POportfoliooptimizer
Assets / Indicators Aggregation

Average Percentile Rank

Changed on

Aggregate the percentile ranks of the values of different asset indicators through a simple or a weighted arithmetic averaging scheme.

References

post/assets/indicators/aggregation/average-percentile-rank

Request

  • Base URL
    https://api.portfoliooptimizer.io/v1
  • URL
    https://api.portfoliooptimizer.io/v1/assets/indicators/aggregation/average-percentile-rank
  • Auth
    API key in header X-API-Key

Request body

assetsIndicatorsValuesPercentileRankOrderingTypesstring[]

assetsIndicatorsValuesPercentileRankOrderingTypes[i] is the type of ordering to apply to the i-th asset indicator values when transforming them into percentile ranks; assetsIndicatorsValuesPercentileRankOrderingTypes must have the same length as all the assetIndicatorsValues arrays

assetsIndicatorsWeightsnumber[]

assetsIndicatorsWeights[i] is the weight to apply to the percentile ranks of the i-th asset indicator values when aggregating them; assetsIndicatorsWeights must have the same length as all the assetIndicatorsValues arrays; the elements of assetsIndicatorsWeights must sum to 1; defaults to 1/the common length of all the assetIndicatorsValues arrays

Response

OK

Changes