CALCAPI

Portfolio Risk Analytics API for Fintech Developers

Calculate VaR, Expected Shortfall, Monte Carlo simulations, and portfolio metrics with a single API call.

●POST /portfolio/risk
{
  "assets": ["AAPL", "MSFT"],
  "weights": [0.5, 0.5]
}

THE PROBLEM

Building financial risk models is time-consuming and error-prone.

  • Implementing VaR and Monte Carlo simulations correctly is hard

  • Numerical stability and performance issues

  • Maintaining and validating models takes time

THE SOLUTION

CalcAPI handles portfolio risk analytics so you don’t have to.

  • Value at Risk (VaR)

  • Expected Shortfall

  • Monte Carlo simulations

  • Portfolio optimization

🏦 Fintech Startups

📈 Trading Platforms

📱 Wealth Mgmt Apps

📊 Data SaaS

PlanPriceLimits
Free$01k req/mo, basic endpoints
Pro$2950k req/mo, all endpoints
Scale$99500k req/mo, priority support

Ready to automate your risk engine?

Join the private beta for early access.

© CALCAPI 2026. All rights reserved.