POportfoliooptimizer
Assets / Correlation Matrix

Random Correlation Matrix

Generate an asset correlation matrix uniformly at random over the space of positive definite correlation matrices.

References

post/assets/correlation/matrix/random

Request

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

Request body

assetsinteger required

The number of assets

simulationsinteger

The number of simulations to perform

Response

OK

Changes

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