Rank the universe by the 2-day variance ratio test

Codefragmenten

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

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

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

Voorbeeldrespons

Een echte respons van dit endpoint, vastgelegd bij de laatste health check.

{
    "data": {
        "note": "Ranked by the 2-day variance ratio test. vr2 > 1 = momentum, < 1 = mean-reversion; |z2| >= 1.96 (p < 0.05) means the market is statistically distinguishable from a random walk at the 2-day horizon. metric=momentum ranks high VR first, reversion low VR first, significance by |z|. Read fresh per call, nothing cached.",
        "class": "all",
        "count": 19,
        "metric": "significance",
        "source": "Yahoo Finance",
        "horizon": 2,
        "results": [
            {
                "z2": -1.2,
                "vr2": 0.944,
                "name": "Emerging Markets",
                "rank": 1,
                "class": "index",
                "abs_z2": 1.2,
                "symbol": "EEM",
                "available": true,
                "p_value_2": 0.2311,
                "overall_verdict": "random walk — no horizon rejects the random-walk hypothesis at 95%"
            },
            {
                "z2": -0.98,
                "vr2": 0.938,
                "name": "Nasdaq 100 ETF",
                "rank": 2,
                "class": "index",
                "abs_z2": 0.98,
                "symbol": "QQQ",
                "available": true,
                "p_value_2": 0.3285,
                "overall_verdict": "random walk — no horizon rejects the random-walk hypothesis at 95%"
            },
            {
                "z2": -0.97,
                "vr2": 0.959,
                "name": "20Y+ Treasuries",
                "rank": 3,
                "class": "bond",
                "abs_z2": 0.97,
                "symbol": "TLT",
                "available": true,
                "p_value_2": 0.3302,
                "overall_verdict": "random walk — no horizon rejects the random-walk hypothesis at 95%"
            },
            {
                "z2": -0.85,
                "vr2": 0.966,
                "name": "USD/JPY",
                "rank": 4,
                "class": "fx",
                "abs_z2": 0.85,
                "symbol": "USDJPY=X",
                "available": true,
                "p_value_2": 0.3929,
                "overall_verdict": "random walk — no horizon rejects the random-walk hypothesis at 95%"
            },
            {
                "z2": -0.8,
                "vr2": 0.953,
                "name": "Technology Sector",
                "rank": 5,
                "class": "sector",
                "abs_z2": 0.8,
                "symbol": "XLK",
                "available": true,
                "p_value_2": 0.4254,
                "overall_verdict": "random walk — no horizon rejects the random-walk hypothesis at 95%"
            },
            {
                "z2": -0.79,
                "vr2": 0.948,
                "name": "High-Yield Credit",
                "rank": 6,
                "class": "bond",
                "abs_z2": 0.79,
                "symbol": "HYG",
                "available": true,
                "p_value_2": 0.4302,
                "ov
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