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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.

Documentation GitHub OpenAPI

Documentation

https://developer.factset.com/api-catalog/optimization-engine-api-multi-period#overview

Specifications

openapi/optimization-engine-api-multi-period-openapi-original.yml

SDKs

https://developer.factset.com/api-catalog/optimization-engine-api-multi-period#sdkLibrary

Code Examples

https://developer.factset.com/api-catalog/optimization-engine-api-multi-period#codeSnippet

Other Resources

https://developer.factset.com/api-catalog/optimization-engine-api-multi-period#notebooks

https://developer.factset.com/api-catalog/optimization-engine-api-multi-period#changelog

OpenAPI

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