removedOutput schema / properties / result / properties
Removed value: -{
- "as_of": {
- "description": "Date or timestamp of the last price (from the dates given or the source).",
- "examples": [
- "2026-09-25"
- ],
- "type": [
- "string",
- "null"
- ]
- },
- "beta": {
- "description": "Against the benchmark; null unless one was given.",
- "properties": {
- "alpha_annualized": {
- "description": "Annualized Jensen's alpha.",
- "examples": [
- 0.31
- ],
- "type": [
- "number",
- "null"
- ]
- },
- "benchmark_annualized_volatility": {
- "description": "Benchmark volatility, annualized.",
- "examples": [
- 0.18
- ],
- "type": [
- "number",
- "null"
- ]
- },
- "beta": {
- "description": "cov/var vs the benchmark.",
- "examples": [
- 1.12
- ],
- "type": [
- "number",
- "null"
- ]
- },
- "correlation": {
- "description": "Pearson correlation of period returns.",
- "examples": [
- 0.83
- ],
- "type": [
- "number",
- "null"
- ]
- },
- "n": {
- "description": "Aligned returns used.",
- "examples": [
- 21
- ],
- "type": "integer"
- }
- },
- "required": [
- "n",
- "beta"
- ],
- "type": [
- "object",
- "null"
- ]
- },
- "black_scholes": {
- "description": "Black-Scholes-Merton.",
- "properties": {
- "d1": {
- "description": "d1.",
- "examples": [
- 0.11
- ],
- "type": "number"
- },
- "d2": {
- "description": "d2.",
- "examples": [
- -0.04
- ],
- "type": "number"
- },
- "delta": {
- "description": "dV/dS.",
- "examples": [
- 0.54
- ],
- "type": "number"
- },
- "gamma": {
- "description": "d2V/dS2.",
- "examples": [
- 0.024
- ],
- "type": "number"
- },
- "inputs": {
- "description": "The inputs used, including any defaulted from the series.",
- "properties": {
- "dividend_yield": {
- "description": "q.",
- "examples": [
- 0
- ],
- "type": "number"
- },
- "rate": {
- "description": "r.",
- "examples": [
- 0.04
- ],
- "type": "number"
- },
- "spot": {
- "description": "S.",
- "examples": [
- 120
- ],
- "type": "number"
- },
- "strike": {
- "description": "K.",
- "examples": [
- 120
- ],
- "type": "number"
- },
- "time_to_expiry_years": {
- "description": "T.",
- "examples": [
- 0.5
- ],
- "type": "number"
- },
- "volatility": {
- "description": "sigma.",
- "examples": [
- 0.217
- ],
- "type": "number"
- }
- },
- "required": [
- "spot",
- "strike",
- "rate",
- "volatility",
- "time_to_expiry_years",
- "dividend_yield"
- ],
- "type": "object"
- },
- "price": {
- "description": "Option value.",
- "examples": [
- 4.83
- ],
- "type": "number"
- },
- "rho": {
- "description": "dV/dr per 1.0 of rate.",
- "examples": [
- 29.8
- ],
- "type": "number"
- },
- "theta": {
- "description": "dV/dt per year.",
- "examples": [
- -6.9
- ],
- "type": "number"
- },
- "type": {
- "description": "Option type.",
- "enum": [
- "call",
- "put"
- ],
- "examples": [
- "call"
- ],
- "type": "string"
- },
- "vega": {
- "description": "dV/dsigma per 1.0 of volatility.",
- "examples": [
- 33.1
- ],
- "type": "number"
- }
- },
- "required": [
- "type",
- "price",
- "delta",
- "gamma",
- "vega",
- "theta",
- "rho",
- "inputs"
- ],
- "type": [
- "object",
- "null"
- ]
- },
- "bollinger": {
- "description": "Bollinger bands at the last price.",
- "properties": {
- "bandwidth": {
- "description": "(upper-lower)/middle.",
- "examples": [
- 0.134
- ],
- "type": [
- "number",
- "null"
- ]
- },
- "k": {
- "description": "Band width in standard deviations.",
- "examples": [
- 2
- ],
- "type": "number"
- },
- "lower": {
- "description": "Lower band.",
- "examples": [
- 105.9
- ],
- "type": "number"
- },
- "middle": {
- "description": "SMA.",
- "examples": [
- 113.5
- ],
- "type": "number"
- },
- "percent_b": {
- "description": "Where the last price sits in the band (0 lower, 1 upper).",
- "examples": [
- 0.93
- ],
- "type": [
- "number",
- "null"
- ]
- },
- "upper": {
- "description": "Upper band.",
- "examples": [
- 121.1
- ],
- "type": "number"
- },
- "window": {
- "description": "Window.",
- "examples": [
- 20
- ],
- "type": "integer"
- }
- },
- "required": [
- "window",
- "k",
- "middle",
- "upper",
- "lower"
- ],
- "type": [
- "object",
- "null"
- ]
- },
- "checked_at": {
- "description": "When this node read the source (UTC). Nothing here is cached.",
- "examples": [
- "2026-09-26T18:00:00Z"
- ],
- "format": "date-time",
- "type": "string"
- },
- "drawdown": {
- "description": "Maximum drawdown.",
- "properties": {
- "duration_periods": {
- "description": "Periods from peak to trough.",
- "examples": [
- 1
- ],
- "type": "integer"
- },
- "max_drawdown": {
- "description": "Largest peak-to-trough fall as a fraction (negative or 0).",
- "examples": [
- -0.0167
- ],
- "type": "number"
- },
- "peak_index": {
- "description": "Index of the peak.",
- "examples": [
- 3
- ],
- "type": "integer"
- },
- "recovery_index": {
- "description": "First index back at the peak; null when not recovered.",
- "examples": [
- 6
- ],
- "type": [
- "integer",
- "null"
- ]
- },
- "trough_index": {
- "description": "Index of the trough.",
- "examples": [
- 4
- ],
- "type": "integer"
- }
- },
- "required": [
- "max_drawdown",
- "peak_index",
- "trough_index",
- "recovery_index",
- "duration_periods"
- ],
- "type": [
- "object",
- "null"
- ]
- },
- "first_date": {
- "description": "First date when dates were given.",
- "examples": [
- "2026-08-26"
- ],
- "type": [
- "string",
- "null"
- ]
- },
- "kelly": {
- "description": "Kelly criterion.",
- "properties": {
- "bet": {
- "description": "Whether the fraction is positive.",
- "examples": [
- true
- ],
- "type": "boolean"
- },
- "fraction": {
- "description": "Kelly fraction p - (1-p)/b.",
- "examples": [
- 0.25
- ],
- "type": "number"
- },
- "half_kelly": {
- "description": "Half Kelly.",
- "examples": [
- 0.125
- ],
- "type": "number"
- },
- "win_loss_ratio": {
- "description": "b.",
- "examples": [
- 1.5
- ],
- "type": "number"
- },
- "win_probability": {
- "description": "p.",
- "examples": [
- 0.55
- ],
- "type": "number"
- }
- },
- "required": [
- "win_probability",
- "win_loss_ratio",
- "fraction",
- "half_kelly",
- "bet"
- ],
- "type": [
- "object",
- "null"
- ]
- },
- "last_date": {
- "description": "Last date when dates were given.",
- "examples": [
- "2026-09-25"
- ],
- "type": [
- "string",
- "null"
- ]
- },
- "method": {
- "description": "Every formula used, in words.",
- "examples": [
- "simple returns p_t/p_{t-1}-1 and log returns..."
- ],
- "type": "string"
- },
- "metrics_computed": {
- "description": "Metrics present (non-null) in this result.",
- "examples": [
- [
- "returns",
- "volatility",
- "sharpe"
- ]
- ],
- "items": {
- "description": "A metric name.",
- "examples": [
- "returns"
- ],
- "type": "string"
- },
- "type": "array"
- },
- "moving_averages": {
- "description": "Simple and exponential moving averages at the last price.",
- "properties": {
- "ema": {
- "additionalProperties": {
- "type": [
- "number",
- "null"
- ]
- },
- "description": "Value per window, keyed by the window length.",
- "examples": [
- {
- "20": 116.4,
- "50": 110.2
- }
- ],
- "properties": {},
- "required": [],
- "type": "object"
- },
- "last_price": {
- "description": "Last price, for comparison.",
- "examples": [
- 120
- ],
- "type": "number"
- },
- "sma": {
- "additionalProperties": {
- "type": [
- "number",
- "null"
- ]
- },
- "description": "Value per window, keyed by the window length.",
- "examples": [
- {
- "20": 116.4,
- "50": 110.2
- }
- ],
- "properties": {},
- "required": [],
- "type": "object"
- }
- },
- "required": [
- "sma",
- "ema",
- "last_price"
- ],
- "type": [
- "object",
- "null"
- ]
- },
- "n": {
- "description": "Prices in the series.",
- "examples": [
- 22
- ],
- "type": "integer"
- },
- "n_returns": {
- "description": "Period returns (n - 1).",
- "examples": [
- 21
- ],
- "type": "integer"
- },
- "notes": {
- "description": "Caveats about undefined or aligned metrics.",
- "examples": [
- []
- ],
- "items": {
- "description": "A caveat.",
- "examples": [
- "rsi needs at least 15 prices."
- ],
- "type": "string"
- },
- "type": "array"
- },
- "periods_per_year": {
- "description": "Annualization basis.",
- "examples": [
- 252
- ],
- "type": "integer"
- },
- "returns": {
- "description": "Return statistics.",
- "properties": {
- "annualized_mean_return": {
- "description": "mean_period_return * periods_per_year.",
- "examples": [
- 2.2
- ],
- "type": "number"
- },
- "best_period": {
- "description": "Largest period return.",
- "examples": [
- 0.0227
- ],
- "type": "number"
- },
- "cagr": {
- "description": "Compound annual growth rate over n_returns/periods_per_year years.",
- "examples": [
- 7.9
- ],
- "type": [
- "number",
- "null"
- ]
- },
- "first_price": {
- "description": "First price.",
- "examples": [
- 100
- ],
- "type": "number"
- },
- "last_price": {
- "description": "Last price.",
- "examples": [
- 120
- ],
- "type": "number"
- },
- "mean_log_return": {
- "description": "Mean log return per period.",
- "examples": [
- 0.0087
- ],
- "type": "number"
- },
- "mean_period_return": {
- "description": "Mean simple return per period.",
- "examples": [
- 0.0088
- ],
- "type": "number"
- },
- "n_returns": {
- "description": "Period returns.",
- "examples": [
- 21
- ],
- "type": "integer"
- },
- "total_return": {
- "description": "last/first - 1.",
- "examples": [
- 0.2
- ],
- "type": "number"
- },
- "worst_period": {
- "description": "Smallest period return.",
- "examples": [
- -0.0167
- ],
- "type": "number"
- }
- },
- "required": [
- "n_returns",
- "first_price",
- "last_price",
- "total_return",
- "mean_period_return"
- ],
- "type": [
- "object",
- "null"
- ]
- },
- "risk_free_rate": {
- "description": "Annual risk-free rate used.",
- "examples": [
- 0.04
- ],
- "type": "number"
- },
- "rsi": {
- "description": "Relative strength index.",
- "properties": {
- "value": {
- "description": "Wilder RSI 0-100; null when too few prices.",
- "examples": [
- 71.2
- ],
- "type": [
- "number",
- "null"
- ]
- },
- "window": {
- "description": "Window.",
- "examples": [
- 14
- ],
- "type": "integer"
- }
- },
- "required": [
- "window",
- "value"
- ],
- "type": [
- "object",
- "null"
- ]
- },
- "sharpe": {
- "description": "Annualized Sharpe ratio; null when undefined.",
- "examples": [
- 9.8
- ],
- "type": [
- "number",
- "null"
- ]
- },
- "sortino": {
- "description": "Annualized Sortino ratio; null when undefined.",
- "examples": [
- 23.6
- ],
- "type": [
- "number",
- "null"
- ]
- },
- "source": {
- "description": "Where the series came from.",
- "properties": {
- "benchmark_n": {
- "description": "Benchmark prices used.",
- "examples": [
- 250
- ],
- "type": [
- "integer",
- "null"
- ]
- },
- "benchmark_symbol": {
- "description": "Benchmark ticker when fetched.",
- "examples": [
- "SPY"
- ],
- "type": [
- "string",
- "null"
- ]
- },
- "provider": {
- "description": "Provider that served the series.",
- "examples": [
- "nasdaq-data-api"
- ],
- "type": [
- "string",
- "null"
- ]
- },
- "range": {
- "description": "Range fetched, with type symbol.",
- "examples": [
- "1y"
- ],
- "type": [
- "string",
- "null"
- ]
- },
- "symbol": {
- "description": "Ticker, with type symbol.",
- "examples": [
- "AAPL"
- ],
- "type": [
- "string",
- "null"
- ]
- },
- "type": {
- "description": "Inline prices or a live-fetched series.",
- "enum": [
- "prices",
- "symbol"
- ],
- "examples": [
- "prices"
- ],
- "type": "string"
- }
- },
- "required": [
- "type"
- ],
- "type": "object"
- },
- "var": {
- "description": "Value at risk, one period.",
- "properties": {
- "alpha": {
- "description": "Tail probability.",
- "examples": [
- 0.05
- ],
- "type": "number"
- },
- "historical_cvar": {
- "description": "Mean loss beyond the VaR.",
- "examples": [
- 0.0167
- ],
- "type": [
- "number",
- "null"
- ]
- },
- "historical_var": {
- "description": "Loss not exceeded with probability 1-alpha, as a positive fraction.",
- "examples": [
- 0.0158
- ],
- "type": "number"
- },
- "horizon_periods": {
- "description": "Horizon in periods.",
- "examples": [
- 1
- ],
- "type": "integer"
- },
- "parametric_var": {
- "description": "Normal-model VaR, -(mean + z*std).",
- "examples": [
- 0.0137
- ],
- "type": [
- "number",
- "null"
- ]
- },
- "parametric_z": {
- "description": "z at alpha.",
- "examples": [
- -1.6449
- ],
- "type": "number"
- }
- },
- "required": [
- "alpha",
- "horizon_periods",
- "historical_var",
- "parametric_z"
- ],
- "type": [
- "object",
- "null"
- ]
- },
- "volatility": {
- "description": "Dispersion of returns.",
- "properties": {
- "annualized": {
- "description": "period_std * sqrt(periods_per_year).",
- "examples": [
- 0.217
- ],
- "type": [
- "number",
- "null"
- ]
- },
- "downside_deviation_annualized": {
- "description": "Annualized downside deviation vs the risk-free rate.",
- "examples": [
- 0.09
- ],
- "type": [
- "number",
- "null"
- ]
- },
- "log_return_std": {
- "description": "Sample standard deviation of log returns.",
- "examples": [
- 0.0136
- ],
- "type": [
- "number",
- "null"
- ]
- },
- "period_std": {
- "description": "Sample standard deviation of period returns.",
- "examples": [
- 0.0137
- ],
- "type": [
- "number",
- "null"
- ]
- }
- },
- "required": [
- "period_std",
- "annualized"
- ],
- "type": [
- "object",
- "null"
- ]
- }
-}