POportfoliooptimizer
Assets / Indicators

Entropic Connectedness

Changed on

Compute the Renyi entropy-based measure of connectedness associated to a universe of assets.

References

post/assets/indicators/entropic-connectedness

Request

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

Request body

assetsinteger required
assetsEntropicConnectednessOrdernumber

The order of the Renyi entropy to use; must be different from 1

Response

OK

assetsEntropicConnectednessnumber required

The entropic connectedness of the universe of assets

Changes