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Portfolio Risk (VaR/CVaR)

Analyze

Price: $0.10/callLatency: <2msComplexity: O(n^2 * t)

Calculate Value at Risk and Conditional VaR for a 3-asset portfolio with 30 days of historical returns.

API Key (optional -- free tier works without one)

POST /api/v1/analyze/risk

Response

Click "Run Algorithm" to see results

Input Schema

weights: number[] (portfolio weights)

returns: number[][] (historical returns matrix)

confidence: number (e.g., 0.95)

horizonDays: number

Output Fields

varcvarexpectedReturnvolatility

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