---
title: "Threshold Clustering"
method: POST
path: "/assets/clustering/thresholding/correlation-based"
tags: ["Assets / Clustering / Correlation-Based"]
---

# Threshold Clustering

`POST /assets/clustering/thresholding/correlation-based`

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

References
 * [CSSA, Fast Threshold Clustering Algorithm (FTCA)](https://cssanalytics.wordpress.com/2013/11/26/fast-threshold-clustering-algorithm-ftca/)

## Request body

- object
  - `assets` integer, required — The number of assets
  - `assetsCorrelationMatrix` array[], required — assetsCorrelationMatrix[i][j] is the correlation between the asset i and the asset j
    - number[]
  - `assetsCorrelationThreshold` number — The correlation threshold used to separate similar v.s. dissimilar assets

## Response `200`

OK

- object
  - `assetsGroups` array[], required — assetsGroups[k] is the indexes of the assets belonging to the assets group k
    - integer[]

---

[API](https://skmtc.dev/portfoliooptimizer/apis/portfolio-optimizer.md) · [All operations](https://skmtc.dev/portfoliooptimizer/apis/portfolio-optimizer/llms.txt) · [OpenAPI document](https://skmtc-service-production.skmtc.workers.dev/v1/apis/portfoliooptimizer/portfolio-optimizer/revisions/d89d19b63b5d/schema)