Portfolio Risk Assessment

Objective: Assess Value at Risk (VaR) and Expected Shortfall for a mixed crypto portfolio across Ethereum and Polygon.

1. Define Positions

   {
     "positions": [
       { "symbol": "ETH/USD", "quantity": 2, "entryPrice": 3200, "chain": "eth" },
       { "symbol": "MATIC/USD", "quantity": 800, "entryPrice": 1.5, "chain": "matic" }
     ],
     "confidence": 0.975
   }

2. Call assessRisk Endpoint

   curl https://api.arbion.org/v1/assessRisk \
     -H "Authorization: Bearer YOUR_API_KEY" \
     -H "Content-Type: application/json" \
     -d @positions.json

3. Interpret Results

   {
     "portfolioVaR": 8450.30,
     "expectedShortfall": 10230.75,
     "stressScenario": "2020_market_crash",
     "timestamp": "2025-05-15T10:40:00Z"
   }

   • VaR: At 97.5% confidence, max expected loss is $8,450.

   • Expected Shortfall: Worst-case average loss is $10,230.

4. Use Insights

   • Adjust hedging strategies or rebalance allocations to reduce VaR.