# QuantOracle Parametric Value-at-Risk (VaR) Calculator

> QuantOracle Parametric Value-at-Risk (VaR) Calculator 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 parametric VaR and CVaR for a portfolio at specified confidence levels given a series of historical returns

## Facts

- Endpoint: POST https://api.quantoracle.dev/v1/risk/var-parametric
- Price: $0.008/call
- Payment: x402
- Status: unknown
- Last checked: 2026-09-14
- Activations on Zero: 0
- Tags: x402
- Canonical page: https://www.zero.xyz/c/api-quantoracle-dev-97ad55c9
- Structured record (JSON): https://api.zero.xyz/v1/capabilities/cap_lrF9abWHg06BSPXJBxzo5

Status and success rate cover calls made through Zero and Zero's own probes. Third-party monitors may report differently.

## How to call it through Zero

Zero handles the 402 payment challenge and records the run. With the Zero CLI installed (`npm i -g @zeroxyz/cli`):

```sh
zero fetch --capability api-quantoracle-dev-97ad55c9 -d '<json body>'
```

Example prompt: Calculate the parametric VaR and CVaR for my $1,000,000 portfolio using these daily returns: [-0.012, 0.008, -0.003, 0.015, -0.021, 0.005, -0.008, 0.012, -0.006, 0.01], at both 95% and 99% confidence levels over a 1-day holding period.

## When to prefer this

Use this endpoint when you need fast, parametric (normal-distribution-based) VaR and CVaR calculations for a portfolio, especially when you already have a time series of returns and want dollar-denominated risk figures. Prefer this over historical simulation VaR when computational speed is a priority and when the return distribution is reasonably normal. Ideal for daily risk monitoring, regulatory reporting estimates, or portfolio stress-testing workflows.

## Known failure modes

- Too few data points in returns array to compute reliable statistics
- Invalid confidence levels (outside 0-1 range or improperly formatted)
- Non-numeric values in the returns array
- Missing required fields (returns, portfolio_value, or confidence_levels)
- Network timeout for unusually large return series

## How this service works

QuantOracle: risk/var-parametric

## Output

Returns VaR and CVaR values as both percentages and dollar amounts at each requested confidence level, plus portfolio statistics including daily and annualized volatility, skewness, and kurtosis of the return distribution.

## Example request

```json
{
 "returns": [
  0.01,
  -0.02,
  0.015,
  -0.005,
  0.03,
  -0.01,
  0.02,
  -0.015,
  0.005,
  -0.025,
  0.008,
  -0.012,
  0.018,
  -0.007,
  0.022,
  0.011,
  -0.018,
  0.025,
  -0.008,
  0.013,
  -0.011,
  0.019,
  -0.006,
  0.016,
  -0.014,
  0.009,
  -0.003,
  0.021,
  -0.009,
  0.012
 ]
}
```

## Request schema (JSON Schema)

```json
{
 "type": "object",
 "properties": {
  "returns": {
   "type": "array",
   "items": {
    "type": "number"
   },
   "title": "Returns",
   "maxItems": 5000,
   "minItems": 10,
   "description": "Array of historical returns (max 5000)"
  },
  "portfolio_value": {
   "anyOf": [
    {
     "type": "number"
    },
    {
     "type": "null"
    }
   ],
   "title": "Portfolio Value",
   "description": "Optional portfolio value for dollar VaR"
  },
  "confidence_levels": {
   "type": "array",
   "items": {
    "type": "number"
   },
   "title": "Confidence Levels",
   "default": [
    0.95,
    0.99
   ],
   "maxItems": 5,
   "minItems": 1,
   "description": "Confidence levels for VaR calculation (max 5 levels)"
  },
  "holding_period_days": {
   "type": "integer",
   "title": "Holding Period Days",
   "default": 1,
   "maximum": 252,
   "minimum": 1,
   "description": "VaR holding period in days (1-252)"
  }
 }
}
```

## More

- Live health (JSON, refreshed every minute): https://www.zero.xyz/c/api-quantoracle-dev-97ad55c9/health.json
- [Zero catalog index](https://www.zero.xyz/llms.txt)
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