{"ok":true,"host":"api.quantoracle.dev","status":"ready","manifest":{"positioning":"QuantOracle is a focused quant analytics host serving agents that need structured market-regime context or portfolio-level risk metrics before making allocation, hedging, or strategy-selection decisions. It covers two distinct analytical layers: regime identification from price data and risk/performance measurement from returns data. It does not provide data feeds, trade execution, or per-asset attribution.","host_overview":"api.quantoracle.dev provides two quantitative analysis endpoints: one that classifies market regime from OHLC price series (trend, volatility, RSI, composite label), and one that computes a full portfolio risk tearsheet (Sharpe, Sortino, VaR, CVaR, drawdown, Kelly, Hurst, CAGR) from a daily returns series. Both endpoints operate on batch historical data, not live streams.","routing_guidance":"Use api.quantoracle.dev when an agent needs batch-mode regime classification from OHLC price data or a single-call portfolio risk tearsheet from a daily returns series. It is the right choice when replacing multiple individual metric calculations with one composite endpoint. Do not use it for real-time or tick-by-tick signal generation, live streaming risk monitoring, per-asset attribution within a portfolio, or sourcing the underlying price or returns data itself — the agent must supply that data from a separate market data provider. It is not a substitute for a live regime signal feed or a trade execution layer.","capability_clusters":[{"skill_names":["classify-market-regime"],"cluster_name":"Market Regime Classification","cluster_summary":"Analyzes a batch of historical OHLC closes to determine the current trend direction, volatility regime, RSI, and a composite regime label with a suggested trading strategy."},{"skill_names":["run-full-portfolio-risk-analysis"],"cluster_name":"Portfolio Risk & Performance Measurement","cluster_summary":"Computes a comprehensive risk tearsheet from a daily returns series, covering return metrics (CAGR, annualized vol), risk-adjusted ratios (Sharpe, Sortino, Calmar), tail-risk measures (VaR, CVaR), max drawdown, Kelly leverage, and Hurst exponent in a single call."}],"cross_skill_workflows":[{"steps":[{"skill_name":"classify-market-regime","description":"Submit the asset's historical OHLC series to obtain the current regime label, trend direction, volatility regime, and suggested strategy context."},{"skill_name":"run-full-portfolio-risk-analysis","description":"Submit the portfolio's daily returns series to obtain the full risk tearsheet; interpret Sharpe, drawdown, and Kelly leverage against the regime context returned in the prior step."}],"when_to_use":"Use when an agent needs to evaluate portfolio risk metrics in the context of the current market regime — for example, to determine whether a strategy's Sharpe ratio was achieved in a trending or mean-reverting, high- or low-volatility environment.","workflow_name":"Regime-Conditioned Risk Review"}]},"model":"claude-sonnet-4-6","version_no":2,"generated_at":"2026-05-21T05:32:29.378Z","provenance":"ai_authored_unreviewed","ai_authored":true,"merchant_reviewed":false,"merchant_edited":false,"merchant_reviewed_at":null,"merchant_edited_at":null,"skill_md_url":"https://x402gle.com/servers/api.quantoracle.dev/SKILL.md","skills_url":"https://x402gle.com/servers/api.quantoracle.dev/skills.json"}