Rank the universe by tail-risk metric

Extraits de code

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

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

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

Exemple de réponse

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

{
    "data": {
        "note": "Ranked by cvar over window_days of daily returns at 95% confidence. VaR = daily loss not exceeded on 95% of days; CVaR (expected shortfall) = average loss on the worst 5% of days. Negative skew = crash-prone; high excess kurtosis = fat-tailed. Losses are reported as positive percentages. Read fresh per call, nothing cached.",
        "class": "all",
        "count": 20,
        "metric": "cvar",
        "safest": {
            "symbol": "HYG",
            "cvar_pct": 0.62
        },
        "source": "Yahoo Finance",
        "results": [
            {
                "name": "Silver",
                "rank": 1,
                "class": "commodity",
                "symbol": "SLV",
                "cvar_pct": 9.7,
                "skewness": -2.184,
                "available": true,
                "observations": 252,
                "var_hist_pct": 4.89,
                "confidence_pct": 95,
                "excess_kurtosis": 13.926,
                "var_parametric_pct": 5.88,
                "daily_volatility_pct": 3.77
            },
            {
                "name": "Ethereum",
                "rank": 2,
                "class": "crypto",
                "symbol": "ETH-USD",
                "cvar_pct": 8.53,
                "skewness": -0.002,
                "available": true,
                "observations": 252,
                "var_hist_pct": 5.49,
                "confidence_pct": 95,
                "excess_kurtosis": 2.564,
                "var_parametric_pct": 6.15,
                "daily_volatility_pct": 3.54
            },
            {
                "name": "Crude Oil",
                "rank": 3,
                "class": "commodity",
                "symbol": "USO",
                "cvar_pct": 6,
                "skewness": 0.323,
                "available": true,
                "observations": 252,
                "var_hist_pct": 4.04,
                "confidence_pct": 95,
                "excess_kurtosis": 3.181,
                "var_parametric_pct": 4.36,
                "daily_volatility_pct": 2.82
            },
            {
                "name": "Bitcoin",
                "rank": 4,
                "class": "crypto",
                "symbol": "BTC-USD",
                "cvar_pct": 5.9,
                "skewness": -0.163,
                "available": true,
                "observations": 252,
                "var_hist_pct": 3.95,
                "confidence_pct": 95,
                "excess_kurtosis": 5.784,
                "var_parametric_pct": 4.33,
                "daily_volatility_pct": 2.49
            },
            {
                "name": "Gold",
                "rank": 5,
                "class": "commodity",
                "symbol": "GLD",
                "cvar_pct": 4.46,
                "skewness": -1.111,
                "available": true,
                "observations": 252,
                "var_hist_pct": 2.93,
                "confidence_pct": 95,
                "e
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