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Pairs Hedge Ratio OLS
x402
Pairs Hedge Ratio OLS 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 the OLS (ordinary least squares) hedge ratio beta of y on x (no intercept) for sizing the short leg in a pairs trade.
Price / call$0.001
Success—
StatusUnknown
How this service works
OLS hedge ratio beta of y on x (no intercept). Call when sizing the short leg in a pairs trade offline. Returns beta and n 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 OLS beta (hedge ratio) computed from the y-on-x regression without an intercept, and n (the number of observations used in the calculation). No external data sources or market feeds are used — the result is a pure function of the input arrays.
Example use cases
Sizing a stat arb short leg
“I'm trading a pairs position in two correlated ETFs. Given these daily closes for the first ETF (x): [48.2, 48.5, 47.9, 48.8, 49.1] and the second ETF (y): [96.1, 97.0, 95.8, 97.5, 98.3], what's the OLS hedge ratio so I know how many shares of x to short against each share of y?”
Updating hedge ratio after regime shift
“My pairs strategy had a beta of 0.95 but I think it's shifted after recent volatility. Can you recompute the OLS hedge ratio using my latest 20-day price series for x: [50,51,50.5,52,51.5,53,52,54,53.5,55,54,55.5,56,55,57,56.5,58,57,59,58] and y: [99,101,100,103,102,105,103,107,106,109,107,110,111,109,113,112,115,113,117,115]?”
Validating a cointegrated pair before entry
“Before I enter this trade, run an OLS regression (no intercept) on these two price series so I can see the hedge ratio — x is [200,202,198,205,203] and y is [400,404,397,411,406]. Tell me the beta and how many data points were used.”
Technical details
Endpoint
POSThttps://api.delx.ai/api/v1/x402/pairs-hedge-ratioWhen to prefer
Use this endpoint when you need a fast, cheap, deterministic OLS hedge ratio computation for pairs trading and have no need for a live market feed or external data. Ideal for offline sizing calculations, backtesting pipelines, or any scenario where you already have the price series and need beta quickly. Prefer this over a general statistics library call when you need a paid, auditable, x402-compatible micro-transaction API in an agentic workflow on Base.
Side effects
- Mismatched array lengths between x and y — endpoint may return an error or undefined behavior
- Empty or single-element arrays — insufficient data for regression
- Arrays containing NaN or non-numeric values — may cause computation failure
- All-zero x array — results in division by zero for beta
- Extremely large arrays may increase latency slightly but endpoint is designed for offline/batch use
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| x | array | Independent series for OLS hedge ratio |
| y | array | Dependent series for OLS hedge ratio |
Output
Schema · Response
{
"type": "json",
"example": {
"n": 5,
"beta": 1.98,
"schema": "delx/util-pairs-hedge-ratio/v1"
}
}Tags
x402
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