---
title: "Entropic Connectedness"
method: POST
path: "/assets/indicators/entropic-connectedness"
tags: ["Assets / Indicators"]
---

# Entropic Connectedness

`POST /assets/indicators/entropic-connectedness`

Compute the Renyi entropy-based measure of connectedness associated to a universe of assets.

References
* [Qyrana, Mishel, Forecasting stock market crashes through entropy-based proper measures of connectedness](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5005696)

## Request body

- object
  - `assets` integer, required
  - `assetsCorrelationMatrix` array[], required — assetsCorrelationMatrix[i][j] is the correlation between the asset i and the asset j
    - number[]
  - `assetsEntropicConnectednessOrder` number — The order of the Renyi entropy to use; must be different from 1

## Response `200`

OK

- object
  - `assetsEntropicConnectedness` number, required — The entropic connectedness of the universe of assets

---

[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)