Full tail-risk profile of one instrument

Extraits de code

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

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

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

Exemple de réponse

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

{
    "data": {
        "name": "S&P 500",
        "note": "VaR is the daily loss not exceeded on 95% of days (historical percentile and normal parametric); CVaR is the average loss on the worst 5% of days. skewness < 0 means a long left tail (crash-prone); excess kurtosis > 0 means fatter tails than a normal distribution. Read fresh per call, nothing cached.",
        "class": "equity",
        "reads": {
            "cvar": "contained tail risk",
            "skew": "crash-prone (long left tail)",
            "kurtosis": "fat-tailed"
        },
        "source": "Yahoo Finance",
        "symbol": "SPY",
        "cvar_pct": 1.8,
        "skewness": -0.324,
        "window_days": 252,
        "observations": 252,
        "var_hist_pct": 1.35,
        "confidence_pct": 95,
        "excess_kurtosis": 1.526,
        "var_parametric_pct": 1.19,
        "daily_volatility_pct": 0.78
    },
    "meta": {
        "timestamp": "2026-06-12T10:34:47.026Z",
        "request_id": "8616273f-73e2-40c7-b055-1cfb6d146380"
    },
    "status": "ok",
    "message": "Asset tail risk retrieved successfully",
    "success": true
}