FinSight

Crypto portfolio risk profiling using live CoinGecko market data. For known tickers (BTC, ETH, SOL, AVAX, ARB, etc.) you only need { asset, weight } — volatility, returns, and drawdown are auto-fetched from 365-day real price history. Returns Sharpe ratio, Sortino ratio, Calmar ratio, market beta, risk tier (low/moderate/high/very high), and per-asset risk scores. Payment: $0.01 USDC on Tempo chain (~500ms).

Portfolio rebalancing recommendations with live market data. Four methods: profile (conservative/balanced/aggressive), risk_parity (inverse-vol weighting), min_variance (inverse-variance), equal_weight (1/N). Returns target weight, current weight, action (increase/reduce/hold), and delta per asset. Known crypto tickers auto-enriched with real volatility data. Payment: $0.02 USDC on Tempo.

Portfolio diversification analysis using Herfindahl-Hirschman Index (HHI). Returns concentration grade (excellent/good/moderate/poor/critical), effective number of assets, breakdown by asset class / region / sector, and concentration warnings. Payment: $0.01 USDC on Tempo chain.

Stress test across 10 macro scenarios using real portfolio volatility data: market_crash (-40%), crypto_winter (-70%), stablecoin_depeg, high_volatility, recovery_bull (+50%), rate_hike_shock, recession, stagflation, geopolitical_shock, dollar_rally. All shocks are asset-class and sector-aware. Returns P&L per scenario with worst/best asset. Payment: $0.03 USDC on Tempo chain.

Value-at-Risk (VaR) and CVaR (Expected Shortfall) at 95% and 99% confidence. Uses real volatility auto-fetched from CoinGecko for known crypto tickers. Returns daily and annualised VaR/CVaR, worst-case dollar loss on $1M AUM, and interpretation. Payment: $0.02 USDC on Tempo chain.

Factor exposure analysis: portfolio market beta, asset-class contributions, region/sector breakdown, interest-rate sensitivity (duration), dividend yield, currency exposure. Payment: $0.02 USDC on Tempo chain.

Cross-asset correlation matrix and diversification ratio. Returns the full N×N correlation matrix, average pairwise correlation, diversification ratio (DR>1 = benefit), and asset-class pair correlations. Payment: $0.02 USDC on Tempo chain.

Market regime detection from macro indicators + portfolio signals. Regimes: risk_on | stable_growth | recovery | high_volatility | risk_off | crisis. Returns regime, confidence (low/medium/high), individual signals, portfolio-fit score (0-100), and suggested adjustments. Provide marketIndicators for higher confidence. Costs $0.02 USDC.

Full report — all 8 modules in one call: risk + rebalance + diversification + stress_test (10 scenarios) + var_cvar + factor_exposure + correlation + market_regime. Includes ExecutiveSummary: overall score (0-100), grade (A-F), key strengths, key risks, top recommendations. Most cost-effective option for comprehensive analysis. Costs $0.10 USDC.

Side-by-side comparison of two portfolios across 9 key metrics: Sharpe ratio, Sortino ratio, VaR, CVaR, max drawdown, diversification score, stress test loss, market beta, and overall risk tier. Returns winner per metric and delta values. Useful for A/B testing portfolio strategies or comparing current vs. rebalanced allocation. Costs $0.05 USDC.