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latestOpenAPI 3.0.1Apache 2.02026-07-2623201.3 MB

Assets / Bootstrap Returns Simulation

Online Bootstrap Simulation

Simulate asset returns using an autoregressive online bootstrap method.

References

post/assets/returns/simulation/bootstrap/online

bootstrapPersistenceParameternumber

The value of the persistence parameter beta; if not provided, defaults to the optimal value of the 1st reference

simulationsinteger

The number of simulations to perform

simulationsLengthinteger

The number of time period(s) to simulate per simulation; if not provided, defaults to the common length of the assetReturns arrays