POportfoliooptimizer
Portfolio Optimization

Clustering-based Equal Risk Contributions Portfolio

Compute the asset weights of the clustering-based equal risk contributions portfolio, optionally subject to:

  • Minimum and maximum weights constraints

References

post/portfolios/optimization/equal-risk-contributions/clustering-based

Request

  • Base URL
    https://api.portfoliooptimizer.io/v1
  • URL
    https://api.portfoliooptimizer.io/v1/portfolios/optimization/equal-risk-contributions/clustering-based
  • Auth
    API key in header X-API-Key

Request body

assetsinteger required

The number of assets

Response

OK

assetsWeightsnumber[] required

assetsWeights[i] is the weight of the asset i in the portfolio, in percentage

Changes

No recorded changes to this operation across all 22 revisions of this API.