---
title: "Minimum Correlation Portfolio"
method: POST
path: "/portfolios/optimization/minimum-correlation"
tags: ["Portfolio Optimization"]
---

# Minimum Correlation Portfolio

`POST /portfolios/optimization/minimum-correlation`

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

References
 * [CSSA, Minimum Correlation Algorithm Paper Release](https://cssanalytics.wordpress.com/2012/09/21/minimum-correlation-algorithm-paper-release/)

## Request body

- object
  - `assets` integer, required
  - `assetsCorrelationMatrix` array[], required — assetsCorrelationMatrix[i][j] is the correlation between the asset i and the asset j
    - number[]
  - `assetsVolatilities` number[], required — assetsVolatilities[i] is the volatility of the asset i

## Response `200`

OK

- object
  - `assetsWeights` number[], required — assetsWeights[i] is the weight of the asset i in the portfolio, in percentage

---

[API](https://skmtc.dev/portfoliooptimizer/apis/portfolio-optimizer.md) · [All operations](https://skmtc.dev/portfoliooptimizer/apis/portfolio-optimizer/llms.txt) · [OpenAPI document](https://skmtc-service-production.skmtc.workers.dev/v1/apis/portfoliooptimizer/portfolio-optimizer/revisions/d89d19b63b5d/schema)