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Portfolio Optimization

Equal Risk Contributions Portfolio

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

  • Minimum and maximum weights constraints

References

post/portfolios/optimization/equal-risk-contributions

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 endpoint across all 11 revisions of this API.