---
title: "Price-Path Convexity"
method: POST
path: "/assets/indicators/price-path-convexity"
tags: ["Assets / Indicators"]
---

# Price-Path Convexity

`POST /assets/indicators/price-path-convexity`

Compute the price-path convexity of an asset.

References
* [Gulen H, Woeppel M. Price-Path Convexity and Short-Horizon Return Predictability. Journal of Financial and Quantitative Analysis. 2026;61(2):580-611](https://www.cambridge.org/core/journals/journal-of-financial-and-quantitative-analysis/article/pricepath-convexity-and-shorthorizon-return-predictability/02CDE05B2C35A6D8E7581851B690F35D)

## Request body

- union
  - object
    - `assets` object[], required
      - `assetReturns` number[], required — assetReturns[t] is the logarithmic return of the asset at the time t
      - `assetPricePathConvexitySkipPeriod` integer — The number of the most recent periods excluded from the asset price-path convexity computation; must be < assetPricePathConvexityFormationPeriod
      - `assetPricePathConvexityFormationPeriod` integer, required — The look back period over which to compute the asset price-path convexity
  - object
    - `assets` object[], required
      - `assetPrices` object[], required — assetPrices[t] contains price information for the asset at the date t
        - `date` string, required — The date corresponding to the date t in format YYYY-MM-DD; all dates must be distinct
        - `close` number, required — The close price of the asset at the date t
      - `assetPricePathConvexitySkipPeriod` integer — The number of the most recent periods excluded from the asset price-path convexity computation; must be < assetPricePathConvexityFormationPeriod
      - `assetPricePathConvexityFormationPeriod` integer, required — The look back period over which to compute the asset price-path convexity

## Response `200`

OK

- object
  - `assets` object[], required
    - `assetPricePathConvexity` number, required — The asset price-path convexity

## Changes

- **2026-08-27** `f68caed89b1c` — 1 info
  - endpoint added

[Change history](https://skmtc.dev/portfoliooptimizer/apis/portfolio-optimizer/changes/assets/indicators/price-path-convexity/post.md)

---

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