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API · /riskmetrics-api

Risk Metrics API

healthy 4,834 Subscribers

Live risk-adjusted-return analytics that quants and portfolio managers run on a return or price series — computed on demand, no key, nothing cached. Get the Sharpe ratio with annualised return and volatility; the Sortino ratio using downside deviation; periodic and annualised volatility, downside deviation and semivariance; and historical and parametric Value-at-Risk plus Conditional VaR (Expected Shortfall) at any confidence level. Every value is computed live from your input and works for any market — forex, stocks, crypto or funds. A risk-statistics engine, distinct from raw price feeds, from technical-indicator tools and from option-pricing tools: it turns a series of returns into the risk-adjusted performance numbers a strategy is judged on.

#risk #sharpe #sortino #value-at-risk #volatility #portfolio #quant #finance
api.oanor.com/riskmetrics-api
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Machine-readable spec so AI agents can integrate this API.

/api/riskmetrics-api/openapi.json
/api/riskmetrics-api/llms.txt

Discovery: GET /api/index.json lists every API.

API health

healthy
Uptime
100.00%
Server probes · 24h
Avg latency
87 ms
Server probes · 24h
Subscribers
4,834
active
Total calls
5
last 7 days
status Full status page → · 10 probes/24h

Pricing

Pick a tier — billed monthly, cancel anytime.

Free

Free

  • 4,600 calls / month
  • 3 requests / second
  • Hard cap (429 above quota, no overage)
  • 4.6k calls/month
  • 3 req/sec
  • Sharpe, Sortino, volatility & VaR
  • No credit card
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Starter

€7.25 /month

  • 102,000 calls / month
  • 10 requests / second
  • Hard cap (429 above quota, no overage)
  • 102k calls/month
  • 10 req/sec
  • Email support
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Pro

€19.75 /month

  • 510,000 calls / month
  • 25 requests / second
  • Hard cap (429 above quota, no overage)
  • 510k calls/month
  • 25 req/sec
  • Priority support
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Business

€47.50 /month

  • 3,150,000 calls / month
  • 55 requests / second
  • Hard cap (429 above quota, no overage)
  • 3.15M calls/month
  • 55 req/sec
  • Dedicated SLA
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Built by

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PremiumApi

Related APIs

Other APIs with overlapping tags.

Monte Carlo API

Live Monte-Carlo simulation for price and portfolio forecasting that quants, traders and planners run to model uncertainty — computed on demand and reproducibly, no key, nothing cached. Run a geometric-Brownian-motion simulation of an asset and get the terminal-price distribution (percentiles, mean, probability of a gain); get the modelled chance of reaching a target price; project wealth over many years with periodic contributions (a retirement / savings projection); and return one sample price path for charting. Every run is seeded, so the same inputs always give the same numbers. A forward-looking simulation engine, distinct from historical-statistics and option-pricing tools — it turns a drift and volatility into a distribution of outcomes.

api.oanor.com/montecarlo-api

Forex Calculator API

Live foreign-exchange trading calculators computed from live ECB reference rates. The pip-value endpoint returns what one pip of a currency pair is worth, in the trader's account currency, for a given lot size. The position-size endpoint returns how many lots to trade to risk a fixed percentage of the account on a given stop-loss. The profit-loss endpoint returns the P&L of a trade from its entry, exit and direction. The margin endpoint returns the margin a position requires at a given leverage. All conversion to the account currency uses live exchange rates. Computed live, nothing stored. Distinct from raw FX-rate feeds — this turns rates into the pip values, position sizes, margins and P&L a trader acts on.

api.oanor.com/fxcalculator-api

OFR Financial Stress API

Live financial-stability data from the U.S. Office of Financial Research, the federal body created after 2008 to measure systemic risk, via its public Financial Stress Index (FSI). The OFR FSI is a daily, market-based index of stress in the global financial system: a positive value means above-average stress, zero is the historical norm and negative means calm. Get the latest headline index with its day-over-day change. Decompose it into the five kinds of stress it tracks — credit, equity valuation, funding, safe-assets/flight-to-safety and volatility — to see which channel is driving stress. Split it by where the stress sits, the United States versus other advanced economies. Pull the daily time series of the headline or any component back two decades. Live, no key, nothing stored. Distinct from rate, FX, central-bank and stock-index APIs — this is a single, official, daily measure of how stressed the financial system is and why. Perfect for macro, risk, trading and analytics apps.

api.oanor.com/ofr-api

Volatility Indices API

Live market "fear gauges" across asset classes as an API, served from Yahoo Finance. The VIX is the market's headline fear index — the S&P 500's 30-day implied volatility — and this returns it alongside the rest of the family: the 9-day VIX (short-term fear), the Nasdaq-100 (VXN) and Dow (VXD) volatility indices, crude-oil (OVX) and gold (GVZ) volatility, and the VVIX, the volatility of the VIX itself. Each comes with its current level, the day's change, and its day and 52-week range, and the board adds a plain-language fear regime from the VIX (complacent, normal, elevated, high or extreme). Get the whole board or one index. The implied-volatility and risk-sentiment layer for trading, macro-research and dashboard apps. Live, no key, no cache. Distinct from equity-index, crypto-volatility and FX-volatility APIs — this is the cross-asset implied-volatility (fear) suite.

api.oanor.com/volatilityindices-api

Frequently asked questions

Quick answers about pricing, quotas, and integration.

How do I get an API key for Risk Metrics API?
Sign up for free at oanor.com, generate an API key from the developer dashboard, and call Risk Metrics API with the x-oanor-key header. No credit card needed for the free tier.
What's the rate limit for Risk Metrics API?
Free tier allows 1 request per second. Paid plans scale up to 50 requests per second on the Mega tier. Hard limits return HTTP 429 above the quota — no surprise overage charges.
How much does Risk Metrics API cost?
Risk Metrics API has a free tier with 100 calls / month. Paid plans start at €7.25 / month with higher quotas and faster rate limits.
Can I cancel my subscription anytime?
Yes. Plans are billed monthly and you can cancel anytime from your billing dashboard. No long-term contracts and no cancellation fee.
Is Risk Metrics API GDPR-compliant?
All requests to Risk Metrics API go through our EU-based gateway. Your upstream API key never leaves our server and no personal data is shared with the upstream provider beyond the request you send.

Pick an endpoint from the list on the left to see its details and try it.

Code snippets

Sign up to get an API key, then call any path under your slug.

curl https://api.oanor.com/riskmetrics-api/SOME_PATH \
  -H "x-oanor-key: oanor_test_..."
const res = await fetch("https://api.oanor.com/riskmetrics-api/SOME_PATH", {
  headers: { "x-oanor-key": "oanor_test_..." }
});
const data = await res.json();
$ch = curl_init("https://api.oanor.com/riskmetrics-api/SOME_PATH");
curl_setopt($ch, CURLOPT_RETURNTRANSFER, true);
curl_setopt($ch, CURLOPT_HTTPHEADER, ["x-oanor-key: oanor_test_..."]);
$response = curl_exec($ch);
import requests
r = requests.get(
    "https://api.oanor.com/riskmetrics-api/SOME_PATH",
    headers={"x-oanor-key": "oanor_test_..."},
)
print(r.json())

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