POportfoliooptimizer
Assets / Correlation Matrix

Correlation Matrix

Changed on

Compute an asset correlation matrix from an asset covariance matrix.

References

post/assets/correlation/matrix

Request

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

Request body

assetsinteger required

The number of assets

Response

OK

Changes

  • 79142aa7f82aRevision changes
    • breaking

      added the new required request property

    • breaking

      added the new required request property

    • breaking

      removed subschema #1 subschema #2 from the request body oneOf list

    • breaking

      the request's body type changed from no type to object