POportfoliooptimizer
Assets / Clustering / Correlation-Based

Threshold Clustering

Changed on

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

References

post/assets/clustering/thresholding/correlation-based

Request

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

Request body

assetsinteger required

The number of assets

assetsCorrelationThresholdnumber

The correlation threshold used to separate similar v.s. dissimilar assets

Response

OK

Changes