POportfoliooptimizer
Portfolio Optimization

Minimum Correlation Portfolio

Changed on

Compute the asset weights of the minimum correlation portfolio, which is a portfolio built using the minimum correlation algorithm.

References

post/portfolios/optimization/minimum-correlation

Request

  • Base URL
    https://api.portfoliooptimizer.io/v1
  • URL
    https://api.portfoliooptimizer.io/v1/portfolios/optimization/minimum-correlation
  • Auth
    API key in header X-API-Key

Request body

assetsinteger required
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