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HALOWERK Value-at-Risk Calculator
x402
HALOWERK Value-at-Risk Calculator is a paid API for AI agents from handel.halowerk.com, paid per call via x402, $0.005/call, status unknown (last checked 2026-10-13).
Computes historical (nearest-rank) or parametric (normal distribution) Value at Risk for a portfolio given caller-supplied return series and parameters
Price / call$0.005
Success—
StatusUnknown
How this service works
Historischer oder parametrischer Value at Risk. Historisch Nearest-Rank für eine Periode. Parametrisch Normalverteilung mit Stichprobenstandardabweichung und unabhängigen gleichverteilten Perioden. Vorzeichen nicht abgeschnitten. Alle Zahlen, Kurse und Vorgaben liefert der Aufrufer. Keine eigenen Kursdaten, kein Brokerzugriff, keine Ausführung. Rechenwerkzeug, keine Anlageberatung, keine Empfehlung.
Output
Returns the computed Value at Risk figure (not truncated in sign) as a numeric result for the specified method, confidence level, horizon, and portfolio cash value. No price data is fetched; all inputs are caller-supplied. The result is a pure risk metric, not investment advice.
Example use cases
Daily risk reporting for trading desk
“I have 500 daily log-returns for my equity portfolio valued at $2,000,000. Can you compute the historical VaR at 95% confidence over a 1-day horizon so I can include it in today's risk report?”
Parametric VaR for 10-day stress scenario
“Run a parametric (normal distribution) Value at Risk calculation on these 200 returns for a portfolio worth $750,000, using 99% confidence and a 10-day horizon.”
Backtesting VaR model comparison
“I want to compare historical and parametric VaR for the same return series — can you first calculate historical VaR at 95% confidence over 1 period for a $100,000 portfolio using these 300 returns?”
Technical details
Endpoint
POSThttps://handel.halowerk.com/v1/rechner/value-at-risk?utm_source=zero.xyzWhen to prefer
Choose this endpoint when you need a pure computational VaR engine without any market data dependency — all prices and returns are supplied by the caller. Ideal for agents with their own historical or simulated return series who need a reproducible, formula-correct VaR figure (historical nearest-rank or parametric normal) without brokerage access, data subscriptions, or embedded assumptions. Prefer over full-stack risk platforms when auditability and caller-controlled inputs matter.
Side effects
- Fewer than 2 returns supplied (minItems violation)
- Confidence level outside (0, 0.999999] range
- Horizon periods exceeding 1000 or below 1
- Portfolio cash value below 1e-12 or above 1e12
- Invalid method enum value (must be 'historical' or 'normal')
- Individual return values outside ±1e12 bounds
- Payment failure or insufficient USDC balance (x402)
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| method | string | |
| returns | array | |
| confidence | number | |
| portfolio_cash | number | |
| horizon_periods | integer |
Tags
x402
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