---
title: "Random Correlation Matrix"
method: POST
path: "/assets/correlation/matrix/random"
tags: ["Assets / Correlation Matrix"]
---

# Random Correlation Matrix

`POST /assets/correlation/matrix/random`

Generate an asset correlation matrix uniformly at random over the space of positive definite correlation matrices.

References
* [Joe, H., Generating random correlation matrices based on partial correlations. Journal of Multivariate Analysis, 2006, 97, 2177-2189](https://www.sciencedirect.com/science/article/pii/S0047259X05000886)

## Request body

- object
  - `assets` integer, required — The number of assets
  - `simulations` integer — The number of simulations to perform

## Response `200`

OK

- object
  - `simulations` object[], required
    - `assetsCorrelationMatrix` array[], required — assetsCorrelationMatrix[i][j] is the correlation between the asset i and the asset j
      - number[]

---

[API](https://skmtc.net/portfoliooptimizer/apis/portfolio-optimizer.md) · [All operations](https://skmtc.net/portfoliooptimizer/apis/portfolio-optimizer/llms.txt) · [OpenAPI document](https://skmtc-service-staging.skmtc.workers.dev/v1/apis/portfoliooptimizer/portfolio-optimizer/versions/479fd4ac44aa/schema)