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Portfolio Optimization

Equal Volatility Weighted Portfolio

Compute the asset weights of the equal volatility-weighted portfolio.

References

post/portfolios/optimization/equal-volatility-weighted

Request body

assetsinteger required

The number of assets

assetsVolatilitiesnumber[] required

assetsVolatilities[i] is the volatility of the asset i

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 10 revisions of this API.