Deterministic trading mathematics over a price series you supply or a ticker fet

Deterministic trading mathematics over a price series you supply or a ticker fetched live: returns and CAGR, annualized volatility, Sharpe and Sortino, max drawdown, historical and parametric VaR/CVaR, beta, alpha and correlation vs a benchmark, SMA/EMA, RSI, Bollinger bands, Black-Scholes price with Greeks, and the Kelly fraction. Exactly rounded sums, every formula named in the result, the same input always the same numbers; no LLM in the path. Input: prices or symbol, plus options.

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Endpoint

POST https://hubvibe-io.com/work/finance/analytics

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Example input (from the provider)

{
  "body": {
    "kelly": {
      "win_loss_ratio": 1.5,
      "win_probability": 0.55
    },
    "option": {
      "rate": 0.04,
      "strike": 120,
      "time_to_expiry_years": 0.5,
      "type": "call"
    },
    "prices": [
      100,
      101.5,
      99.8,
      102.2,
      103.9,
      103.1,
      105.4,
      104.2,
      106.8,
      108,
      107.1,
      109.5,
      111.2,
      110.4,
      112.9,
      114.3,
      113,
      115.8,
      117.1,
      116.2,
      118.6,
      120
    ],
    "risk_free_rate": 0.04,
    "windows": {
      "bollinger": 10,
      "ema": [
        5
      ],
      "rsi": 14,
      "sma": [
        5,
        10
      ]
    }
  },
  "bodyType": "json",
  "method": "POST",
  "type": "http"
}

Promised output schema (from the provider)

{
  "$schema": "https://json-schema.org/draft/2020-12/schema",
  "properties": {
    "input": {
      "additionalProperties": false,
      "properties": {
        "body": {
          "additionalProperties": false,
          "oneOf": [
            {
              "required": [
                "prices"
              ]
            },
            {
              "required": [
                "symbol"
              ]
            }
          ],
          "properties": {
            "alpha": {
              "description": "Tail probability for VaR/CVaR. Default 0.05.",
              "exclusiveMinimum": 0,
              "maximum": 0.5,
              "type": "number"
            },
            "benchmark_prices": {
              "description": "Benchmark series for beta/alpha/correlation, same order as `prices`.",
              "items": {
                "oneOf": [
                  {
                    "description": "A price.",
                    "exclusiveMinimum": 0,
                    "type": "number"
                  },
                  {
                    "additionalProperties": true,
                    "description": "{date, close}.",
                    "properties": {
                      "close": {
                        "exclusiveMinimum": 0,
                        "type": "number"
                      },
                      "date": {
                        "type": "string"
                      }
                    },
                    "required": [
                      "close"
                    ],
                    "type": "object"
                  }
                ]
              },
              "maxItems": 100000,
              "minItems": 2,
              "type": "array"
            },
            "benchmark_symbol": {
              "description": "Benchmark fetched live (e.g. SPY) for beta/alpha/correlation.",
              "pattern": "^[A-Za-z][A-Za-z0-9.\\-]{0,11}$",
              "type": "string"
            },
            "kelly": {
              "additionalProperties": false,
              "description": "Bet parameters for the Kelly fraction (enables kelly).",
              "properties": {
                "win_loss_ratio": {
                  "description": "Average win / average loss (b in b:1).",
                  "exclusiveMinimum": 0,
                  "type": "number"
                },
                "win_probability": {
                  "maximum": 1,
                  "minimum": 0,
                  "type": "number"
                }
              },
              "required": [
                "win_probability",
                "win_loss_ratio"
              ],
              "type": "object"
            },
            "metrics": {
              "description": "Which results to compute. Default: returns, volatility, sharpe, sortino, drawdown, var, moving_averages, rsi, bollinger, plus beta/black_scholes/kelly when their inputs are given.",
              "items": {
                "enum": [
                  "returns",
                  "volatility",
                  "sharpe",
                  "sortino",
                  "drawdown",
                  "var",
                  "beta",
                  "moving_averages",
                  "rsi",
                  "bollinger",
                  "black_scholes",
                  "kelly"
                ],
                "type": "string"
              },
              "minItems": 1,
              "type": "array",
              "uniqueItems": true
            },
            "option": {
              "additionalProperties": false,
              "description": "European option to price with Black-Scholes-Merton (enables black_scholes).",
              "properties": {
                "dividend_yield": {
                  "description": "Continuous yield, default 0.",
                  "minimum": 0,
                  "type": "number"
                },
                "rate": {
                  "description": "Continuous risk-free rate; default risk_free_rate.",
                  "type": "number"
                },
                "spot": {
                  "description": "Default: the last price of the series.",
                  "exclusiveMinimum": 0,
                  "type": "number"
                },
                "strike": {
                  "exclusiveMinimum": 0,
                  "type": "number"
                },
                "time_to_expiry_years": {
                  "exclusiveMinimum": 0,
                  "type": "number"
                },
                "type": {
                  "enum": [
                    "call",
                    "put"
                  ],
                  "type": "string"
                },
                "volatility": {
                  "description": "Annual volatility as a fraction; default: the series' annualized log-return volatility.",
                  "exclusiveMinimum": 0,
                  "type": "number"
                }
              },
              "required": [
                "type",
                "strike",
                "time_to_expiry_years"
              ],
              "type": "object"
            },
            "periods_per_year": {
              "description": "Annualization basis: 252 trading days (default), 12 months, 365 days, 52 weeks.",
              "maximum": 100000,
              "minimum": 1,
              "type": "integer"
            },
            "prices": {
              "description": "Prices oldest first: numbers, or {date, close} objects. Use this OR `symbol`.",
              "items": {
                "oneOf": [
                  {
                    "description": "A price.",
                    "exclusiveMinimum": 0,
                    "type": "number"
                  },
                  {
                    "additionalProperties": true,
                    "description": "{date, close}.",
                    "properties": {
                      "close": {
                        "exclu

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