action portfoliooptimizer_post_portfolio_optimization_minimum_correlation {
  label: "Minimum Correlation Portfolio"
  description: "Compute the asset weights of the (heuristic) minimum correlation portfolio, which is a portfolio built using the Minimum Correlation Algorithm discovered by [David Varadi](https://cssanalytics.wordpress.com/).\n\nReferences\n * [CSSA, Minimum Correlation Algorithm Paper Release](https://cssanalytics.wordpress.com/2012/09/21/minimum-correlation-algorithm-paper-release/)\n"
  provider: portfoliooptimizer
  method: POST
  path: "/portfolio/optimization/minimum-correlation"
  encoding: json
  input: {
    type: "object"
    required: ["assets", "assetsCorrelationMatrix", "assetsVolatilities"]
    properties: {
      assets: {
        type: "integer"
      }
      assetsCorrelationMatrix: {
        type: "array"
        description: "assetsCorrelationMatrix[i][j] is the correlation between the asset i and the asset j; required if assetsReturns is not provided"
        items: {
          type: "array"
          items: {
            type: "number"
          }
        }
      }
      assetsVolatilities: {
        type: "array"
        description: "assetsVariances[i] is the volatility of the asset i; required if assetsCorrelationMatrix is provided and assetsVariances is not provided"
        items: {
          type: "number"
        }
      }
    }
  }
  output: {
    type: "object"
    required: ["assetsWeights"]
    properties: {
      assetsWeights: {
        type: "array"
        description: "assetsWeights[i] is the weight of the asset i in the portfolio, in percentage"
        items: {
          type: "number"
        }
      }
    }
  }
}