Portfolio · Endpoint

Portfolio ledger

Daily portfolio ledger: equity, exposure, turnover and costs.

GET/v1/alphas/{alpha}/portfolio

Parameters

Path parameters

Name	Type	Required	Default	Description
`alpha`	string	required	—	alpha_id (e.g. CausalHaarActivityDisplacement_0de63b8678a2_sp500pit_weekly_20260730t000858z_f358d1480d42). Use the value returned by GET /v1/alphas.

Query parameters

Name	Type	Required	Default	Description
`book`	string	optional	long_short	One of the books listed by /books — long_short and long_only, plus their raw_ twins for keys with raw-book access. A book the key may not see is rejected exactly like one that does not exist.
`from`	YYYY-MM-DD	optional	window start	First trading day, inclusive.
`to`	YYYY-MM-DD	optional	window end	Last trading day, inclusive.
`limit`	integer 1–5000	optional	100	Rows per page. Below 1 or above 5000 is a 400 bad_request naming the parameter and the constraint it broke.
`offset`	integer	optional	0	Rows to skip; pagination.has_more is false at the end.

Example request

curl

curl -H "Authorization: Bearer sxk_live_4f9c…" \
  "https://api.simicx.com/v1/alphas/CausalHaarActivityDisplacement_0de63b8678a2_sp500pit_weekly_20260730t000858z_f358d1480d42/portfolio?book=long_short&from=2026-06-22&to=2026-06-26"

Try it

Execute GET /v1/alphas/{alpha}/portfolio against the live API using your key. Paste a key below to send without signing in, or sign in to auto-fill from your profile — either way, the call counts towards your rate limits. Whether the route answers depends on your key's endpoint allow-list — /v1/me lists what is in force; a new key starts with only the self-service routes until an administrator grants more.

API key

Remember on this device

Base URL

Sent server-side via a same-origin proxy; only the documented host(s) are allowed.

alphapath · required

Paste an API key above to list alphas your key may access.

bookquery

fromquery

toquery

limitquery

offsetquery

Request

GEThttps://api.simicx.com/v1/alphas/{alpha}/portfolio?book=long_short&limit=100&offset=0

Example response

JSON · synthetic values, real schema

{
  "data": [
    {
      "book": "long_short",
      "date": "2026-06-26",
      "timestamp": "2026-06-26T20:00:00Z",
      "starting_equity": 1.2841,
      "ending_equity": 1.2867,
      "cash_start": 0.0287,
      "cash_end": 0.0312,
      "position_value_end": 1.2555,
      "market_pnl": 0.0031,
      "execution_cost": -0.0004,
      "borrow_cashflow": -0.0001,
      "cash_carry": 0.0001,
      "risk_free_return": 0.000168,
      "rounding_adjustment": -0.0000002,
      "equity_basis": 1.0,
      "gross_notional": 2.5202,
      "net_notional": 0.0257,
      "gross_exposure": 1.96,
      "net_exposure": 0.02,
      "largest_abs_weight": 0.0134,
      "turnover_notional": 0.1415,
      "turnover": 0.11
    }
  ],
  "pagination": { "limit": 100, "offset": 0, "returned": 1, "total": 5, "has_more": true },
  "meta": { "run": "CausalHaarActivityDisplacement_0de63b8678a2_sp500pit_weekly_20260730t000858z_f358d1480d42", "alpha_id": "CausalHaarActivityDisplacement_0de63b8678a2_sp500pit_weekly_20260730t000858z_f358d1480d42", "source_alpha_id": "causal_haar_activity_displacement_reversal_b3874c9db78d", "book": "long_short" }
}

Response fields

Every field the response can carry, what it means, and how it is computed.

Field

Type

Meaning

How it is computed

bookdatetimestamp

string / ISO timestamp

The book and the session.

One row per book per trading day; timestamp is the engine's UTC instant for that session.

starting_equity

ratio

Equity at the previous close.

Yesterday's ending_equity; 1.0 at inception (equity is normalised, so values read as growth multiples).

ending_equity

ratio

Equity after the day's P&L and costs.

starting_equity + market_pnl + execution_cost + borrow_cashflow + cash_carry + rounding_adjustment.

cash_startcash_endposition_value_end

ratio

Opening and closing cash, and closing invested value.

cash_end + position_value_end sums to ending_equity.

market_pnl

ratio

Mark-to-market P&L before costs.

Σ over positions of quantity × (close − previous close), signed.

execution_cost

ratio (≤ 0)

Fees and modelled market impact for the day's fills.

Cost model applied to each fill; negative by convention.

borrow_cashflow

ratio (≤ 0)

Cost of carrying shorts.

Borrow rate × short notional, accrued daily.

cash_carryrisk_free_return

ratio

Interest on the cash balance, and the risk-free rate it accrued at.

cash_carry is the accrual credited to equity for the session; risk_free_return is the session rate it was accrued at.

rounding_adjustment

ratio

The residual that makes the ledger identity close exactly.

Whole-share rounding and settlement residue; tiny by construction.

equity_basis

number

The equity the normalised columns are expressed against.

1.0 for a normalised ledger — divide a notional column by it to read the ratio.

gross_notionalnet_notional

number

Absolute and signed position value held.

Σ |signed_notional| and Σ signed_notional over the day's positions; gross_exposure and net_exposure are these over equity.

gross_exposure

ratio

Total capital at risk.

Σ |weight| over held names; ~2.0 for a fully-invested dollar-neutral book.

net_exposure

ratio

Directional tilt.

Σ weight; ~0 when dollar-neutral.

largest_abs_weight

ratio

The single biggest position that day, either side.

max |weight| over held names — the concentration check a risk committee asks for.

turnover_notional

number

Value traded that day.

Σ |traded notional| over the day's fills; turnover is this over equity.

turnover

ratio

One-sided traded fraction that day.

½ Σ |weight_t − weight_t−1| over the day's trades.

pagination.limitoffset

integer

The page window applied.

Echoes the request parameters (or their defaults — 100 rows, 500 on /equity-curve).

pagination.returned

integer

Rows in this page.

data.length — below limit on the last page.

pagination.total

integer

Rows matching the query across all pages.

Server-side count before paging.

pagination.has_more

boolean

Whether another page exists.

offset + returned < total — false on the last page; stop paging there.

meta.run

string

The alpha that served the response.

Echoes the resolved alpha_id. Retain for reproducible analysis.

meta.alpha_id

string

Source label associated with the alpha, when present.

Informational; address data endpoints with alpha_id / meta.run.

bookdatetimestampstring / ISO timestamp
The book and the session.
How it is computed
One row per book per trading day; timestamp is the engine's UTC instant for that session.
starting_equityratio
Equity at the previous close.
How it is computed
Yesterday's ending_equity; 1.0 at inception (equity is normalised, so values read as growth multiples).
ending_equityratio
Equity after the day's P&L and costs.
How it is computed
starting_equity + market_pnl + execution_cost + borrow_cashflow + cash_carry + rounding_adjustment.
cash_startcash_endposition_value_endratio
Opening and closing cash, and closing invested value.
How it is computed
cash_end + position_value_end sums to ending_equity.
market_pnlratio
Mark-to-market P&L before costs.
How it is computed
Σ over positions of quantity × (close − previous close), signed.
execution_costratio (≤ 0)
Fees and modelled market impact for the day's fills.
How it is computed
Cost model applied to each fill; negative by convention.
borrow_cashflowratio (≤ 0)
Cost of carrying shorts.
How it is computed
Borrow rate × short notional, accrued daily.
cash_carryrisk_free_returnratio
Interest on the cash balance, and the risk-free rate it accrued at.
How it is computed
cash_carry is the accrual credited to equity for the session; risk_free_return is the session rate it was accrued at.
rounding_adjustmentratio
The residual that makes the ledger identity close exactly.
How it is computed
Whole-share rounding and settlement residue; tiny by construction.
equity_basisnumber
The equity the normalised columns are expressed against.
How it is computed
1.0 for a normalised ledger — divide a notional column by it to read the ratio.
gross_notionalnet_notionalnumber
Absolute and signed position value held.
How it is computed
Σ |signed_notional| and Σ signed_notional over the day's positions; gross_exposure and net_exposure are these over equity.
gross_exposureratio
Total capital at risk.
How it is computed
Σ |weight| over held names; ~2.0 for a fully-invested dollar-neutral book.
net_exposureratio
Directional tilt.
How it is computed
Σ weight; ~0 when dollar-neutral.
largest_abs_weightratio
The single biggest position that day, either side.
How it is computed
max |weight| over held names — the concentration check a risk committee asks for.
turnover_notionalnumber
Value traded that day.
How it is computed
Σ |traded notional| over the day's fills; turnover is this over equity.
turnoverratio
One-sided traded fraction that day.
How it is computed
½ Σ |weight_t − weight_t−1| over the day's trades.
pagination.limitoffsetinteger
The page window applied.
How it is computed
Echoes the request parameters (or their defaults — 100 rows, 500 on /equity-curve).
pagination.returnedinteger
Rows in this page.
How it is computed
data.length — below limit on the last page.
pagination.totalinteger
Rows matching the query across all pages.
How it is computed
Server-side count before paging.
pagination.has_moreboolean
Whether another page exists.
How it is computed
offset + returned < total — false on the last page; stop paging there.
meta.runstring
The alpha that served the response.
How it is computed
Echoes the resolved alpha_id. Retain for reproducible analysis.
meta.alpha_idstring
Source label associated with the alpha, when present.
How it is computed
Informational; address data endpoints with alpha_id / meta.run.

The ledger holds one row per session, not per symbol — passing symbol here is a 400 telling you to drop it or query /positions or /pnl instead.