Portfolio Risk (VaR/CVaR)
AnalyzePrice: $0.10/callLatency: <2msComplexity: O(n^2 * t)
Quick scenarios
Calculate Value at Risk and Conditional VaR for a 3-asset portfolio with 30 days of historical returns.
Click "Run Algorithm" to see results
cURL
curl -X POST https://oraclaw-api.onrender.com/api/v1/analyze/risk \
-H "Content-Type: application/json" \
-d '{"weights":[0.4,0.35,0.25],"returns":[[0.01,-0.005,0.008,0.003,-0.01,0.007,0.002,-0.003,0.005,0.001],[-0.002,0.008,-0.003,0.006,0.004,-0.007,0.009,0.001,-0.004,0.003],[0.005,0.003,-0.001,-0.004,0.006,0.002,-0.005,0.008,0.001,-0.002]],"confidence":0.95,"horizonDays":1}'Input Schema
weights: number[] (portfolio weights)
returns: number[][] (historical returns matrix)
confidence: number (e.g., 0.95)
horizonDays: number
Output Fields
varcvarexpectedReturnvolatility