analytics_run_quantstats | QuantStats-style report over one year of daily history for a saved portfolio: performance (total and annualised return, best/worst day), risk (annualised volatility, max drawdown, daily 95% VaR and CVaR, downside deviation), ratios (Sharpe, Sortino, Calmar, profit factor) and the return distribution. | Read, core, credits |
analytics_run_montecarlo | Monte Carlo of a saved portfolio over 252 daily steps from one year of history: median, 5th and 95th percentile returns, probability of loss and expected max drawdown (percent), plus sample paths. | Read, credits |
analytics_optimize_portfolio | Optimal weights for a saved portfolio’s holdings from one year of daily prices, with expected annual return, volatility and Sharpe, the other strategies for comparison, risk contributions and an efficient frontier. | Read, credits |
analytics_run_ffn | FFN-style analysis of a saved portfolio over one year of daily prices: per-asset and portfolio return, CAGR, volatility, Sharpe, drawdown and streak statistics, and alternative weightings (equal risk contribution, inverse volatility, equal) compared with the current one. | Read, credits |
analytics_run_attribution | Where a saved portfolio’s return came from over a window: contribution by position and sector, the mark-to-market split, and the active return against a benchmark split into beta-explained and selection. | Read, credits |
analytics_list_attribution_runs | The stored end-of-day attribution reports of one portfolio, newest first, each with its trigger (manual or auto), benchmark, lookback, credits paid and full result. | Read |
analytics_get_attribution_schedule | Whether a portfolio is enrolled in the daily automatic attribution report, with its benchmark, lookback, last charge date and the price per day (credits_per_day). | Read |
analytics_compute_technicals | Daily technical-indicator grid for a symbol (SMA, EMA, MACD, ADX, Aroon, RSI, stochastic, Williams %R, ROC, MFI, ATR, Bollinger, OBV, VWAP, CMF and more), one row per bar plus a summary with buy/neutral/sell tallies per indicator group and an overall signal. | Read, core |
analytics_get_risk_free_rate | The current risk-free rate as an annual decimal (0.043 = 4.3%) from FRED DGS10 (10-year Treasury), cached for 24 hours, with its source. | Read |
analytics_get_macro_factors | Dated observations (YYYY-MM-DD, value) for one or more FRED series ids such as DGS10, CPIAUCSL, UNRATE, FEDFUNDS. | Read |
analytics_scan_market_regime | Cross-sectional read of a universe of at least 5 distinct symbols: regime (RISK-ON, RISK-OFF, CORRELATED, BROAD ADVANCE, BROAD DECLINE, MIXED) and a one-line reading, breadth above each symbol’s own moving average, advancing breadth, dispersion, average pairwise correlation, annualised realised volatility, leaders and laggards. | Read, credits |
analytics_model_option_strategy | Black-Scholes risk profile of a multi-leg option strategy: per-leg theoretical value and Greeks, aggregated delta/gamma/vega/theta, net premium, breakevens, a spot x volatility scenario P&L grid with worst and best cells, and a non-authoritative margin estimate (worst grid loss, floored at 5% of short notional). | Read, credits |
analytics_calibrate_vol_surface | Joint SVI calibration of an implied-volatility surface across at least two expiries under a no-calendar-arbitrage constraint, multi-started per slice. | Read, credits |
analytics_list_surface_fits | The account’s stored surface calibrations, newest first: underlying, as-of, fitted time, slice count, calendar_ok, slices repaired, worst RMSE (IV) and the fit. | Read |
analytics_simulate_alt_program | Seeded correlated Monte Carlo of a private-markets commitment program (Takahashi-Alexander pacing): percentile bands per period of capital calls, distributions, net and cumulative cash flow and NAV, the probability of a funding shortfall against reserves plus credit line, the need at the stated confidence and the largest sustainable annual commitment. | Read, credits |
analytics_backtest_rules | Backtests one symbol with entry and exit rules in the screener’s condition DSL, stop loss, take profit, trailing stop and position sizing, on the fincept engine with a default cost model for the asset class. | Read, credits |
analytics_list_rule_backtests | The account’s stored rule backtests, newest first. | Read |
analytics_get_rule_backtest | One stored rule backtest of this account with its result. | Read |
