Service metadata

Fragmentos de código

curl "https://api.oanor.com/tailcorr-api/v1/meta" \
  -H "x-oanor-key: oanor_test_..."

await fetch("https://api.oanor.com/tailcorr-api/v1/meta", {
  headers: { "x-oanor-key": "oanor_test_..." }
});

$ch = curl_init("https://api.oanor.com/tailcorr-api/v1/meta");
curl_setopt($ch, CURLOPT_HTTPHEADER, ["x-oanor-key: oanor_test_..."]);
curl_setopt($ch, CURLOPT_RETURNTRANSFER, true);
$out = curl_exec($ch);

import requests
requests.get(
    "https://api.oanor.com/tailcorr-api/v1/meta",
    headers={"x-oanor-key": "oanor_test_..."}
)

Respuesta de ejemplo

Una respuesta real de este endpoint, capturada en la última comprobación de estado.

{
    "data": {
        "note": "benchmark is any universe symbol (default SPY). window is 90-756 trading days (default 252). tail is the extreme-day percentile, 5-25 (default 10). class filters to equity/sector/commodity/bond/fx/crypto (default all). Correlations are Pearson on daily returns. Read fresh per call, nothing cached.",
        "source": "Yahoo Finance daily closes, live",
        "classes": [
            "equity",
            "sector",
            "commodity",
            "bond",
            "fx",
            "crypto"
        ],
        "service": "tailcorr-api",
        "endpoints": {
            "GET /v1/meta": "This document.",
            "GET /v1/asset": "Full tail-correlation profile of one instrument (symbol=HYG, benchmark=SPY, tail=10, window=252).",
            "GET /v1/screener": "Rank the universe by crash correlation, with the diversification breakdown (benchmark=SPY, tail=10, window=252, class=all).",
            "GET /v1/universe": "The cross-asset universe and its classes."
        },
        "description": "Tail correlation / diversification breakdown — correlations that look low in calm markets but spike toward 1 when the market crashes, live from Yahoo Finance daily closes (no key, nothing stored). For each asset it returns the ordinary correlation to the benchmark, the crash correlation (only the benchmark's worst days), the rally correlation (its best days) and the breakdown (crash minus normal). A low normal but high crash correlation marks a false diversifier; a low or negative crash correlation is a genuine hedge. asset returns one instrument's tail-correlation profile; screener ranks the cross-asset universe by crash correlation. The conditional / tail-correlation cut — distinct from the unconditional cross-asset, sector and FX correlation matrices, the up/down capture API and the price APIs.",
        "universe_size": 20,
        "upstream_status": "ok",
        "biggest_breakdown_vs_spy": "USO"
    },
    "meta": {
        "timestamp": "2026-06-12T10:34:45.595Z",
        "request_id": "fb252421-3115-4213-aec7-ba71f5915cce"
    },
    "status": "ok",
    "message": "Meta",
    "success": true
}