FactSet Optimization Engine API (Multi-period)
The Optimization Engine API (Multi-period) allows users to executemulti-period optimization, with client provided data, to solve dynamicasset allocation problems
Resources
Documentation
https://developer.factset.com/api-catalog/optimization-engine-api-multi-period#overview
SDKs
https://developer.factset.com/api-catalog/optimization-engine-api-multi-period#sdkLibrary
Jupyter Notebooks
https://developer.factset.com/api-catalog/optimization-engine-api-multi-period#notebooks
Code Snippets
https://developer.factset.com/api-catalog/optimization-engine-api-multi-period#codeSnippet
Change Log
https://developer.factset.com/api-catalog/optimization-engine-api-multi-period#changelog
OpenAPI
openapi/optimization-engine-api-multi-period-openapi-original.yml