Stress Tests
generate_stress_testsRun stress tests on a portfolio under extreme market conditions like crashes, volatility spikes, and rallies to reveal potential P&L impacts and worst-case outcomes.
Instructions
Run stress test scenarios on a portfolio.
Tests portfolio under extreme market conditions like crashes, vol spikes, and rallies.
Use this tool when the user asks about:
Stress testing
Crash scenarios
Worst-case analysis
Args: positions: JSON array of positions, e.g. '[{"ticker": "AAPL", "position_type": "STOCK", "quantity": 100, "current_price": 210}, {"ticker": "AAPL", "position_type": "CALL", "quantity": -2, "strike": 220, "expiration": "2026-08-21", "current_price": 4.10, "delta": 0.31, "theta": -8.2, "vega": 21.0}]'. Get option Greeks from get_options_chain first. Plain text ("AAPL 100 shares") works for stock-only portfolios.
Returns: P&L under various stress scenarios
Tool call template
Replace each placeholder with a value matching the input schema. Only required parameters are included; add optional parameters as needed.
{
"id": 1,
"jsonrpc": "2.0",
"method": "tools/call",
"params": {
"arguments": {
"positions": "<positions>"
},
"name": "generate_stress_tests"
}
}Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| positions | Yes |