{"uid":"cap_a_a5t62-xdKxaGMtogHW6","slug":"hubvibe-finance-analytics-a6f34a29","name":"HubVibe Finance Analytics","description":"Trading and portfolio math: returns and CAGR, volatility, Sharpe and Sortino, max drawdown, VaR/CVaR, beta, alpha and correlation vs a benchmark, SMA/EMA, RSI, Bollinger bands, Black-Scholes option price with Greeks, and the Kelly fraction, over prices you send or a ticker fetched live. Deterministic, every formula named, no LLM. Input: prices or symbol; optional metrics, benchmark, option, 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deterministic financial metrics — returns, volatility, Sharpe/Sortino, drawdown, VaR/CVaR, beta, alpha, technical indicators, Black-Scholes Greeks, and Kelly fraction — from a price series or live ticker symbol.","exampleAgentPrompt":"Calculate the Sharpe ratio, max drawdown, annualized volatility, and 95% historical VaR for AAPL using 1 year of daily prices — also give me the 14-day RSI and 20-day Bollinger bands.","exampleUseCases":[{"title":"Portfolio risk report for a stock","prompt":"For TSLA over the past year, give me the CAGR, annualized volatility, Sharpe ratio, Sortino ratio, max drawdown, and 95% VaR and CVaR — I want a full risk snapshot."},{"title":"Options pricing and Greeks on a call","prompt":"Price a call option on a stock currently at $150 with a strike of $160, 0.25 years to expiry, implied volatility of 30%, risk-free rate 5%, and no dividends — give me the Black-Scholes price plus all the Greeks."},{"title":"Beta and alpha vs benchmark","prompt":"Calculate beta, alpha, and correlation for my price series [120, 123, 119, 125, 130] against the benchmark series [400, 405, 398, 410, 415] — I want to see how it tracks the market."}],"resultDescription":"A JSON object containing exactly the requested metrics, each labeled with the formula used — e.g. annualized CAGR, Sharpe ratio, Sortino ratio, max drawdown percentage, historical and parametric VaR/CVaR at the specified alpha, beta/alpha/correlation vs benchmark, SMA/EMA arrays, RSI values, Bollinger band upper/middle/lower arrays, Black-Scholes price with delta/gamma/vega/theta/rho, and/or Kelly fraction. Results are deterministic: identical inputs always produce identical outputs.","failureModes":["Fewer than 2 prices provided — returns validation error","Symbol not found or live fetch fails — returns ticker error","Option parameters missing required fields (type, strike, time_to_expiry_years) — returns schema validation error","Window size larger than price series length — returns insufficient data error","Alpha outside (0, 0.5] range — returns parameter validation error","win_probability or win_loss_ratio out of range for Kelly — returns validation error","Requested metric not in allowed enum list — returns schema error","Price array contains non-positive values — returns validation error"],"whenToPreferThis":"Choose this endpoint when you need mathematically exact, reproducible financial computations — not LLM-estimated approximations. It is ideal when you need multiple metrics in a single call (technical indicators, risk metrics, and option pricing together), when you supply your own price data or a ticker symbol, and when auditability (formula names in output, deterministic results) matters. Prefer this over general-purpose LLM reasoning for any quantitative finance task.","instructions":null,"reviewSummary":null,"reviewSummaryHighlights":null,"reviewSummaryConcerns":null,"reviewSummaryGeneratedAt":null,"activationCount":0,"lastUsedAt":null,"lastSuccessfullyRanAt":null,"lastHealthCheckAt":"2026-10-02T00:40:02.965Z","isFirstParty":false,"canonicalSlug":"hubvibe-finance-analytics-a6f34a29"}