HALOWERKHandelswerk
rechner / value at risk
API operation: rechner value at risk. Use the linked input schema for request fields and the hub documentation for response fields, coverage and limitations.
POST https://handel.halowerk.com/v1/rechner/value-at-riskEingaben
| Feld | Typ | Pflicht | Beschreibung |
|---|---|---|---|
| returns | array | Ja | |
| confidence | number | Ja | |
| portfolio_cash | number | Ja | |
| horizon_periods | integer | Ja | |
| method | string | Ja |
Vollständiges Eingabeschema anzeigen
{
"type": "object",
"properties": {
"returns": {
"type": "array",
"items": {
"type": "number",
"minimum": -1000000000000,
"maximum": 1000000000000
},
"minItems": 2,
"maxItems": 5000
},
"confidence": {
"type": "number",
"exclusiveMinimum": 0,
"maximum": 0.999999
},
"portfolio_cash": {
"type": "number",
"minimum": 1e-12,
"maximum": 1000000000000
},
"horizon_periods": {
"type": "integer",
"minimum": 1,
"maximum": 1000
},
"method": {
"type": "string",
"enum": [
"historical",
"normal"
]
}
},
"required": [
"returns",
"confidence",
"portfolio_cash",
"horizon_periods",
"method"
],
"additionalProperties": false,
"example": {
"returns": [
-0.1,
0,
0.1,
0.2
],
"confidence": 0.75,
"portfolio_cash": 1000,
"horizon_periods": 1,
"method": "historical"
}
}Veröffentlichtes Eingabebeispiel
{
"returns": [
-0.1,
0,
0.1,
0.2
],
"confidence": 0.75,
"portfolio_cash": 1000,
"horizon_periods": 1,
"method": "historical"
}Ergebnis & Dokumentation
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Quelle dieser Seite: der veröffentlichte HALOWERK-Katalog. Stand: 2026-11-01, 15:19 UTC.
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