Set Desk Max Correlation

CORRELATION CAP — refuse a new name whose DAILY-RETURN correlation with something the desk already holds is at or over this. The other half of the sector cap: two names in two different sectors can still be one bet. Measured on returns (not price levels) over correlation_window_sessions sessions ending at the signal's own bar; a pair without enough overlapping history is UNKNOWN and the limit stands down for it. Null clears it.

post/v1/me/accounts/{account_id}/max-correlation

Request

  • Base URL: https://api.quantradin.com (the document declares no server; this is the origin it was published from)
  • URL: https://api.quantradin.com/v1/me/accounts/{account_id}/max-correlation
  • Auth: none declared

Path parameters

account_idinteger required

Request body

valuenumber nullable

Response

Successful Response

unknown required

Changes

No recorded changes to this operation across all 1 revision of this API.