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CVaR ES Lite
x402
CVaR ES Lite is a paid API for AI agents from api.delx.ai, paid per call via x402, $0.001/call, status unknown (last checked 2026-09-15).
Computes historical Conditional Value at Risk (CVaR/Expected Shortfall) at a given alpha from a return series using local math, returning var and cvar as deterministic JSON.
Price / call$0.001
Success—
StatusUnknown
How this service works
Historical CVaR/ES at alpha from return samples. Call when tail risk budgeting without a full risk engine. Returns var and cvar as deterministic JSON for $0.001 USDC via x402 on Base. First-party local math only—no RPC, live market feed, API keys, storage, or mediagen. Advisory only; the caller owns capital, risk, and production controls.
Output
Returns a deterministic JSON object containing the computed VaR (Value at Risk) and CVaR (Conditional Value at Risk / Expected Shortfall) values at the specified alpha probability level, derived purely from the provided return samples using local arithmetic — no external data sources involved.
Example use cases
Portfolio tail risk assessment
“I have a list of 200 daily portfolio returns and want to know the expected shortfall at the 5% tail — can you calculate the CVaR and VaR from these numbers?”
Risk budgeting for multi-asset strategy
“I'm allocating risk across three strategies and need the CVaR at alpha 0.10 for each return series so I can set tail risk budgets — here are the three arrays of monthly returns.”
Stress testing downside exposure
“Before I size this trade, can you compute the conditional value at risk at the 1% tail from these historical simulated returns so I understand the worst-case expected loss?”
Technical details
Endpoint
POSThttps://api.delx.ai/api/v1/x402/cvar-liteWhen to prefer
Choose this endpoint when you need fast, deterministic CVaR/ES computation from a raw return series without setting up a full risk engine, subscribing to live market data, or managing API keys. Ideal for lightweight risk budgeting workflows, one-off tail risk checks in agent pipelines, or when you want first-party local math with no external dependencies. Prefer alternatives if you need real-time market data, Monte Carlo simulation, parametric VaR models, or risk attribution beyond CVaR/ES.
Side effects
- Missing or empty returns array — endpoint cannot compute statistics without data
- Alpha value out of valid range (must be between 0 and 1 exclusive) — returns error
- Malformed input types (non-numeric values in returns array) — parsing or computation error
- Insufficient return samples for meaningful tail estimation at very low alpha values
- Payment failure or insufficient USDC balance for x402 micropayment
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| alpha | number | Tail probability for CVaR (e.g. 0.05) |
| returns | array | Return series or matrix of series |
Output
Schema · Response
{
"type": "json",
"example": {
"n": 6,
"var": -0.08,
"cvar": -0.08,
"schema": "delx/util-cvar-lite/v1"
}
}Tags
x402
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