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POST
Backtest VaR Model

Authorizations

X-API-Key
string
header
required

API key for authentication. Get your key at https://api.fincept.in/auth/register

Body

application/json
actual_returns
number[]
required

Historical actual portfolio returns

Minimum array length: 250
Example:
var_estimates
number[]
required

Corresponding VaR estimates (positive values representing losses)

Example:
confidence
number
default:0.99

Confidence level used for VaR estimates

Example:

0.99

Response

Backtest results with statistical tests

success
boolean
Example:

true

data
object