. Weights need not sum to one; amounts in the base currency are also accepted (then the crises are shown in money). 1 to 100 holdings. Tickers as the exchange lists them (VOO, VWCE.DE, XAW.TO; 'CASH.USD' for cash).", 'additionalProperties': {'type': 'number'}}}}

{'type': 'object', 'required': ['_fence'], 'properties': {'data': {'properties': {'as_of': {'type': ['string', 'null'], 'description': 'Last date of price history used.'}, 'source': {'type': ['string', 'null'], 'description': 'Price source.'}, 'missing': {'description': 'Tickers with no usable history (left out).'}, 'currency': {'type': ['string', 'null'], 'description': 'Currency the figures are in.'}, 'standins': {'description': 'Holdings measured through a stand-in with longer history: ticker, proxy, index, from, until, evidence.'}}, 'description': 'Where the prices came from and what was missing or repaired.'}, '_fence': {'type': ['string', 'null'], 'description': 'What these figures are and are not: descriptive, no forecast, no advice. Repeat its sense when presenting the result.'}, 'recent': {'description': 'The same figures over the recent years only.'}, 'max_weight': {'type': ['number', 'null'], 'description': 'Its share of the money, 0 to 1.'}, 'n_holdings': {'type': ['number', 'null'], 'description': 'Holdings measured.'}, 'effective_bets': {'type': ['number', 'null'], 'description': 'Effective number of independent bets (from correlations, not the ticker count).'}, 'max_risk_ticker': {'type': ['string', 'null'], 'description': "The holding carrying the largest share of the portfolio's risk."}, 'top_factor_share': {'type': ['number', 'null'], 'description': 'Share of the movement explained by the single strongest common factor.'}, 'max_weight_ticker': {'type': ['string', 'null'], 'description': 'The largest holding by money.'}, 'risk_contributions': {'description': '[ticker, share of risk] pairs.'}, 'max_risk_contribution': {'type': ['number', 'null'], 'description': "That holding's share of the risk, 0 to 1."}}, 'description': 'How many independent bets the holdings add up to and who carries the risk.'}

{'type': 'object', 'title': 'return_historyArguments', 'required': ['holdings'], 'properties': {'base': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'title': 'Base', 'default': None, 'description': 'Currency every figure is expressed in (USD, EUR, GBP, CAD…). Default USD.'}, 'holdings': {'type': 'object', 'title': 'Holdings', 'description': "What is held: {ticker: weight or amount}. Weights need not sum to one; amounts in the base currency are also accepted (then the crises are shown in money). 1 to 100 holdings. Tickers as the exchange lists them (VOO, VWCE.DE, XAW.TO; 'CASH.USD' for cash).", 'additionalProperties': {'type': 'number'}}}}

{'type': 'object', 'required': ['_fence'], 'properties': {'cagr': {'type': ['number', 'null'], 'description': 'Growth per year over the record.'}, 'data': {'properties': {'as_of': {'type': ['string', 'null'], 'description': 'Last date of price history used.'}, 'source': {'type': ['string', 'null'], 'description': 'Price source.'}, 'missing': {'description': 'Tickers with no usable history (left out).'}, 'currency': {'type': ['string', 'null'], 'description': 'Currency the figures are in.'}, 'standins': {'description': 'Holdings measured through a stand-in with longer history: ticker, proxy, index, from, until, evidence.'}}, 'description': 'Where the prices came from and what was missing or repaired.'}, 'grid': {'description': 'Monthly returns: one row per year, null where the record has no month.'}, 'drift': {'description': 'Per holding: target weight and how far it drifted between rebalances.'}, 'stats': {'description': 'best_month, worst_month, best_year, worst_year, pct_positive, n_months, var95, cvar95, real_cagr (after inflation).'}, 'years': {'description': 'Calendar years.'}, '_fence': {'type': ['string', 'null'], 'description': 'What these figures are and are not: descriptive, no forecast, no advice. Repeat its sense when presenting the result.'}, 'months': {'description': 'Month names, aligned with each row of `grid`.'}, 'yearly': {'description': 'Return per calendar year, aligned with `years`.'}, 'distribution': {'description': 'Histogram of monthly returns: centers, counts.'}, 'rolling_stats': {'description': 'Any 12 months in a row: min, max, percentiles, share negative.'}}, 'description': "The mix's record: yearly and monthly returns, rolling 12 months, drift."}

{'type': 'object', 'title': 'reverse_stressArguments', 'required': ['holdings'], 'properties': {'base': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'title': 'Base', 'default': None, 'description': 'Currency every figure is expressed in (USD, EUR, GBP, CAD…). Default USD.'}, 'loss': {'type': 'number', 'title': 'Loss', 'default': 0.2, 'maximum': 0.95, 'description': 'The loss to explain, as a fraction: 0.25 = lose a quarter.', 'exclusiveMinimum': 0.005}, 'holdings': {'type': 'object', 'title': 'Holdings', 'description': "What is held: {ticker: weight or amount}. Weights need not sum to one; amounts in the base currency are also accepted (then the crises are shown in money). 1 to 100 holdings. Tickers as the exchange lists them (VOO, VWCE.DE, XAW.TO; 'CASH.USD' for cash).", 'additionalProperties': {'type': 'number'}}}}

{'type': 'object', 'required': ['_fence'], 'properties': {'data': {'properties': {'as_of': {'type': ['string', 'null'], 'description': 'Last date of price history used.'}, 'source': {'type': ['string', 'null'], 'description': 'Price source.'}, 'missing': {'description': 'Tickers with no usable history (left out).'}, 'currency': {'type': ['string', 'null'], 'description': 'Currency the figures are in.'}, 'standins': {'description': 'Holdings measured through a stand-in with longer history: ticker, proxy, index, from, until, evidence.'}}, 'description': 'Where the prices came from and what was missing or repaired.'}, 'line': {'type': ['string', 'null'], 'description': 'One sentence: what it would take.'}, 'moves': {'description': 'Per market direction: label, plain wording, shock needed, sensitivity (beta), share of the loss, worst_seen in the record over the same number of days.'}, '_fence': {'type': ['string', 'null'], 'description': 'What these figures are and are not: descriptive, no forecast, no advice. Repeat its sense when presenting the result.'}, 'target': {'type': ['number', 'null'], 'description': 'The loss explained, as a negative fraction.'}, 'coverage': {'type': ['number', 'null'], 'description': "Share of the portfolio's movement these directions explain."}, 'window_end': {'type': ['string', 'null'], 'description': 'Record end.'}, 'window_days': {'type': ['number', 'null'], 'description': 'Length of the move considered, in trading days.'}, 'window_start': {'type': ['string', 'null'], 'description': 'Record start.'}}, 'description': 'The least extreme market moves that would produce the given loss.'}

{'type': 'object', 'title': 'search_symbolsArguments', 'required': ['query'], 'properties': {'base': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'title': 'Base', 'default': None, 'description': 'Currency every figure is expressed in (USD, EUR, GBP, CAD…). Default USD.'}, 'query': {'type': 'string', 'title': 'Query', 'maxLength': 40, 'description': 'A fund or company name, a ticker, or an ISIN.'}}}

{'type': 'object', 'required': ['results'], 'properties': {'results': {'type': 'array', 'items': {'type': 'object', 'properties': {'name': {'type': ['string', 'null'], 'description': 'Fund or company name.'}, 'type': {'type': ['string', 'null'], 'description': 'ETF, equity, fund…'}, 'symbol': {'type': ['string', 'null'], 'description': 'Ticker as the exchange lists it; pass this to the measuring tools.'}, 'currency': {'type': ['string', 'null'], 'description': 'Trading currency.'}, 'exchange': {'type': ['string', 'null'], 'description': 'Exchange.'}, 'experimental': {'type': ['boolean', 'null'], 'description': 'True for listings nobody here has checked.'}}}, 'description': 'Matches, best first.'}}, 'description': 'Listings matching the query.'}

{'type': 'object', 'title': 'simulate_pathsArguments', 'required': ['holdings'], 'properties': {'base': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'title': 'Base', 'default': None, 'description': 'Currency every figure is expressed in (USD, EUR, GBP, CAD…). Default USD.'}, 'years': {'type': 'integer', 'title': 'Years', 'default': 20, 'maximum': 40, 'minimum': 1, 'description': 'Years to run the paths, 1 to 40.'}, 'haircut': {'type': 'number', 'title': 'Haircut', 'default': 0.0, 'maximum': 0.15, 'minimum': 0, 'description': 'Yearly return removed from every path, as a fraction (0.02 = assume 2% a year less than the record paid).'}, 'monthly': {'type': 'number', 'title': 'Monthly', 'default': 0.0, 'maximum': 1000000, 'minimum': 0, 'description': 'Amount added every month, in the base currency.'}, 'holdings': {'type': 'object', 'title': 'Holdings', 'description': "What is held: {ticker: weight or amount}. Weights need not sum to one; amounts in the base currency are also accepted (then the crises are shown in money). 1 to 100 holdings. Tickers as the exchange lists them (VOO, VWCE.DE, XAW.TO; 'CASH.USD' for cash).", 'additionalProperties': {'type': 'number'}}}}

{'type': 'object', 'required': ['_fence'], 'properties': {'data': {'properties': {'as_of': {'type': ['string', 'null'], 'description': 'Last date of price history used.'}, 'source': {'type': ['string', 'null'], 'description': 'Price source.'}, 'missing': {'description': 'Tickers with no usable history (left out).'}, 'currency': {'type': ['string', 'null'], 'description': 'Currency the figures are in.'}, 'standins': {'description': 'Holdings measured through a stand-in with longer history: ticker, proxy, index, from, until, evidence.'}}, 'description': 'Where the prices came from and what was missing or repaired.'}, 'kind': {'type': ['string', 'null'], 'description': 'simulated.'}, 'bands': {'description': 'Percentile paths over time: p5 … p95, aligned with `years`.'}, 'years': {'description': 'Time axis of the bands, in years.'}, '_fence': {'type': ['string', 'null'], 'description': 'What these figures are and are not: descriptive, no forecast, no advice. Repeat its sense when presenting the result.'}, 'refused': {'description': 'Present when no paths were drawn: the reasons, in words.'}, 'invested': {'type': ['number', 'null'], 'description': 'Money put in over the years asked.'}, 'terminal': {'description': 'Where the paths end, by percentile: p5, p10, p25, p50, p75, p90, p95.'}, 'youngest': {'type': ['string', 'null'], 'description': 'When refused: the holding whose short history cut the record.'}, 'assumption': {'type': ['string', 'null'], 'description': 'The assumption every path rests on.'}, 'sample_years': {'type': ['number', 'null'], 'description': 'Years of shared history the paths are drawn from.'}, 'extrapolation': {'type': ['number', 'null'], 'description': 'Years asked divided by years of history.'}, 'terminal_real': {'description': "The same in today's money."}, 'historical_cagr': {'type': ['number', 'null'], 'description': 'Growth per year the record paid.'}, 'prob_below_real': {'type': ['number', 'null'], 'description': 'The same after inflation.'}, 'prob_below_invested': {'type': ['number', 'null'], 'description': 'Share of paths ending below what was put in (a share of simulated paths, not a probability of the future).'}}, 'description': 'Paths resampled from the record (SIMULATED), or the reasons they were refused.'}

{'type': 'object', 'title': 'sweep_holdingArguments', 'required': ['holdings', 'ticker'], 'properties': {'base': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'title': 'Base', 'default': None, 'description': 'Currency every figure is expressed in (USD, EUR, GBP, CAD…). Default USD.'}, 'ticker': {'type': 'string', 'title': 'Ticker', 'maxLength': 20, 'description': 'The holding to sweep; must be one of `holdings`.'}, 'holdings': {'type': 'object', 'title': 'Holdings', 'description': "What is held: {ticker: weight or amount}. Weights need not sum to one; amounts in the base currency are also accepted (then the crises are shown in money). 1 to 100 holdings. Tickers as the exchange lists them (VOO, VWCE.DE, XAW.TO; 'CASH.USD' for cash).", 'additionalProperties': {'type': 'number'}}}}

{'type': 'object', 'required': ['_fence'], 'properties': {'end': {'type': ['string', 'null'], 'description': 'Window end.'}, 'data': {'properties': {'as_of': {'type': ['string', 'null'], 'description': 'Last date of price history used.'}, 'source': {'type': ['string', 'null'], 'description': 'Price source.'}, 'missing': {'description': 'Tickers with no usable history (left out).'}, 'currency': {'type': ['string', 'null'], 'description': 'Currency the figures are in.'}, 'standins': {'description': 'Holdings measured through a stand-in with longer history: ticker, proxy, index, from, until, evidence.'}}, 'description': 'Where the prices came from and what was missing or repaired.'}, 'kind': {'type': ['string', 'null'], 'description': 'Kind of figures (counterfactual).'}, 'knee': {'type': ['number', 'null'], 'description': 'Weight below which most of the change happens, when there is one.'}, 'note': {'type': ['string', 'null'], 'description': 'One sentence on where the change comes from.'}, 'start': {'type': ['string', 'null'], 'description': 'Window start.'}, '_fence': {'type': ['string', 'null'], 'description': 'What these figures are and are not: descriptive, no forecast, no advice. Repeat its sense when presenting the result.'}, 'points': {'description': "Per weight: weight, vol (volatility), risk_share (that holding's share of the risk), effective_bets, top_factor_share."}, 'ticker': {'type': ['string', 'null'], 'description': 'The holding swept.'}, 'total_change': {'type': ['number', 'null'], 'description': 'Change in volatility from none to the current weight.'}, 'redistribution': {'type': ['string', 'null'], 'description': 'How the rest of the money is spread at each point.'}}, 'description': 'One holding at every weight from none to all (counterfactual).'}

{'type': 'object', 'title': 'test_a_changeArguments', 'required': ['current', 'proposed'], 'properties': {'end': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'title': 'End', 'default': None, 'description': 'Optional window end, YYYY-MM-DD.'}, 'base': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'title': 'Base', 'default': None, 'description': 'Currency every figure is expressed in (USD, EUR, GBP, CAD…). Default USD.'}, 'start': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'title': 'Start', 'default': None, 'description': 'Optional window start, YYYY-MM-DD.'}, 'current': {'type': 'object', 'title': 'Current', 'description': 'What is held now, {ticker: weight}.', 'additionalProperties': {'type': 'number'}}, 'proposed': {'type': 'object', 'title': 'Proposed', 'description': 'What would be held after the change, {ticker: weight}.', 'additionalProperties': {'type': 'number'}}}}

{'type': 'object', 'required': ['_fence'], 'properties': {'axes': {'description': 'Per axis: label, the question it answers, before, after.'}, 'data': {'properties': {'as_of': {'type': ['string', 'null'], 'description': 'Last date of price history used.'}, 'source': {'type': ['string', 'null'], 'description': 'Price source.'}, 'missing': {'description': 'Tickers with no usable history (left out).'}, 'currency': {'type': ['string', 'null'], 'description': 'Currency the figures are in.'}, 'standins': {'description': 'Holdings measured through a stand-in with longer history: ticker, proxy, index, from, until, evidence.'}}, 'description': 'Where the prices came from and what was missing or repaired.'}, 'kind': {'type': ['string', 'null'], 'description': 'Kind of figures (counterfactual).'}, '_fence': {'type': ['string', 'null'], 'description': 'What these figures are and are not: descriptive, no forecast, no advice. Repeat its sense when presenting the result.'}, 'deltas': {'description': 'Per measure: label, before, after, direction, unit.'}, 'window': {'description': 'The shared window: start, end, years, which holding set it, crises inside.'}, 'similar': {'description': 'Measures that barely moved.'}, 'summary': {'type': ['string', 'null'], 'description': 'One sentence on what the change moves.'}, 'improved': {'description': 'Measures that moved one way.'}, 'worsened': {'description': 'Measures that moved the other way.'}, 'historical': {'description': 'Per past crisis: before and after.'}, 'introduces': {'description': 'Risk the proposed holdings add that the current ones did not carry.'}, 'kind_means': {'type': ['string', 'null'], 'description': 'What that kind means.'}, 'limitations': {'description': 'What this comparison cannot show.'}}, 'description': "The current and the proposed portfolio on the same history. The 'after' figures are counterfactual: that portfolio was not held."}

{'type': 'object', 'title': 'validate_symbolsArguments', 'required': ['tickers'], 'properties': {'base': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'title': 'Base', 'default': None, 'description': 'Currency every figure is expressed in (USD, EUR, GBP, CAD…). Default USD.'}, 'tickers': {'type': 'array', 'items': {'type': 'string'}, 'title': 'Tickers', 'maxItems': 150, 'description': 'Tickers to check, up to 150.'}}}

{'type': 'object', 'required': ['valid'], 'properties': {'base': {'type': ['string', 'null'], 'description': 'Base currency.'}, 'data': {'properties': {'as_of': {'type': ['string', 'null'], 'description': 'Last date of price history used.'}, 'source': {'type': ['string', 'null'], 'description': 'Price source.'}, 'missing': {'description': 'Tickers with no usable history (left out).'}, 'currency': {'type': ['string', 'null'], 'description': 'Currency the figures are in.'}, 'standins': {'description': 'Holdings measured through a stand-in with longer history: ticker, proxy, index, from, until, evidence.'}}, 'description': 'Where the prices came from and what was missing or repaired.'}, 'valid': {'description': 'Per ticker: true when it has usable price history.'}, 'problems': {'description': 'Per failing ticker: why.'}, 'currencies': {'description': 'Per ticker: its trading currency.'}, 'suggestions': {'description': 'Per ambiguous ticker: the closest listing.'}}, 'description': 'Which tickers can be measured.'}

{'type': 'object', 'title': 'walk_forwardArguments', 'required': ['tickers'], 'properties': {'base': {'anyOf': [{'type': 'string'}, {'type': 'null'}], 'title': 'Base', 'default': None, 'description': 'Currency every figure is expressed in (USD, EUR, GBP, CAD…). Default USD.'}, 'tickers': {'type': 'array', 'items': {'type': 'string'}, 'title': 'Tickers', 'maxItems': 30, 'minItems': 2, 'description': 'The candidate holdings, 2 to 30.'}, 'holdings': {'anyOf': [{'type': 'object', 'additionalProperties': {'type': 'number'}}, {'type': 'null'}], 'title': 'Holdings', 'default': None, 'description': 'Optional: the portfolio actually held, {ticker: weight}, measured on the same span for comparison.'}, 'objective': {'type': 'string', 'title': 'Objective', 'default': 'max_sharpe', 'description': 'What each refit maximises or minimises: max_sharpe, min_variance, min_drawdown, min_cvar or max_quadratic_utility.'}, 'step_months': {'type': 'integer', 'title': 'Step Months', 'default': 12, 'maximum': 36, 'minimum': 1, 'description': 'Months each fitted mix is held.'}, 'train_years': {'type': 'number', 'title': 'Train Years', 'default': 3.0, 'maximum': 15, 'minimum': 1, 'description': 'Years of history each refit sees.'}}}

{'type': 'object', 'required': ['_fence'], 'properties': {'data': {'properties': {'as_of': {'type': ['string', 'null'], 'description': 'Last date of price history used.'}, 'source': {'type': ['string', 'null'], 'description': 'Price source.'}, 'missing': {'description': 'Tickers with no usable history (left out).'}, 'currency': {'type': ['string', 'null'], 'description': 'Currency the figures are in.'}, 'standins': {'description': 'Holdings measured through a stand-in with longer history: ticker, proxy, index, from, until, evidence.'}}, 'description': 'Where the prices came from and what was missing or repaired.'}, '_fence': {'type': ['string', 'null'], 'description': 'What these figures are and are not: descriptive, no forecast, no advice. Repeat its sense when presenting the result.'}, 'objective': {'type': ['string', 'null'], 'description': 'What each refit optimised.'}, 'fitted_window': {'description': 'First and last date of shared history.'}, 'out_of_sample': {'description': 'start, end, n_refits, train_years, step_months, mean_turnover, verdict (one sentence on the record), limitations, tracks (per track: label, cagr, vol, sharpe, max_drawdown, nav), refits (date, turnover); or `unavailable` with the reason.'}}, 'description': 'An allocation method tested out of sample; no allocation is returned.'}