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POST
Black-Litterman Equilibrium Returns

Authorizations

X-API-Key
string
header
required

API key for authentication. Get your key at https://api.fincept.in/auth/register

Body

application/json
covariance_matrix
number[][]
required

Asset covariance matrix (annualized)

Example:
market_caps
number[]
required

Market capitalizations for each asset (in any consistent currency unit). Will be normalized to weights.

Example:
risk_aversion
number
default:2.5

Market risk aversion parameter (δ). Typical values range from 2.0 to 4.0. Higher values imply more conservative risk preferences.

Required range: 0.1 <= x <= 10
Example:

2.5

Response

Equilibrium returns successfully computed

success
boolean
Example:

true

data
object