POportfoliooptimizer
Assets / Correlation Matrix

Perturbed Correlation Matrix

Generate a randomly perturbed version of an asset correlation matrix.

References

post/assets/correlation/matrix/perturbed

Request

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

Request body

assetsinteger required

The number of assets

noiseLevelnumber

The exact level of noise that the coefficients of the asset correlation matrix assetsCorrelationMatrix must be perturbed with; exclusive with maximumNoiseLevel

maximumNoiseLevelnumber

The maximum level of noise that the coefficients of the asset correlation matrix assetsCorrelationMatrix must be perturbed with; exclusive with noiseLevel

simulationsinteger

The number of simulations to perform

Response

OK

Changes

No recorded changes to this operation across all 22 revisions of this API.