POportfoliooptimizer
Portfolio Analysis

Effective Number of Bets

Changed on

Compute the effective number of bets of a portfolio.

References

post/portfolios/analysis/effective-number-of-bets

Request

  • Base URL
    https://api.portfoliooptimizer.io/v1
  • URL
    https://api.portfoliooptimizer.io/v1/portfolios/analysis/effective-number-of-bets
  • Auth
    API key in header X-API-Key

Request body

assetsinteger required

The number of assets

factorsComputationMethod'principalComponentAnalysis' | 'exactMinimumLinearTorsion' | 'approximateMinimumLinearTorsion'

The method used to compute the uncorrelated risk factors from the asset covariance matrix

Response

OK

Changes