Calculate Optimal Hedge Ratio
curl --request POST \
--url https://api.fincept.in/quantlib/risk/portfolio-risk/optimal-hedge \
--header 'Content-Type: application/json' \
--header 'X-API-Key: <api-key>' \
--data '
{
"returns": [
0.015,
-0.022,
0.018,
-0.025,
0.012,
-0.015
],
"hedge_returns": [
-0.012,
0.019,
-0.015,
0.021,
-0.01,
0.013
]
}
'import requests
url = "https://api.fincept.in/quantlib/risk/portfolio-risk/optimal-hedge"
payload = {
"returns": [0.015, -0.022, 0.018, -0.025, 0.012, -0.015],
"hedge_returns": [-0.012, 0.019, -0.015, 0.021, -0.01, 0.013]
}
headers = {
"X-API-Key": "<api-key>",
"Content-Type": "application/json"
}
response = requests.post(url, json=payload, headers=headers)
print(response.text)const options = {
method: 'POST',
headers: {'X-API-Key': '<api-key>', 'Content-Type': 'application/json'},
body: JSON.stringify({
returns: [0.015, -0.022, 0.018, -0.025, 0.012, -0.015],
hedge_returns: [-0.012, 0.019, -0.015, 0.021, -0.01, 0.013]
})
};
fetch('https://api.fincept.in/quantlib/risk/portfolio-risk/optimal-hedge', options)
.then(res => res.json())
.then(res => console.log(res))
.catch(err => console.error(err));<?php
$curl = curl_init();
curl_setopt_array($curl, [
CURLOPT_URL => "https://api.fincept.in/quantlib/risk/portfolio-risk/optimal-hedge",
CURLOPT_RETURNTRANSFER => true,
CURLOPT_ENCODING => "",
CURLOPT_MAXREDIRS => 10,
CURLOPT_TIMEOUT => 30,
CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
CURLOPT_CUSTOMREQUEST => "POST",
CURLOPT_POSTFIELDS => json_encode([
'returns' => [
0.015,
-0.022,
0.018,
-0.025,
0.012,
-0.015
],
'hedge_returns' => [
-0.012,
0.019,
-0.015,
0.021,
-0.01,
0.013
]
]),
CURLOPT_HTTPHEADER => [
"Content-Type: application/json",
"X-API-Key: <api-key>"
],
]);
$response = curl_exec($curl);
$err = curl_error($curl);
curl_close($curl);
if ($err) {
echo "cURL Error #:" . $err;
} else {
echo $response;
}package main
import (
"fmt"
"strings"
"net/http"
"io"
)
func main() {
url := "https://api.fincept.in/quantlib/risk/portfolio-risk/optimal-hedge"
payload := strings.NewReader("{\n \"returns\": [\n 0.015,\n -0.022,\n 0.018,\n -0.025,\n 0.012,\n -0.015\n ],\n \"hedge_returns\": [\n -0.012,\n 0.019,\n -0.015,\n 0.021,\n -0.01,\n 0.013\n ]\n}")
req, _ := http.NewRequest("POST", url, payload)
req.Header.Add("X-API-Key", "<api-key>")
req.Header.Add("Content-Type", "application/json")
res, _ := http.DefaultClient.Do(req)
defer res.Body.Close()
body, _ := io.ReadAll(res.Body)
fmt.Println(string(body))
}HttpResponse<String> response = Unirest.post("https://api.fincept.in/quantlib/risk/portfolio-risk/optimal-hedge")
.header("X-API-Key", "<api-key>")
.header("Content-Type", "application/json")
.body("{\n \"returns\": [\n 0.015,\n -0.022,\n 0.018,\n -0.025,\n 0.012,\n -0.015\n ],\n \"hedge_returns\": [\n -0.012,\n 0.019,\n -0.015,\n 0.021,\n -0.01,\n 0.013\n ]\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.fincept.in/quantlib/risk/portfolio-risk/optimal-hedge")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Post.new(url)
request["X-API-Key"] = '<api-key>'
request["Content-Type"] = 'application/json'
request.body = "{\n \"returns\": [\n 0.015,\n -0.022,\n 0.018,\n -0.025,\n 0.012,\n -0.015\n ],\n \"hedge_returns\": [\n -0.012,\n 0.019,\n -0.015,\n 0.021,\n -0.01,\n 0.013\n ]\n}"
response = http.request(request)
puts response.read_body{
"success": true,
"data": {
"optimal_hedge_ratio": -0.87
}
}{
"detail": "Invalid API key"
}{
"detail": "Insufficient credits. This endpoint requires 5 credits."
}{
"detail": [
{
"loc": [
"<string>"
],
"msg": "<string>",
"type": "<string>"
}
]
}quantlib-risk
Calculate Optimal Hedge Ratio
Computes the minimum variance hedge ratio - the optimal proportion of hedging instrument to hold per unit of exposure. Based on the ratio of covariance between asset and hedge to variance of hedge. Essential for futures hedging, currency hedging, and portfolio insurance strategies. [Tier: PRO, Credits: 5]
POST
/
quantlib
/
risk
/
portfolio-risk
/
optimal-hedge
Calculate Optimal Hedge Ratio
curl --request POST \
--url https://api.fincept.in/quantlib/risk/portfolio-risk/optimal-hedge \
--header 'Content-Type: application/json' \
--header 'X-API-Key: <api-key>' \
--data '
{
"returns": [
0.015,
-0.022,
0.018,
-0.025,
0.012,
-0.015
],
"hedge_returns": [
-0.012,
0.019,
-0.015,
0.021,
-0.01,
0.013
]
}
'import requests
url = "https://api.fincept.in/quantlib/risk/portfolio-risk/optimal-hedge"
payload = {
"returns": [0.015, -0.022, 0.018, -0.025, 0.012, -0.015],
"hedge_returns": [-0.012, 0.019, -0.015, 0.021, -0.01, 0.013]
}
headers = {
"X-API-Key": "<api-key>",
"Content-Type": "application/json"
}
response = requests.post(url, json=payload, headers=headers)
print(response.text)const options = {
method: 'POST',
headers: {'X-API-Key': '<api-key>', 'Content-Type': 'application/json'},
body: JSON.stringify({
returns: [0.015, -0.022, 0.018, -0.025, 0.012, -0.015],
hedge_returns: [-0.012, 0.019, -0.015, 0.021, -0.01, 0.013]
})
};
fetch('https://api.fincept.in/quantlib/risk/portfolio-risk/optimal-hedge', options)
.then(res => res.json())
.then(res => console.log(res))
.catch(err => console.error(err));<?php
$curl = curl_init();
curl_setopt_array($curl, [
CURLOPT_URL => "https://api.fincept.in/quantlib/risk/portfolio-risk/optimal-hedge",
CURLOPT_RETURNTRANSFER => true,
CURLOPT_ENCODING => "",
CURLOPT_MAXREDIRS => 10,
CURLOPT_TIMEOUT => 30,
CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
CURLOPT_CUSTOMREQUEST => "POST",
CURLOPT_POSTFIELDS => json_encode([
'returns' => [
0.015,
-0.022,
0.018,
-0.025,
0.012,
-0.015
],
'hedge_returns' => [
-0.012,
0.019,
-0.015,
0.021,
-0.01,
0.013
]
]),
CURLOPT_HTTPHEADER => [
"Content-Type: application/json",
"X-API-Key: <api-key>"
],
]);
$response = curl_exec($curl);
$err = curl_error($curl);
curl_close($curl);
if ($err) {
echo "cURL Error #:" . $err;
} else {
echo $response;
}package main
import (
"fmt"
"strings"
"net/http"
"io"
)
func main() {
url := "https://api.fincept.in/quantlib/risk/portfolio-risk/optimal-hedge"
payload := strings.NewReader("{\n \"returns\": [\n 0.015,\n -0.022,\n 0.018,\n -0.025,\n 0.012,\n -0.015\n ],\n \"hedge_returns\": [\n -0.012,\n 0.019,\n -0.015,\n 0.021,\n -0.01,\n 0.013\n ]\n}")
req, _ := http.NewRequest("POST", url, payload)
req.Header.Add("X-API-Key", "<api-key>")
req.Header.Add("Content-Type", "application/json")
res, _ := http.DefaultClient.Do(req)
defer res.Body.Close()
body, _ := io.ReadAll(res.Body)
fmt.Println(string(body))
}HttpResponse<String> response = Unirest.post("https://api.fincept.in/quantlib/risk/portfolio-risk/optimal-hedge")
.header("X-API-Key", "<api-key>")
.header("Content-Type", "application/json")
.body("{\n \"returns\": [\n 0.015,\n -0.022,\n 0.018,\n -0.025,\n 0.012,\n -0.015\n ],\n \"hedge_returns\": [\n -0.012,\n 0.019,\n -0.015,\n 0.021,\n -0.01,\n 0.013\n ]\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.fincept.in/quantlib/risk/portfolio-risk/optimal-hedge")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Post.new(url)
request["X-API-Key"] = '<api-key>'
request["Content-Type"] = 'application/json'
request.body = "{\n \"returns\": [\n 0.015,\n -0.022,\n 0.018,\n -0.025,\n 0.012,\n -0.015\n ],\n \"hedge_returns\": [\n -0.012,\n 0.019,\n -0.015,\n 0.021,\n -0.01,\n 0.013\n ]\n}"
response = http.request(request)
puts response.read_body{
"success": true,
"data": {
"optimal_hedge_ratio": -0.87
}
}{
"detail": "Invalid API key"
}{
"detail": "Insufficient credits. This endpoint requires 5 credits."
}{
"detail": [
{
"loc": [
"<string>"
],
"msg": "<string>",
"type": "<string>"
}
]
}Authorizations
API key for authentication. Get your key at https://api.fincept.in/auth/register
Body
application/json
⌘I
