POportfoliooptimizer
Assets / Covariance Matrix

Covariance Matrix Validation

Validate whether a matrix is a covariance matrix.

References

post/assets/covariance/matrix/validation

Request

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

Request body

assetsinteger required

The number of assets

Response

OK

message'valid covariance matrix' | 'invalid covariance matrix - non symmetric matrix' | 'invalid covariance matrix - non positive diagonal elements' | 'invalid covariance matrix - non positive semi-definite matrix' required

Indicates whether the matrix is a valid covariance matrix

Changes

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