POportfoliooptimizer
Assets / Clustering / Correlation-Based

Hierarchical Clustering

Changed on

Compute a partition of a universe of assets into clusters using a hierarchical clustering method.

References

post/assets/clustering/hierarchical/correlation-based

Request

  • Base URL
    https://api.portfoliooptimizer.io/v1
  • URL
    https://api.portfoliooptimizer.io/v1/assets/clustering/hierarchical/correlation-based
  • Auth
    API key in header X-API-Key

Request body

assetsinteger required

The number of assets

clusteringMethod'singleLinkage' | 'averageLinkage' | 'completeLinkage' | 'wardLinkage'

The hierarchical clustering method to use

clustersinteger

The number of clusters to group the assets into; if not provided, it is computed using the gap statistic method, as described in the first reference

clusteringSimulationsinteger

The number of clustering simulations to perform when the number of clusters is computed using the gap statistic method

Response

OK

Changes