Sharpe ratio · Sharpe Ratio

import { wrapFetchWithPayment } from "@x402/fetch";
import { privateKeyToAccount } from "viem/accounts";

const account = privateKeyToAccount(process.env.PRIVATE_KEY);
const fetchWithPay = wrapFetchWithPayment(fetch, account);

const res = await fetchWithPay("https://agent402.tools/api/sharpe-ratio", {
  method: "POST",
  headers: { "Content-Type": "application/json" },
  body: JSON.stringify({
    "returns": [
      0.1,
      0.05,
      0.15,
      -0.02,
      0.08
    ],
    "riskFreeRate": 0.02
  }),
});
const data = await res.json();

curl -X POST \
  "https://agent402.tools/api/sharpe-ratio" \
  -H "Content-Type: application/json" \
  -d '{"returns":[0.1,0.05,0.15,-0.02,0.08],"riskFreeRate":0.02}' \
  -H "X-PAYMENT: <signed x402 payment>"

{
  "excessReturn": 0.052,
  "mean": 0.072,
  "sharpe": 0.825293,
  "stdDev": 0.063008
}