Volatility

ME10013 - Volatility & Risk metrics

Volatility & Risk

get

Realized/implied volatility, VaR, volatility regimes.

Why it matters: Trade IV-RV spreads. Size positions using VaR.

Authorizations

ApiKeyAuth

X-API-KeystringRequired

API key for authentication

Path parameters

change_variantstring · enumRequired

• value - Absolute value
• relchg - Relative change (%)
• score - Score (0-100)

Possible values:

time_variantstring · enumRequiredPossible values:

Query parameters

assetstring · enumOptional

Filter by asset

Possible values:

Responses

200

Volatility data

No content

get

/metrics/ME10013/{change_variant}/{time_variant}

HTTPcURLJavaScriptPython

GET /v1/metrics/ME10013/{change_variant}/{time_variant} HTTP/1.1
Host: api.madjik.io
X-API-Key: YOUR_API_KEY
Accept: */*

200

Volatility data

No content