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QuantOracle Sharpe Ratio Calculator
x402
QuantOracle Sharpe Ratio Calculator is a paid API for AI agents from api.quantoracle.dev, paid per call via x402, $0.002/call, status unknown (last checked 2026-09-14).
Computes the annualized Sharpe ratio from a series of returns, including confidence intervals, standard error, excess return, and volatility statistics.
Price / call$0.002
Success—
StatusUnknown
How this service works
QuantOracle: stats/sharpe-ratio
Output
Returns the Sharpe ratio (annualized), annualized return, annualized volatility, excess return, standard error of the Sharpe, 95% confidence interval bounds (lower and upper), and sample size — along with response latency in milliseconds.
Example use cases
Example prompt
“Calculate the Sharpe ratio for these daily returns [0.001, -0.002, 0.003, 0.0015, -0.0005, 0.002] using a 4% annual risk-free rate and an annualization factor of 252, and give me the 95% confidence interval too.”
Technical details
Endpoint
POSThttps://api.quantoracle.dev/v1/stats/sharpe-ratioWhen to prefer
Choose this endpoint when you need a statistically rigorous Sharpe ratio with confidence intervals and standard error, not just a point estimate. Especially useful when evaluating whether a strategy's Sharpe ratio is statistically distinguishable from zero, or when comparing strategies with limited return histories. Pairs well with the probabilistic-sharpe endpoint on the same platform for deeper significance testing.
Side effects
- Empty or single-element returns array causing division-by-zero in volatility calculation
- Non-numeric values in the returns array causing a 400 validation error
- Negative annualization factor causing nonsensical results
- Extremely short return series producing very wide confidence intervals that may be misleading
- Missing required fields returning a 422 unprocessable entity error
Input
{
"returns": [
0.01,
-0.02,
0.03,
0.015,
-0.005,
0.02,
0.008,
-0.01,
0.012,
0.005,
-0.003,
0.018,
0.007,
-0.015,
0.022,
0.011,
-0.008,
0.014,
0.009,
-0.006,
0.016,
0.004,
-0.012,
0.019,
0.006,
-0.009,
0.013,
0.01,
-0.007,
0.017
]
}Schema · Request body
| Field | Type | Description |
|---|---|---|
| returns | array | Array of periodic returns (max 5000) |
| risk_free_rate | number | Annual risk-free rate |
| annualization_factor | integer | Trading days per year |
Output
{
"n": 30,
"ms": 14.7,
"_meta": {
"url": "https://quantoracle.dev",
"docs": "https://api.quantoracle.dev/docs",
"calculator": "https://quantoracle.dev/sharpe-ratio-calculator",
"powered_by": "QuantOracle"
},
"se_sharpe": 3.0364,
"ci_95_lower": 1.0611,
"ci_95_upper": 12.9636,
"sharpe_ratio": 7.0123,
"excess_return": 1.3864,
"annualized_vol": 0.1977,
"annualized_return": 1.4364
}Tags
x402
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