QuantOracle

by QuantOraclelivefrom $0.002 /call

Deterministic quant-finance API for agents: Black-Scholes with full Greeks, Kelly, Monte Carlo, Sharpe/Sortino/VaR/CVaR, GARCH, drawdown, plus paid composites (risk audit, hedge recs, options optimizer). ~73 tools; 1,000 free calls/day.

TOOLS · 40

#TOOLDESCRIPTIONPRICE/CALL

01POST /v1/options/pricedocsBlack-Scholes pricing with Greeks.$0.005

02POST /v1/options/implied-voldocsNewton-Raphson implied volatility solver.$0.005

03POST /v1/options/strategydocsMulti-leg options P&L and breakevens.$0.008

04POST /v1/options/payoff-diagramdocsPayoff diagram data generation.$0.005

05POST /v1/derivatives/binomial-treedocsCRR binomial tree for American/European options.$0.008

06POST /v1/derivatives/barrier-optiondocsBarrier option analytical pricing.$0.008

07POST /v1/derivatives/asian-optiondocsGeometric/arithmetic Asian option approximation.$0.008

08POST /v1/derivatives/lookback-optiondocsGoldman-Sosin-Gatto lookback option pricing.$0.008

09POST /v1/derivatives/option-chain-analysisdocsSkew, max pain, put-call ratios.$0.015

10POST /v1/derivatives/put-call-paritydocsParity check and arbitrage detection.$0.002

11POST /v1/derivatives/volatility-surfacedocsImplied volatility surface construction.$0.015

12POST /v1/risk/portfoliodocs22 risk metrics (Sharpe, Sortino, VaR, CVaR, drawdown).$0.008

13POST /v1/risk/kellydocsKelly Criterion, discrete or continuous.$0.005

14POST /v1/risk/position-sizedocsFixed fractional position sizing.$0.005

15POST /v1/risk/drawdowndocsDrawdown decomposition.$0.005

16POST /v1/risk/correlationdocsCorrelation and covariance matrices.$0.008

17POST /v1/risk/var-parametricdocsParametric Value-at-Risk and CVaR.$0.008

18POST /v1/risk/stress-testdocsMulti-scenario portfolio stress testing.$0.008

19POST /v1/risk/transaction-costdocsCommission, spread, market impact cost model.$0.005

20POST /v1/indicators/technicaldocs13 technical indicators (SMA, EMA, RSI, MACD).$0.005

21POST /v1/indicators/regimedocsTrend and volatility regime classification.$0.005

22POST /v1/indicators/crossoverdocsGolden/death cross detection.$0.005

23POST /v1/indicators/bollinger-bandsdocsBollinger Bands with squeeze detection.$0.002

24POST /v1/indicators/fibonacci-retracementdocsFibonacci retracement and extension levels.$0.002

25POST /v1/indicators/atrdocsAverage True Range with regime.$0.002

26POST /v1/stats/linear-regressiondocsOLS regression with R-squared, t-stats, standard errors.$0.008

27POST /v1/stats/polynomial-regressiondocsPolynomial fit with goodness metrics.$0.008

28POST /v1/stats/cointegrationdocsEngle-Granger cointegration test with half-life.$0.008

29POST /v1/stats/hurst-exponentdocsHurst exponent via rescaled range (R/S) analysis.$0.008

30POST /v1/stats/garch-forecastdocsGARCH(1,1) volatility forecasting.$0.015

31POST /v1/stats/zscoredocsRolling and static z-scores.$0.002

32POST /v1/stats/distribution-fitdocsDistribution fitting and ranking.$0.008

33POST /v1/stats/correlation-matrixdocsCorrelation with eigenvalue decomposition.$0.015

34POST /v1/stats/realized-volatilitydocsParkinson, Garman-Klass, Yang-Zhang realized volatility.$0.005

35POST /v1/stats/normal-distributiondocsCDF, PDF, quantile, confidence intervals.$0.002

36POST /v1/stats/sharpe-ratiodocsSharpe with Lo standard error and 95% CI.$0.002

37POST /v1/stats/probabilistic-sharpedocsBailey & Lopez de Prado Probabilistic Sharpe Ratio.$0.005

38POST /v1/portfolio/optimizedocsMax Sharpe, min vol, or risk parity optimization.$0.015

39POST /v1/portfolio/risk-parity-weightsdocsEqual risk contribution weights.$0.008

40POST /v1/fixed-income/bonddocsBond price, duration, convexity, DV01.$0.008

Prices set by the provider and charged per successful call.

CONNECT

# Inspect the unpaid x402 requirement before signing anything.
# Use the method and body in the provider docs when this is not a GET route.
curl -i --request GET 'https://api.quantoracle.dev'

Keep EVM_PRIVATE_KEY server-side and use a narrowly funded wallet.official buyer guide ↗