PortEngine REST API V2

Posted: Feb. 09, 2018 -

We are pleased to announce the launch of our REST API V2. V2 is a powerful upgrade in terms of functionality and performance. Its most salient features are:

Efficiently performs risk aggregation (bottom-up) and factor analysis (top-down) in a single API call. Ability to supply forecasts for certain positions: these forecasts can represent outcomes that are difficult to be captured by market information, such as: a takeover situation, a pharmaceutical company clearing a drug trial or even a large correction not observed in the recent past. Ability to supply your own volatility surface for accurate option simulations. Ability to specify absolute (not percent) shocks on rates and spreads. More powerful exception handling of securities that cannot be mapped to our symbology. New documentation system and landing page.


Please contact us if you are interested on learning more about the API and its use cases.