GET
/
margin
/
get_correlations
/
{data_format}
curl --request GET \
  --url https://5uftseufe1.execute-api.us-east-2.amazonaws.com/prod/margin/get_correlations/{data_format} \
  --header 'Content-Type: application/json' \
  --header 'x-api-key: <api-key>' \
  --data '{
  "numScenarios": 123,
  "timeHorizonDays": 123,
  "confidenceLevels": [
    123
  ],
  "volatilityLookbackDays": 123,
  "ewmaDecayFactor": 123,
  "volatilityMultiplier": 123,
  "portfolio": {
    "futures": [
      {
        "ticker": "<string>",
        "type": "long",
        "quantity": 123
      }
    ]
  }
}'
This response does not have an example.

Authorizations

​
x-api-key
string
header
required

Server authentication header of the form x-api-key: <api-key>, where <api-key> is your auth token

Path Parameters

​
data_format
enum<string>
required

Format of the portfolio data

Available options:
fpml,
csv,
json,
xml,
yaml

Body

application/json
Job to submit to the server
​
numScenarios
integer

The number of simulated scenarios to run

​
timeHorizonDays
integer

The number of days forward to simulate in each scenario

​
confidenceLevels
number[]

The confidence levels

​
volatilityLookbackDays
number

The number of lookback days to use for volatility calibration

​
ewmaDecayFactor
number

The lambda decay factor for computing the exponentially weighted moving average

​
volatilityMultiplier
number

The multiplier factor to apply to the calibrated volatilities

​
portfolio
object

Your portfolio of positions

Response

200
text/csv
server response

The response is of type file.