Hill Estimator for Tail Index
curl --request POST \
--url https://api.fincept.in/quantlib/risk/evt/hill \
--header 'Content-Type: application/json' \
--header 'X-API-Key: <api-key>' \
--data '
{
"data": [
-0.02,
-0.06,
-0.04,
-0.09,
-0.03,
-0.11,
-0.05,
-0.08
]
}
'import requests
url = "https://api.fincept.in/quantlib/risk/evt/hill"
payload = { "data": [-0.02, -0.06, -0.04, -0.09, -0.03, -0.11, -0.05, -0.08] }
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({data: [-0.02, -0.06, -0.04, -0.09, -0.03, -0.11, -0.05, -0.08]})
};
fetch('https://api.fincept.in/quantlib/risk/evt/hill', 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/evt/hill",
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([
'data' => [
-0.02,
-0.06,
-0.04,
-0.09,
-0.03,
-0.11,
-0.05,
-0.08
]
]),
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/evt/hill"
payload := strings.NewReader("{\n \"data\": [\n -0.02,\n -0.06,\n -0.04,\n -0.09,\n -0.03,\n -0.11,\n -0.05,\n -0.08\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/evt/hill")
.header("X-API-Key", "<api-key>")
.header("Content-Type", "application/json")
.body("{\n \"data\": [\n -0.02,\n -0.06,\n -0.04,\n -0.09,\n -0.03,\n -0.11,\n -0.05,\n -0.08\n ]\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.fincept.in/quantlib/risk/evt/hill")
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 \"data\": [\n -0.02,\n -0.06,\n -0.04,\n -0.09,\n -0.03,\n -0.11,\n -0.05,\n -0.08\n ]\n}"
response = http.request(request)
puts response.read_body{
"success": true,
"data": {
"xi": 0.28,
"standard_error": 0.045
}
}{
"detail": "Invalid API key"
}{
"detail": "Insufficient credits. This endpoint requires 5 credits."
}{
"detail": [
{
"loc": [
"<string>"
],
"msg": "<string>",
"type": "<string>"
}
]
}quantlib-risk
Hill Estimator for Tail Index
Estimates the tail index (shape parameter) using the Hill estimator, a simple non-parametric method for heavy-tailed distributions. The tail index determines how fat the tails are - higher values indicate heavier tails and more extreme events. Used for quick tail risk assessment and for calibrating more sophisticated models. [Tier: PRO, Credits: 5]
POST
/
quantlib
/
risk
/
evt
/
hill
Hill Estimator for Tail Index
curl --request POST \
--url https://api.fincept.in/quantlib/risk/evt/hill \
--header 'Content-Type: application/json' \
--header 'X-API-Key: <api-key>' \
--data '
{
"data": [
-0.02,
-0.06,
-0.04,
-0.09,
-0.03,
-0.11,
-0.05,
-0.08
]
}
'import requests
url = "https://api.fincept.in/quantlib/risk/evt/hill"
payload = { "data": [-0.02, -0.06, -0.04, -0.09, -0.03, -0.11, -0.05, -0.08] }
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({data: [-0.02, -0.06, -0.04, -0.09, -0.03, -0.11, -0.05, -0.08]})
};
fetch('https://api.fincept.in/quantlib/risk/evt/hill', 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/evt/hill",
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([
'data' => [
-0.02,
-0.06,
-0.04,
-0.09,
-0.03,
-0.11,
-0.05,
-0.08
]
]),
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/evt/hill"
payload := strings.NewReader("{\n \"data\": [\n -0.02,\n -0.06,\n -0.04,\n -0.09,\n -0.03,\n -0.11,\n -0.05,\n -0.08\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/evt/hill")
.header("X-API-Key", "<api-key>")
.header("Content-Type", "application/json")
.body("{\n \"data\": [\n -0.02,\n -0.06,\n -0.04,\n -0.09,\n -0.03,\n -0.11,\n -0.05,\n -0.08\n ]\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.fincept.in/quantlib/risk/evt/hill")
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 \"data\": [\n -0.02,\n -0.06,\n -0.04,\n -0.09,\n -0.03,\n -0.11,\n -0.05,\n -0.08\n ]\n}"
response = http.request(request)
puts response.read_body{
"success": true,
"data": {
"xi": 0.28,
"standard_error": 0.045
}
}{
"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
Loss or return data for tail analysis
Minimum array length:
100Example:
[-0.02, -0.06, -0.04, -0.09]
⌘I
