Full risk scorecard: VaR, skew, kurtosis, Sharpe

Extraits de code

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

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

$ch = curl_init("https://api.oanor.com/cryptorisk-api/v1/profile");
curl_setopt($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/cryptorisk-api/v1/profile",
    headers={"x-oanor-key": "oanor_test_..."}
)

Exemple de réponse

Une réponse réelle de ce endpoint, capturée lors du dernier contrôle de santé.

{
    "data": {
        "coin": "BTC",
        "note": "Daily metrics from log returns. var_95_pct is the daily loss not exceeded on 95% of days (historical VaR); cvar_95_pct is the average loss on the worst 5% of days. Negative skew + high excess kurtosis = crash-prone fat tails. Risk-free rate assumed 0.",
        "sharpe": -1.19,
        "source": "Binance",
        "sortino": -1.125,
        "skewness": -0.546,
        "var_95_pct": 3.6,
        "var_99_pct": 5.78,
        "cvar_95_pct": 5.27,
        "cvar_99_pct": 8.65,
        "window_days": 365,
        "best_day_pct": 12.19,
        "observations": 365,
        "worst_day_pct": -14.02,
        "excess_kurtosis": 7.066,
        "max_drawdown_pct": -51.16,
        "current_drawdown_pct": -49.18,
        "annualized_return_pct": -40.05,
        "positive_day_rate_pct": 47.9,
        "annualized_volatility_pct": 42.99
    },
    "meta": {
        "timestamp": "2026-06-12T01:41:06.009Z",
        "request_id": "c56f2a61-0795-402f-8467-c9496b6cfcbd"
    },
    "status": "ok",
    "message": "Profile retrieved successfully",
    "success": true
}