v1.0 · Now Available·Docs →

Quantitative Risk Analytics,
Delivered by API

Calculate VaR and CVaR from your own market data with a production-ready API built for trading systems, quantitative research, and FinTech applications.

Why Choose Scratio?

The quantitative tools you need,without the infrastructure you don't.

Not every project needs an entire risk platform. If you need access to focused quantitative models, Scratio helps you move from historical data to risk metrics without building everything from scratch.

Sometimes, you just need the right model.

Quick Start

Get started with the Quant Risk API in three simple steps.

STEP 1 OF 301

Upload Dataset

Upload your historical market data and receive a dataset ID.

REQUEST
Example request
curl -X POST "https://quant-risk.scratio.com/api/v1/risk/datasets/upload" \
  -H "accept: application/json" \
  -H "X-API-Key: qr_live_*************************" \
  -H "Content-Type: multipart/form-data" \
  -F "file=@historical_prices.csv"
Run example
EXPECTED RESULT
Response preview

Ready to run

Run the example to preview the API response.

You can use the system sample dataset_id: "ds_sample_001_970079" to skip this step and test the API directly.

WHAT DOES THIS MEAN?
Understanding the result

Run the example to see an explanation of the returned result.

Next: use the returned dataset_id to calculate portfolio risk.

Need the full request schema and endpoint reference? Build this request visually →

How It Works

From your data to portfolio risk metrics.

01

Upload Data

Upload your historical market data as a CSV dataset.

02

Define Portfolio

Specify assets, values, confidence level and time horizon.

03 · RISK ENGINE

Run Risk Model

Monte Carlo Normal
Monte Carlo Student-t
Historical Simulation
04

Get Results

Receive structured risk metrics through the API.

VaR
CVaR

Built for Algo-Traders & FinTech Apps

Quantitative risk analytics designed to integrate directly into your trading systems and financial applications.

Multi-Models. 1 API.

Monte Carlo Normal, Student-t, and Historical Simulation.

Custom Market Data

Upload your own historical price datasets.

Portfolio Risk Analytics

Calculate VaR, CVaR, PnL quantiles, and distributions.

Multi-Asset Portfolios

Model portfolio risk across multiple assets.

Developer-First API

REST API, API keys, JSON responses, and OpenAPI docs.

Risk Infrastructure

Authentication, rate limiting, and isolated datasets.

Simple, Transparent Pricing

Start building with Quant Risk API today.

Start Here

Free Trial

For testing API integration

$0
  • 10 risk calculations / 30 days
  • Max 1,000 simulations
  • All 3 risk models
  • Chart-ready risk data
Try it - No Card
Coming Soon

Starter

For growing risk workflows

$19.90 / month
  • All 3 risk models
  • Higher simulation limits
  • Higher usage limits
  • Larger datasets
  • Designed for production use

Usage limits will be announced when Starter launches.

Notify me when Starter launches