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API · /riskmetrics-api

Risk Metrics API

healthy 4,834 Subscribers

Live risk-adjusted-return analytics that quants and portfolio managers run on a return or price series — computed on demand, no key, nothing cached. Get the Sharpe ratio with annualised return and volatility; the Sortino ratio using downside deviation; periodic and annualised volatility, downside deviation and semivariance; and historical and parametric Value-at-Risk plus Conditional VaR (Expected Shortfall) at any confidence level. Every value is computed live from your input and works for any market — forex, stocks, crypto or funds. A risk-statistics engine, distinct from raw price feeds, from technical-indicator tools and from option-pricing tools: it turns a series of returns into the risk-adjusted performance numbers a strategy is judged on.

#risk #sharpe #sortino #value-at-risk #volatility #portfolio #quant #finance
api.oanor.com/riskmetrics-api
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Machine-readable spec so AI agents can integrate this API.

/api/riskmetrics-api/openapi.json
/api/riskmetrics-api/llms.txt

Discovery: GET /api/index.json lists every API.

Risk Metrics API — live data on the oanor API marketplace

API health

healthy
Uptime
100.00%
Server probes · 24h
Avg latency
73 ms
Server probes · 24h
Subscribers
4,834
active
Total calls
95
last 7 days
status Full status page → · 15 probes/24h

Pricing

Pick a tier — billed monthly, cancel anytime.

Free

Free

  • 4,600 calls / month
  • 3 requests / second
  • Hard cap (429 above quota, no overage)
  • 4.6k calls/month
  • 3 req/sec
  • Sharpe, Sortino, volatility & VaR
  • No credit card
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Starter

€7.25 /month

  • 102,000 calls / month
  • 10 requests / second
  • Hard cap (429 above quota, no overage)
  • 102k calls/month
  • 10 req/sec
  • Email support
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Pro

€19.75 /month

  • 510,000 calls / month
  • 25 requests / second
  • Hard cap (429 above quota, no overage)
  • 510k calls/month
  • 25 req/sec
  • Priority support
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Business

€47.50 /month

  • 3,150,000 calls / month
  • 55 requests / second
  • Hard cap (429 above quota, no overage)
  • 3.15M calls/month
  • 55 req/sec
  • Dedicated SLA
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Related APIs

Other APIs with overlapping tags.

RugCheck Solana Token Safety API — oanor API marketplace

RugCheck Solana Token Safety API

Solana token safety and rug-risk analysis, live from the public RugCheck API, no key. On Solana anyone can mint a token in seconds, and the memecoin firehose is full of scams — tokens whose creator can still mint unlimited supply, freeze your wallet, or whose liquidity isn't locked and can be pulled. RugCheck is the safety layer the ecosystem uses before buying: it inspects a token's on-chain authorities, holder distribution, liquidity and LP locks and turns them into a risk score and a list of concrete red flags. The report endpoint is the core: pass a token mint and get its risk score, whether it has already rugged, the list of specific risks (each with a severity level), whether the mint and freeze authorities are still active (a live mint authority means the supply can be inflated; a live freeze authority means your tokens can be frozen), the holder count, the liquidity, and how concentrated the supply is in the top holder, top-10 holders and insiders. The recent endpoint lists the tokens the community is checking right now, each with its risk score. The new endpoint is the launch firehose — the newest mints, flagged by whether their mint and freeze authorities are still open. The verified endpoint lists tokens that have been verified. This is the token-safety / rug-risk cut for Solana — distinct from the scam/phishing/dApp-safety feed (URL and approval checks via GoPlus, not on-chain token risk), the launchpad firehose, the DEX-pair screeners and the price feeds. It pairs naturally with a memecoin launchpad feed: launch there, check the risk here. A higher risk score means more red flags. Built for crypto trading bots, memecoin scanners, wallet-safety and risk tools.

api.oanor.com/rugcheck-api

 Tail Correlation API — oanor API marketplace

Tail Correlation API

Measures the thing that destroys portfolios: correlations that look comfortably low in calm markets but spike toward 1 exactly when the market crashes, so the diversifiers you were counting on all fall together — computed live from Yahoo Finance daily closes, no key, nothing stored. A normal full-sample correlation hides this by averaging the calm days with the crisis days; this API instead conditions on the benchmark's extremes. For each asset it returns the ordinary correlation to the benchmark, the crash correlation (measured only on the benchmark's worst days — its lower tail), the rally correlation (on its best days), and the breakdown: how much the correlation rises in a crash versus normal. A bond, gold or commodity position with a low normal correlation but a high crash correlation is a false diversifier; one whose correlation stays low or falls in the tail is a genuine hedge. The asset endpoint returns one instrument's full tail-correlation profile; the screener endpoint ranks the cross-asset universe by crash correlation, surfacing which holdings actually fail when you need them. This is the conditional / tail-correlation cut — distinct from the unconditional cross-asset, sector and FX correlation matrices (which average all days together), the up/down capture API (magnitudes, not co-movement) and the price APIs. It is correlation when it matters: in the crash.

api.oanor.com/tailcorr-api

 FX Correlation Matrix API — oanor API marketplace

FX Correlation Matrix API

How the major currency pairs move together, computed live from Yahoo Finance daily closes — no key, nothing stored. Correlation is the input every FX desk needs before sizing a book: going long EUR/USD and long GBP/USD is not two bets but one, because the pairs move almost in lockstep; shorting USD/JPY against long EUR/USD doubles the same dollar view. This API turns the majors and key crosses into the pairwise correlation grid traders use to avoid stacking the same risk and to find genuine diversifiers. The matrix endpoint returns the full correlation matrix across ~14 pairs over a chosen window. The pair endpoint returns one pair's correlation to every other, ranked — its closest co-movers and its best hedges (the most negatively correlated). The highlights endpoint surfaces the most correlated and most inversely correlated pairs across the whole grid, the actionable extremes. Correlation is computed on daily log returns aligned over common trading days. This is the FX-pair correlation cut — distinct from the cross-asset-class correlation matrix (stocks/bonds/gold/oil/crypto/dollar), the currency-strength meter, the FX heat-map (which shows the day's move, not co-movement) and the price APIs in the catalogue.

api.oanor.com/fxcorrelation-api

 Ulcer Index API — oanor API marketplace

Ulcer Index API

Ranks a cross-asset universe by how painful each market's drawdowns have been, and how much return it paid for that pain, computed live from Yahoo Finance daily closes — no key, nothing stored. Volatility treats an up-move and a down-move as equally risky, but investors only lose sleep over the downside: the depth of the fall from the last high and how long it drags on before recovering. The Ulcer Index (Peter Martin) captures exactly that — the root-mean-square of every day's percentage drawdown from the running peak, so a deep, long drawdown is penalised far more than a brief dip and a market that keeps making new highs scores near zero. From it comes the Martin ratio (the Ulcer Performance Index) — annualised excess return divided by the Ulcer Index — the return earned per unit of drawdown pain, a downside-only cousin of the Sharpe ratio. The asset endpoint returns one instrument's full pain profile: Ulcer Index, maximum, average and current drawdown, longest time underwater, the Martin ratio and the pain ratio. The screener endpoint ranks the 21-instrument universe (equities, sectors, commodities, bonds, crypto; filterable by class) by Martin ratio (best pain-adjusted return) or by Ulcer Index (smoothest ride). This is the drawdown-pain / Ulcer-Index cut — distinct from a current-drawdown monitor (a point-in-time snapshot of how far below peak each market is), the Sharpe/Sortino/Calmar screener (Calmar uses only the single worst drawdown) and the price APIs. It scores the whole shape of the pain, not one point of it.

api.oanor.com/ulcerindex-api

Frequently asked questions

Quick answers about pricing, quotas, and integration.

How do I get an API key for Risk Metrics API?
Sign up for free at oanor.com, generate an API key from the developer dashboard, and call Risk Metrics API with the x-oanor-key header. No credit card needed for the free tier.
What's the rate limit for Risk Metrics API?
Free tier allows 1 request per second. Paid plans scale up to 50 requests per second on the Mega tier. Hard limits return HTTP 429 above the quota — no surprise overage charges.
How much does Risk Metrics API cost?
Risk Metrics API has a free tier with 100 calls / month. Paid plans start at €7.25 / month with higher quotas and faster rate limits.
Can I cancel my subscription anytime?
Yes. Plans are billed monthly and you can cancel anytime from your billing dashboard. No long-term contracts and no cancellation fee.
Is Risk Metrics API GDPR-compliant?
All requests to Risk Metrics API go through our EU-based gateway. Your upstream API key never leaves our server and no personal data is shared with the upstream provider beyond the request you send.

Pick an endpoint from the list on the left to see its details and try it.

Code snippets

Sign up to get an API key, then call any path under your slug.

curl https://api.oanor.com/riskmetrics-api/SOME_PATH \
  -H "x-oanor-key: oanor_test_..."
const res = await fetch("https://api.oanor.com/riskmetrics-api/SOME_PATH", {
  headers: { "x-oanor-key": "oanor_test_..." }
});
const data = await res.json();
$ch = curl_init("https://api.oanor.com/riskmetrics-api/SOME_PATH");
curl_setopt($ch, CURLOPT_RETURNTRANSFER, true);
curl_setopt($ch, CURLOPT_HTTPHEADER, ["x-oanor-key: oanor_test_..."]);
$response = curl_exec($ch);
import requests
r = requests.get(
    "https://api.oanor.com/riskmetrics-api/SOME_PATH",
    headers={"x-oanor-key": "oanor_test_..."},
)
print(r.json())

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