v1Quant Risk API

Quant Risk API Documentation

Learn how to use the Quant Risk API to perform quantitative portfolio risk analysis using your own historical price data.

Overview

Quant Risk API is a quantitative risk analysis API designed for portfolio risk modeling and simulation. Clients provide historical asset price data and portfolio configuration, while the API performs statistical risk calculations.

The API can estimate portfolio risk using Monte Carlo simulation and historical simulation methods, including Value at Risk (VaR), Conditional Value at Risk (CVaR), and profit and loss distribution data.

Quant Risk API is designed for developers, quantitative analysts, researchers, and applications that need programmatic portfolio risk calculations.

How It Works

The basic workflow consists of four steps.

  1. 1

    Upload a dataset

    Upload historical price data in CSV format and receive a dataset ID for later risk calculations.

  2. 2

    Define a portfolio

    Specify portfolio assets, weights, portfolio value, and the risk calculation parameters.

  3. 3

    Run a risk calculation

    Choose a supported calculation method and define parameters such as confidence level, time horizon, and simulation count.

  4. 4

    Analyze risk results

    Receive risk metrics such as VaR and CVaR together with P&L distribution data and model-specific results.

Documentation Sections

Getting Started

Learn the fundamentals of the API, including authentication, datasets, and your first request.

Risk Analytics

Understand the risk models and statistical metrics supported by the Quant Risk API.

Datasets & Portfolios

Learn how to provide price data and configure multi-asset portfolios for analysis.

API Reference

Explore available endpoints, request parameters, responses, rate limits, and error handling.