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Hierarchical Clustering-based portfolio optimization algorithm
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fetch('https://api.portfoliooptimizer.io/v1/portfolio/optimization/hierarchical-risk-parity/clustering-based', | |
{ | |
method: 'POST', | |
headers: { 'Content-Type': 'application/json' }, | |
body: JSON.stringify({ assets: 5, | |
assetsCovarianceMatrix: [[1,1,0,0,0],[1,1,0,0,0],[0,0,1,0,0],[0,0,0,1,1],[0,0,0,1,1]], | |
clusters: 3, | |
acrossClusterAllocationMethod: "equalWeighting", | |
withinClusterAllocationMethod: "equalWeighting", | |
}) | |
}) |
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