Assets / Covariance Matrix
Covariance Matrix
Compute the covariance matrix of assets from either:
- The asset correlation matrix and their standard deviations
- The asset correlation matrix and their variances
References
post/assets/covariance/matrix
Request
- Base URLhttps://api.portfoliooptimizer.io/v1
- URLhttps://api.portfoliooptimizer.io/v1/assets/covariance/matrix
- AuthAPI key in header X-API-Key
Request body
Response
OK
Changes
No recorded changes to this operation across all 22 revisions of this API.