---
title: "Logarithmic Regression Channel"
method: POST
path: "/assets/prices/logarithmic-regression-channel"
tags: ["Assets / Prices"]
---

# Logarithmic Regression Channel

`POST /assets/prices/logarithmic-regression-channel`

## Request

- Base URL: `https://api.portfoliooptimizer.io/v1`
- URL: `https://api.portfoliooptimizer.io/v1/assets/prices/logarithmic-regression-channel`
- Auth: API key in header `X-API-Key`

Compute the logarithmic regression channel associated to asset prices.

References
* [Cohen, Gil. 2024. Polynomial Moving Regression Band Stocks Trading System. Risks 12: 166](https://doi.org/10.3390/risks12100166)
* [Wüstenfeld, Jan, Does Bitcoin's Power Law Deviation Predict Return Distributions? Evidence from the PRESS Model - Power Law Return Sigma Signal (March 20, 2026)](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=6447803)

## Request body

- 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; must be higher than or equal to the low price and lower than or equal to the high price
    - `assetLogarithmicRegressionChannelEstimationMethod` 'ordinaryLeastSquares' | 'robustLeastSquares' | 'recursiveLeastSquares': The method to use to estimate the asset prices logarithmic regression channel

## Response `200`

OK

- object
  - `assets` object[], required
    - `assetLogarithmicRegressionChannelPrices` object[], required: assetLogarithmicRegressionChannelPrices[t] contains logarithmic regression channel price information for the asset at the date t, ordered from the least recent date to the most recent date
      - `date` string, required: The date corresponding to the date t in format YYYY-MM-DD
      - `mean` number, required: The logarithmic regression channel mean price at the date t
      - `upperBound` number, required: The logarithmic regression channel upper bound price at the date t, corresponding to a +1 standard deviation above the mean price
      - `upperOuterBound` number, required: The logarithmic regression channel upper outer bound price at the date t, corresponding to a +2 standard deviation above the mean price
      - `lowerBound` number, required: The logarithmic regression channel lower bound price at the date t, corresponding to a -1 standard deviation below the mean price
      - `lowerOuterBound` number, required: The logarithmic regression channel lower outer bound price at the date t, corresponding to a -2 standard deviation below the mean price

## Changes

- **2026-10-15** `9d075aa717bf`: 1 warning, 1 info
  - removed the request property `assets/items/assetLogarithmicRegressionChannelRecursiveEstimation`
  - added the new `recursiveLeastSquares` enum value to the request property `assets/items/assetLogarithmicRegressionChannelEstimationMethod`
- **2026-10-14** `b0df94ef3562`: 2 info
  - added the new optional request property `assets/items/assetLogarithmicRegressionChannelEstimationMethod`
  - added the new optional request property `assets/items/assetLogarithmicRegressionChannelRecursiveEstimation`
- **2026-10-13** `9fdda0e0f5b6`: 1 info
  - endpoint added

[Operation history](https://skmtc.dev/portfoliooptimizer/apis/portfolio-optimizer/changes/assets/prices/logarithmic-regression-channel/post.md)

---

[API](https://skmtc.dev/portfoliooptimizer/apis/portfolio-optimizer.md) - [All operations](https://skmtc.dev/portfoliooptimizer/apis/portfolio-optimizer/llms.txt) - [OpenAPI document](https://skmtc.dev/portfoliooptimizer/apis/portfolio-optimizer/revisions/9d075aa717bf?raw)