Skip to content

Instantly share code, notes, and snippets.

@lequant40
Last active July 26, 2021 12:34
Show Gist options
  • Star 0 You must be signed in to star a gist
  • Fork 0 You must be signed in to fork a gist
  • Save lequant40/ce235455297f902b4c560eb0e36cb157 to your computer and use it in GitHub Desktop.
Save lequant40/ce235455297f902b4c560eb0e36cb157 to your computer and use it in GitHub Desktop.
residualization-example
fetch('https://api.portfoliooptimizer.io/v1/factors/residualization',
{
method: 'POST',
headers: { 'Content-Type': 'application/json' },
body: JSON.stringify({ factors: [{factorReturns: [...],
factorReturns: [...],
...
}],
residualizedFactor: .
})
})
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment