QuantOracle Risk Correlation Matrix

x402

QuantOracle Risk Correlation Matrix is a paid API for AI agents from api.quantoracle.dev, paid per call via x402, $0.008/call, status unknown (last checked 2026-09-14).

Computes a pairwise correlation matrix and annualized volatilities for multiple asset return series

Price / call$0.008

Seller volume →—

Success—

StatusUnknown

How this service works

QuantOracle: risk/correlation

Output

Returns a square N×N correlation matrix across all submitted assets, per-asset annualized volatility estimates, the list of asset identifiers in matrix order, the number of observations used, and server-side computation time in milliseconds.

Example use cases

Example prompt

“Can you calculate the pairwise correlation matrix and volatilities for AAPL, MSFT, and GOOGL using these daily return series — AAPL: [0.01, -0.02, 0.005, 0.03], MSFT: [0.008, -0.015, 0.002, 0.025], GOOGL: [-0.001, 0.01, -0.005, 0.02]?”

Technical details

Endpoint

POSThttps://api.quantoracle.dev/v1/risk/correlation

When to prefer

Use this endpoint when you need to quantify the statistical co-movement and individual volatility of multiple assets simultaneously from raw return data. It is ideal for portfolio construction, risk decomposition, diversification analysis, or building correlation heatmaps. Prefer this over general-purpose statistics libraries when you need a finance-aware, low-latency, pay-per-call cloud computation without managing infrastructure.

Side effects

Fewer than 2 assets provided — cannot compute pairwise matrix
Return series of unequal length across assets — mismatched array sizes
Empty or null series arrays — insufficient data error
Single observation per asset — correlation undefined
Non-numeric values in return arrays — parsing or validation error

Input

{
  "series": {
    "ASSET_A": [
      0.01,
      -0.02,
      0.005,
      0.03,
      0.015,
      -0.01,
      0.008,
      -0.015,
      0.002,
      0.025,
      0.012,
      -0.008,
      0.011,
      -0.018,
      0.004,
      0.028,
      0.014,
      -0.009,
      0.009,
      -0.016,
      0.003,
      0.026,
      0.013,
      -0.007,
      0.01,
      -0.017,
      0.006,
      0.029,
      0.011,
      -0.01
    ],
    "ASSET_B": [
      0.008,
      -0.015,
      0.002,
      0.025,
      0.012,
      -0.008,
      0.007,
      -0.012,
      0.001,
      0.022,
      0.01,
      -0.006,
      0.009,
      -0.014,
      0.003,
      0.024,
      0.011,
      -0.007,
      0.008,
      -0.013,
      0.002,
      0.023,
      0.009,
      -0.005,
      0.01,
      -0.015,
      0.004,
      0.026,
      0.012,
      -0.008
    ]
  }
}

Schema · Request body

Field	Type	Description
series	object	Named return series, e.g. {"AAPL": [0.01, -0.02, ...], "MSFT": [...]}

Output

{
  "n": 30,
  "ms": 10.84,
  "_meta": {
    "url": "https://quantoracle.dev",
    "docs": "https://api.quantoracle.dev/docs",
    "powered_by": "QuantOracle"
  },
  "assets": [
    "ASSET_A",
    "ASSET_B"
  ],
  "correlation": [
    [
      1,
      0.9963
    ],
    [
      0.9963,
      1
    ]
  ],
  "volatilities": {
    "ASSET_A": 0.237,
    "ASSET_B": 0.1988
  }
}

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Technical details

Endpoint

POSThttps://api.quantoracle.dev/v1/risk/correlation

When to prefer

Side effects

Fewer than 2 assets provided — cannot compute pairwise matrix
Return series of unequal length across assets — mismatched array sizes
Empty or null series arrays — insufficient data error
Single observation per asset — correlation undefined
Non-numeric values in return arrays — parsing or validation error

Input

{
  "series": {
    "ASSET_A": [
      0.01,
      -0.02,
      0.005,
      0.03,
      0.015,
      -0.01,
      0.008,
      -0.015,
      0.002,
      0.025,
      0.012,
      -0.008,
      0.011,
      -0.018,
      0.004,
      0.028,
      0.014,
      -0.009,
      0.009,
      -0.016,
      0.003,
      0.026,
      0.013,
      -0.007,
      0.01,
      -0.017,
      0.006,
      0.029,
      0.011,
      -0.01
    ],
    "ASSET_B": [
      0.008,
      -0.015,
      0.002,
      0.025,
      0.012,
      -0.008,
      0.007,
      -0.012,
      0.001,
      0.022,
      0.01,
      -0.006,
      0.009,
      -0.014,
      0.003,
      0.024,
      0.011,
      -0.007,
      0.008,
      -0.013,
      0.002,
      0.023,
      0.009,
      -0.005,
      0.01,
      -0.015,
      0.004,
      0.026,
      0.012,
      -0.008
    ]
  }
}

Schema · Request body

Field	Type	Description
series	object	Named return series, e.g. {"AAPL": [0.01, -0.02, ...], "MSFT": [...]}

Output

{
  "n": 30,
  "ms": 10.84,
  "_meta": {
    "url": "https://quantoracle.dev",
    "docs": "https://api.quantoracle.dev/docs",
    "powered_by": "QuantOracle"
  },
  "assets": [
    "ASSET_A",
    "ASSET_B"
  ],
  "correlation": [
    [
      1,
      0.9963
    ],
    [
      0.9963,
      1
    ]
  ],
  "volatilities": {
    "ASSET_A": 0.237,
    "ASSET_B": 0.1988
  }
}