v2

latestOpenAPI 3.0.1Apache 2.02026-07-2623201.3 MB
Portfolio Analysis
post/portfolios/analysis/effective-number-of-bets

Request body

assetsinteger required

The number of assets

factorsComputationMethod'principalComponentAnalysis' | 'exactMinimumLinearTorsion' | 'approximateMinimumLinearTorsion'

The method used to compute the uncorrelated risk factors from the asset covariance matrix

Response

OK