Portfolio CVaR 95 (M10058)
Portfolio CVaR 95 — personal classic metric served by the Madjik API.
| Metric ID | M10058 |
|---|---|
| Category | personal |
| Access | personal — computed per customer from their submitted portfolio; values are visible only to the submitting API key |
| Classification | classic |
| Computation | Classical + Quantum (hardware) + Quantum (simulated) |
| Methods | Classical, Quantum (hardware), Quantum (simulated) |
| Cadence | hourly |
| Data inputs | Other public data |
| Lookback windows | not stated for this metric yet |
| Definition version | 1.0 · specification (JSON) |
| Computed by | Black Belt Labs |
| Freshness | fresh |
Methodology
Personal: 95% conditional value-at-risk (expected shortfall, % per day) of the portfolio from trailing 60d historical simulation. QC-candidate with the strongest theory: quantum amplitude estimation gives a proven quadratic speedup over Monte Carlo, most valuable exactly in the tail.
Classic metric: its substance is available elsewhere; Madjik serves it with full history, variants and provenance.
Access this metric
This is a personal metric: there is no market-wide value. Submit your portfolio, then read your own values — see the Personal Metrics guide.
# submit or update your portfolio (positions replace the previous snapshot)
curl -X POST -H "X-API-Key: YOUR_API_KEY" -H "Content-Type: application/json" \
-d '{"positions": [{"symbol": "BTC", "qty": 0.5}, {"symbol": "USDT", "qty": 20000}]}' \
"https://api.madjik.io/v1/portfolio"
# your personal metric values (computed hourly)
curl -H "X-API-Key: YOUR_API_KEY" "https://api.madjik.io/v1/metrics/personal"Response shapes: Response format · provenance labels: Data provenance · public methodology row: api.madjik.io/methodology
Overview page on the main site: https://www.madjik.io/metrics/m10058-portfolio-cvar-95/