POportfoliooptimizer
Assets / Volatility Forecast

Exponentially Weighted Moving Average Model (EWMA)

Changed on

Compute volatility forecasts for an asset using an exponentially weighted moving average (EWMA) model.

References

post/assets/volatility/forecast/ewma

Request

  • Base URL
    https://api.portfoliooptimizer.io/v1
  • URL
    https://api.portfoliooptimizer.io/v1/assets/volatility/forecast/ewma
  • Auth
    API key in header X-API-Key

Request body

Response

OK

Changes

  • 24e65d80f8ebRevision changes
    • info

      added the new optional request property //

    • info

      the request property // became optional

    • info

      added the new precomputed enum value to the request property //