Rank the universe by crash correlation + diversification breakdown

Frammenti di codice

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

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

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

Risposta di esempio

Una risposta reale di questo endpoint, acquisita dall'ultimo health check.

{
    "data": {
        "note": "Computed vs SPY over window_days. normal_correlation uses all days; crash_correlation only the benchmark's worst 10% of days (its lower tail); rally_correlation only its best 10%. breakdown = crash - normal: positive means the asset correlates MORE in a crash (a false diversifier); a low or negative crash_correlation is a genuine crisis hedge. Read fresh per call, nothing cached.",
        "class": "all",
        "count": 20,
        "source": "Yahoo Finance",
        "results": [
            {
                "name": "S&P 500",
                "rank": 1,
                "class": "equity",
                "symbol": "SPY",
                "tail_pct": 10,
                "available": true,
                "breakdown": 0,
                "crash_days": 26,
                "rally_days": 26,
                "observations": 252,
                "crash_correlation": 1,
                "rally_correlation": 1,
                "normal_correlation": 1
            },
            {
                "name": "Nasdaq 100",
                "rank": 2,
                "class": "equity",
                "symbol": "QQQ",
                "tail_pct": 10,
                "available": true,
                "breakdown": -0.077,
                "crash_days": 26,
                "rally_days": 26,
                "observations": 252,
                "crash_correlation": 0.864,
                "rally_correlation": 0.841,
                "normal_correlation": 0.942
            },
            {
                "name": "Technology",
                "rank": 3,
                "class": "sector",
                "symbol": "XLK",
                "tail_pct": 10,
                "available": true,
                "breakdown": -0.092,
                "crash_days": 26,
                "rally_days": 26,
                "observations": 252,
                "crash_correlation": 0.78,
                "rally_correlation": 0.779,
                "normal_correlation": 0.872
            },
            {
                "name": "US Small Caps",
                "rank": 4,
                "class": "equity",
                "symbol": "IWM",
                "tail_pct": 10,
                "available": true,
                "breakdown": -0.226,
                "crash_days": 26,
                "rally_days": 26,
                "observations": 252,
                "crash_correlation": 0.607,
                "rally_correlation": 0.557,
                "normal_correlation": 0.833
            },
            {
                "name": "High-Yield Credit",
                "rank": 5,
                "class": "bond",
                "symbol": "HYG",
                "tail_pct": 10,
                "available": true,
                "breakdown": -0.19,
                "crash_days": 26,
                "rally_days": 26,
                "observations": 252,
                "crash_correlation": 0.518,
                "rally_correlation": 0.632,
                "normal_correlation": 0
…