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Securaw CryptoVar Volatility Scenario Comparison
x402
Securaw CryptoVar Volatility Scenario Comparison is a paid API for AI agents from www.securaw.com, paid per call via x402, $0.5/call, status unknown (last checked 2026-10-18).
Runs Monte Carlo VaR for 2–3 distinct volatility scenarios on a single exposure and returns each scenario's VaR, delta from the first, and audit/replay proofs.
Price / call$0.5
Success—
StatusUnknown
How this service works
Compare 2 or 3 annualized volatility scenarios for a single exposure using Monte Carlo VaR. 0.50 USDC total. All other parameters, seed and path count stay identical. Returns each VaR, difference from the first scenario, original audit and replay proof. Supply base parameters and distinct sigmas. No live prices or correlated portfolio model. Automatic delivery, 30-minute SLA. Idempotency-Key required.
Output
Returns a structured response containing the VaR value for each supplied sigma scenario, the delta_var showing how each scenario differs from the first (reference) scenario, the original audit artifact from the CryptoVar engine, and a replay proof that allows independent verification of the computation using the same seed and parameters.
Example use cases
Stress-testing crypto portfolio volatility
“I have a $1,000,000 single crypto exposure and want to compare the 99% VaR over a 1-day horizon under 30% and 80% annualized volatility scenarios using seed 1234 and 10,000 paths — show me the VaR for each and the difference between them.”
Auditable pre-trade risk scenario analysis
“Before I put on a $250,000 position, run me a Monte Carlo VaR comparison at 95% confidence over a 30-day horizon under 25%, 50%, and 100% annualized vol using seed 9999 and 5,000 paths, and give me the audit proof so I can replay it later.”
Reproducing a prior volatility comparison
“I need to reproduce a volatility scenario comparison I ran earlier — same $750,000 exposure, 7-day horizon at 99% confidence, sigmas of 0.35 and 0.65, seed 7777, and 10,000 paths — can you run it again and confirm the VaR numbers match?”
Technical details
Endpoint
POSThttps://www.securaw.com/cryptovar/x402/risk_compare?utm_source=zero.xyzWhen to prefer
Choose this endpoint when you need to compare how VaR changes across 2 or 3 distinct volatility assumptions for a single exposure, with a fixed seed guaranteeing reproducibility and an audit trail for compliance or verification. It is better than the single-scenario VaR endpoint when sensitivity analysis or stress testing across volatility levels is the goal. Not suitable for correlated multi-asset portfolios or live price feeds.
Side effects
- Fewer than 2 or more than 3 sigmas supplied — schema validation error
- Non-distinct sigma values provided — may produce zero delta_var
- S0 or T out of allowed range — validation rejection
- N outside 1000–20000 range — schema rejection
- Missing Idempotency-Key header — request rejected
- Alpha below 0.9 or above 0.999 — validation error
- Service timeout beyond 30-minute SLA — delivery failure
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| service | string | |
| parameters | object |
Tags
x402
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