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latestOpenAPI 3.0.1Apache 2.02026-07-2623201.3 MB

Portfolio Optimization

Minimum Correlation Portfolio

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

References

post/portfolios/optimization/minimum-correlation

assetsinteger required

assetsVolatilitiesnumber[] required

assetsVolatilities[i] is the volatility of the asset i

assetsWeightsnumber[] required

assetsWeights[i] is the weight of the asset i in the portfolio, in percentage