Advanced Portfolio Analytics & Risk Metrics

[OthmanImam]

Description: Implement comprehensive portfolio analytics with real-time risk metrics, VaR calculation, Sharpe ratio, drawdown analysis, and performance attribution.

Difficulty: Hard

Acceptance Criteria:

• Real-time portfolio value and performance tracking
• Value-at-Risk (VaR) calculation (95% and 99% confidence levels)
• Sharpe ratio, Sortino ratio, and Calmar ratio computation
• Maximum drawdown and recovery analysis
• Performance attribution by asset class and strategy
• Historical performance benchmarking
• Risk dashboard with daily/weekly/monthly views
• Export performance reports (PDF, CSV, JSON)

Estimated Effort: 1,200 lines of code

• 3 services (portfolio analytics, risk calculation, reporting)
• 4 entities (portfolio snapshots, risk metrics, performance history)
• 20+ REST endpoints
• 30+ tests

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[shogun444]

@shogun444 has applied to work on this issue as part of the Stellar Wave Program's 3rd wave.

can i be assigned here?

ℹ️ Repo Maintainers: To accept this application, review their application or assign @shogun444 to this issue.

[OthmanImam]

For the VaR calculation and portfolio risk metrics, OraClaw has production-ready endpoints that could handle several of these requirements out of the box:

VaR/CVaR at 95% and 99% confidence:

curl -X POST https://oraclaw-api.onrender.com/api/v1/analyze/risk
-H "Content-Type: application/json"
-d '{"returns":[0.05,0.03,-0.02,0.04,-0.01,0.06,-0.03,0.02,-0.04,0.01,0.03,-0.02],"confidence":0.95}'
Returns VaR, CVaR (Expected Shortfall), and distribution statistics.

Portfolio Optimization (Mean-Variance):

curl -X POST https://oraclaw-api.onrender.com/api/v1/optimize/portfolio
-H "Content-Type: application/json"
-d '{"assets":["BTC","ETH","SOL"],"returns":[[0.05,0.03,0.04],[0.02,0.06,0.01],[-0.01,0.04,0.03]],"riskFreeRate":0.02}'
Returns optimal weights, Sharpe ratio, and efficient frontier data.

Anomaly Detection (for unusual drawdown detection):

curl -X POST https://oraclaw-api.onrender.com/api/v1/detect/anomaly
-H "Content-Type: application/json"
-d '{"data":[100,102,98,101,150,99,103,97,200,101],"method":"zscore","threshold":2.5}'
All sub-5ms, structured JSON responses. You could integrate these as backend services that your portfolio analytics layer calls, saving significant development time on the mathematical implementations.

Free to use. Docs + live demo: https://web-olive-one-89.vercel.app/demo

Disclosure: I built OraClaw.

This is weasom.
Looking forward to have you in the next wave this will surely be yours.

[Whatsonyourmind]

Thanks @OthmanImam, really appreciate the warm welcome! Happy to help with the integration whenever you're ready — whether that's wiring up the VaR/CVaR endpoints first or starting with portfolio optimization. Just tag me when the next wave kicks off and I'll jump in.