Weight a stock screen or list
solve_equity_weightsRead-onlyIdempotent
Weight a single-stock portfolio on one date, without saving anything.
The ad hoc form of ``build_equity_strategy``: the same universe and construction
arguments with the same defaults, solved once instead of saved, so the weights
are the ones that build would hold today. Screen live (the ``request``
``screen_equities`` echoed) or pin ``asset_ids``, a list the client brings. The
caps bind every method, 10% per stock unless given, as in the build; N names need
a cap of at least 1/N. A relaxed cap is reported in ``notes``, as is what a
liquidity limit (``assumed_aum_usd``) zeroed or relaxed.
Names asked for that hold no weight are listed in ``unweighted``. ``request``
plus a name is the ``build_equity_strategy`` call that saves it, re-screened at
every rebalance; the weighted ids are today's picks, and saved as ``asset_ids``
they give a backtest hindsight bias. The asset ids
and weights, passed as ``holdings``, are what the ``describe_portfolio_*`` reads
measure unsaved. One date (``date``, default the latest), so no track record.
Funds and ETFs are weighted with ``solve_allocation_weights``. A themed screen
also names any catalogue strategy on the same theme, as an alternative to saving.
Where a card is drawn it lists every holding, so one weighting is one call.
Tool call template
This tool declares no required parameters. Add optional parameters from the input schema as needed.
{
"id": 1,
"jsonrpc": "2.0",
"method": "tools/call",
"params": {
"arguments": {},
"name": "solve_equity_weights"
}
}Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| date | No | ||
| sizes | No | ||
| themes | No | ||
| regions | No | ISO-3 country codes ('SWE'), country names ('Sweden') or the groups 'global', 'nordics', 'europe' (which includes the Nordics) and 'north_america'. Where a company is LISTED, not where it is based: a foreign company with a local listing counts in that country. | |
| sectors | No | ||
| asset_ids | No | ||
| esg_filter | No | ||
| industries | No | ||
| construction | No | risk_parity | |
| fundamentals | No | ||
| gics_exclude | No | GICS codes whose companies are dropped, at any level: 2-digit sectors, or 4-, 6- and 8-digit codes from find_gics. | |
| theme_exclude | No | ||
| assumed_aum_usd | No | ||
| company_exclude | No | ||
| max_stock_weight | No | ||
| max_sector_weight | No | ||
| max_country_weight | No | ||
| min_dividend_yield | No | Keep only companies whose trailing 12-month dividend yield is at least this, e.g. 0.03 for 3%. Applied after a tilt: the tilt keeps its share (fundamentals_percentage_select) of the screened universe, then the floor keeps the yielders among those. | |
| max_adv_participation | No | Largest share of a stock's one-month average daily volume one position may equal. The volume is the primary listing's alone, not consolidated across venues and dark pools, so the limit is conservative. | |
| maximum_number_of_assets | No | At most 500; empty means 500. | |
| fundamentals_percentage_select | No |