POportfoliooptimizer
Portfolio Optimization

Maximum Decorrelation Portfolio

Changed on

Compute the asset weights of the maximum decorrelation portfolio, optionally subject to:

  • Minimum and maximum weights constraints
  • Minimum and maximum group weights constraints
  • Minimum and maximum portfolio exposure constraints

References

post/portfolios/optimization/maximum-decorrelation

Request

  • Base URL
    https://api.portfoliooptimizer.io/v1
  • URL
    https://api.portfoliooptimizer.io/v1/portfolios/optimization/maximum-decorrelation
  • 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