Riskofficer

RiskOfficer Portfolio Management

Connects to the RiskOfficer API to manage investment portfolios and calculate financial risk metrics.

Required: One environment variable — RISK_OFFICER_TOKEN (create in RiskOfficer app → Settings → API Keys). No other env vars or binaries are required.

Source: Official skill repository: github.com/mib424242/riskofficer-openclaw-skill. Product: riskofficer.tech. The token is issued only by the RiskOfficer app; this skill does not collect or store credentials.

Credentials and token handling

• This skill does not store or log your token. The token is sent only in the HTTP Authorization header to api.riskofficer.tech; it is not written to disk, logged, or sent elsewhere. Where you store the token (environment variable or ~/.openclaw/openclaw.json) is entirely under your control.
• Prefer setting RISK_OFFICER_TOKEN as an environment variable for the session rather than saving it in openclaw.json. If you use openclaw.json, restrict file permissions and be aware which agents or users can read that file.
• RiskOfficer currently issues account-level tokens (no scoped tokens). Create a token named for this skill (e.g. "OpenClaw") and revoke it in the RiskOfficer app if you stop using the skill.
• Token scope: The token allows the skill to access your RiskOfficer data (portfolios, risk calculations, broker-synced positions for read-only analysis). Revoke or rotate the token if you need to revoke access.
• Verify links: Confirm that github.com/mib424242/riskofficer-openclaw-skill and riskofficer.tech match the publisher you trust before installing or providing a token.

Scope: analysis and research only (virtual portfolios)

All portfolio data and operations in this skill take place inside RiskOfficer’s own environment. Portfolios you create, edit, or optimize here are virtual — they are used for analysis and research only. The agent can:

• Read your portfolios (including those synced from brokers) to show positions, history, and risk metrics
• Create and change virtual/manual portfolios and run optimizations inside RiskOfficer
• Run calculations (VaR, Monte Carlo, stress tests) on these portfolios

Setup

• Open RiskOfficer app → Settings → API Keys
• Create a new token named "OpenClaw"
• Set environment variable: RISK_OFFICER_TOKEN=ro_pat_...

{
  "skills": {
    "entries": {
      "riskofficer": {
        "enabled": true,
        "apiKey": "ro_pat_..."
      }
    }
  }
}

API Base URL

https://api.riskofficer.tech/api/v1

All requests require: Authorization: Bearer ${RISK_OFFICER_TOKEN}

Currency policy

• Supported currencies: RUB and USD only. No EUR/CNY/other in API contracts for base or analysis currency.
• FX source: All exchange rates are CBR (Central Bank of Russia) via Data Service (MOEX/CBR). There is no alternative provider.
• Single currency per portfolio: Each portfolio must contain assets in one currency (all MOEX or all US). Mixed-currency portfolios are not supported; create separate portfolios.
• Aggregated view: User chooses base_currency (RUB or USD); sub-portfolios in the other currency are converted using CBR rates.

Available Commands

Ticker Search

#### Search Tickers Use this before creating or editing any portfolio to validate ticker symbols and get their currency/exchange info. Also use when the user mentions a company name instead of a ticker.

curl -s "https://api.riskofficer.tech/api/v1/tickers/search?q=Apple&limit=10&locale=en" \
  -H "Authorization: Bearer ${RISK_OFFICER_TOKEN}"

Query params:

• q (optional): search query — by ticker, name, or full name (case-insensitive). Omit to get popular tickers sorted by popularity.
• limit (optional, default 20, max 50): number of results
• include_prices (optional, default false): include current_price, price_change_percent, price_change_absolute, price_date
• locale (optional, default ru): en for English names, ru for Russian names
• exchange (optional): filter by exchange — MOEX, NYSE, NASDAQ, CRYPTO

Instrument types: share, bond, etf, futures, futures_continuous (e.g. BR, SI on MOEX), currency, crypto

Key rules:

• Always use ticker search to resolve company names → ticker symbols (e.g. "Apple" → "AAPL", "Sberbank" → "SBER")
• Use currency field from the result to check same-currency constraint before adding to a portfolio
• MOEX futures: searching "BR" or "SI" returns the continuous contract, not individual contracts (BRF6, SIM5)
• Use include_prices=true to show current price when user asks "how much is X worth?"

# Search by company name (English)
curl -s "https://api.riskofficer.tech/api/v1/tickers/search?q=Gazprom&locale=en&limit=5" \
  -H "Authorization: Bearer ${RISK_OFFICER_TOKEN}"

# Search by Russian name
curl -s "https://api.riskofficer.tech/api/v1/tickers/search?q=%D0%93%D0%B0%D0%B7%D0%BF%D1%80%D0%BE%D0%BC&locale=ru&limit=5" \
  -H "Authorization: Bearer ${RISK_OFFICER_TOKEN}"

# Get current price for a ticker
curl -s "https://api.riskofficer.tech/api/v1/tickers/search?q=AAPL&include_prices=true" \
  -H "Authorization: Bearer ${RISK_OFFICER_TOKEN}"

# Get popular tickers (no query param)
curl -s "https://api.riskofficer.tech/api/v1/tickers/search?limit=10&include_prices=true" \
  -H "Authorization: Bearer ${RISK_OFFICER_TOKEN}"

# Filter by exchange
curl -s "https://api.riskofficer.tech/api/v1/tickers/search?q=SBER&exchange=MOEX" \
  -H "Authorization: Bearer ${RISK_OFFICER_TOKEN}"

#### Get Historical Ticker Prices When the user asks about price history, chart data, or trends for specific assets:

curl -s "https://api.riskofficer.tech/api/v1/tickers/historical?tickers=SBER,GAZP,AAPL&days=30" \
  -H "Authorization: Bearer ${RISK_OFFICER_TOKEN}"

Query params: tickers (required, comma-separated, max 50), days (optional, default 7, max 252 trading days).

Response: data object keyed by ticker symbol, each with:

• prices: array of {date, close} objects
• current_price, price_change_percent, price_change_absolute

Portfolio Management

#### List Portfolios When the user asks to see their portfolios or wants an overview:

curl -s "https://api.riskofficer.tech/api/v1/portfolios/list" \
  -H "Authorization: Bearer ${RISK_OFFICER_TOKEN}"

Query params: portfolio_type (optional): "production" (manual + live brokers), "sandbox" (broker sandbox only), "all" (default).

Response: array of portfolios with snapshot_id, name, total_value, currency, positions_count, broker, sandbox, active_snapshot_id (UUID or null — if set, risk calculations use this historical snapshot instead of the latest).

#### Get Portfolio Details When the user wants to see positions in a specific portfolio:

curl -s "https://api.riskofficer.tech/api/v1/portfolio/snapshot/{snapshot_id}" \
  -H "Authorization: Bearer ${RISK_OFFICER_TOKEN}"

Response: name, total_value, currency, positions (array with ticker, quantity, current_price, value, weight, avg_price).

#### Get Portfolio History When the user asks how their portfolio changed over time or wants to browse past snapshots:

curl -s "https://api.riskofficer.tech/api/v1/portfolio/history?days=30" \
  -H "Authorization: Bearer ${RISK_OFFICER_TOKEN}"

Query params: days (optional, default 30, range 1–365).

Response: snapshots array with snapshot_id, timestamp, total_value, positions_count, sync_source, type (aggregated/manual/broker), name, broker, sandbox.

#### Get Snapshot Diff (compare two portfolio versions) When the user wants to compare two portfolio states (e.g. before/after rebalancing, or two dates):

curl -s "https://api.riskofficer.tech/api/v1/portfolio/snapshot/{snapshot_id}/diff?compare_to={other_snapshot_id}" \
  -H "Authorization: Bearer ${RISK_OFFICER_TOKEN}"

Response: added/removed/modified positions, total_value_delta. Both snapshots must belong to the user.

#### Get Aggregated Portfolio When the user asks for their total or combined portfolio across all accounts:

curl -s "https://api.riskofficer.tech/api/v1/portfolio/aggregated?type=all" \
  -H "Authorization: Bearer ${RISK_OFFICER_TOKEN}"

Query params:

• type=production — manual + broker live accounts
• type=sandbox — broker sandbox only
• type=all — everything (default)

• portfolio.positions — all positions merged across portfolios
• portfolio.total_value — total in base currency
• portfolio.currency — base currency (RUB or USD)
• portfolio.sources_count — number of portfolios aggregated
• exchange_rates (optional): USD_RUB, EUR_RUB, CNY_RUB, rate_date, rate_source (always "CBR"), base_currency, fx_quality ("live" = from CBR/cache, "default" = static fallback used when CBR unavailable, "none" = no conversion)
• warnings — e.g. mixed-currency positions, FX fallback used
• data_quality (optional): fx_coverage (share of FX lookups with live rate), fx_live_count, fx_default_count, fx_unavailable_count, portfolios_included, portfolios_excluded — for observability of aggregation and FX usage

{
  "portfolio": {
    "positions": [
      {"ticker": "SBER", "quantity": 150, "value": 42795, "sources": ["T-Bank", "Manual"]},
      {"ticker": "AAPL", "quantity": 10, "value": 189500, "original_currency": "USD"}
    ],
    "total_value": 1500000,
    "currency": "RUB",
    "sources_count": 3
  },
  "snapshot_id": "uuid-of-aggregated"
}

Positions in different currencies are automatically converted using CBR (Central Bank of Russia) rates. Only RUB and USD are supported; each sub-portfolio must have assets in a single currency.

#### Change Base Currency (Aggregated Portfolio) When the user wants to see the aggregated portfolio in a different currency:

curl -s -X PATCH "https://api.riskofficer.tech/api/v1/portfolio/{aggregated_snapshot_id}/settings" \
  -H "Authorization: Bearer ${RISK_OFFICER_TOKEN}" \
  -H "Content-Type: application/json" \
  -d '{"base_currency": "USD"}'

Supported currencies: RUB, USD. The aggregated portfolio recalculates automatically after change.

User prompt examples:

• "Show everything in dollars" / "Покажи всё в долларах" → base_currency: "USD"
• "Switch to rubles" / "Переведи в рубли" → base_currency: "RUB"

curl -s -X PATCH "https://api.riskofficer.tech/api/v1/portfolio/{snapshot_id}/settings" \
  -H "Authorization: Bearer ${RISK_OFFICER_TOKEN}" \
  -H "Content-Type: application/json" \
  -d '{"include_in_aggregated": false}'

User prompt examples:

• "Exclude sandbox from total" / "Не учитывай песочницу в общем портфеле"
• "Remove demo portfolio from calculations" / "Убери демо-портфель из расчёта"

curl -s -X POST "https://api.riskofficer.tech/api/v1/portfolio/manual" \
  -H "Authorization: Bearer ${RISK_OFFICER_TOKEN}" \
  -H "Content-Type: application/json" \
  -d '{
    "name": "My Portfolio",
    "positions": [
      {"ticker": "SBER", "quantity": 100},
      {"ticker": "GAZP", "quantity": 50, "avg_price": 148.0},
      {"ticker": "YNDX", "quantity": -20}
    ]
  }'

Fields:

• ticker (required): ticker symbol. Always use /tickers/search first to validate and check currency.
• quantity (required): number of shares. Negative = short position (e.g. -20 = short 20 shares).
• avg_price (optional): average purchase/entry price for P&L tracking. If omitted on new portfolio → uses current market price. If omitted on edit → inherits from previous snapshot.

Currency policy (platform-wide): Only RUB and USD are supported. All FX rates come from CBR (Central Bank of Russia) via Data Service (MOEX/CBR). There is no choice of FX provider — it is always CBR.

IMPORTANT — Single Currency Rule: All assets in one portfolio must be in the same currency.

• RUB assets (MOEX): SBER, GAZP, LKOH, YNDX, etc.
• USD assets (NYSE/NASDAQ): AAPL, MSFT, GOOGL, TSLA, etc.

Short positions:

• Use negative quantity for shorts (e.g. {"ticker": "GAZP", "quantity": -50})
• Long + short in the same portfolio is supported (long-short portfolio)
• When optimizing a long-short portfolio, use optimization_mode: "preserve_directions" to keep shorts

• Get current positions:

curl -s "https://api.riskofficer.tech/api/v1/portfolio/snapshot/{snapshot_id}" \
  -H "Authorization: Bearer ${RISK_OFFICER_TOKEN}"

• Repost with the same name and updated full positions list:

curl -s -X POST "https://api.riskofficer.tech/api/v1/portfolio/manual" \
  -H "Authorization: Bearer ${RISK_OFFICER_TOKEN}" \
  -H "Content-Type: application/json" \
  -d '{"name": "<same name>", "positions": [<complete updated list>]}'

IMPORTANT: Always show the user what will change and ask for confirmation before updating. avg_price is preserved from previous snapshot unless explicitly specified.

#### Delete Manual Portfolio When the user wants to delete/remove a manual portfolio entirely:

curl -s -X DELETE "https://api.riskofficer.tech/api/v1/portfolio/manual/My%20Portfolio" \
  -H "Authorization: Bearer ${RISK_OFFICER_TOKEN}"

• Portfolio name must be URL-encoded
• Archives all snapshots for that portfolio — irreversible
• ALWAYS confirm with the user before deleting — cannot be undone
• Response: archived_snapshots count, portfolio_name, message

curl -s -X DELETE "https://api.riskofficer.tech/api/v1/portfolio/broker/tinkoff?sandbox=false" \
  -H "Authorization: Bearer ${RISK_OFFICER_TOKEN}"

• sandbox=true for sandbox portfolio, sandbox=false for live/production
• Archives snapshots only; broker connection stays active
• Next sync will create a new snapshot
• ALWAYS confirm before deleting

Broker Integration

#### List Connected Brokers When the user asks about their broker connections:

curl -s "https://api.riskofficer.tech/api/v1/brokers/connections" \
  -H "Authorization: Bearer ${RISK_OFFICER_TOKEN}"

#### List Available Broker Providers When the user asks what brokers are supported:

curl -s "https://api.riskofficer.tech/api/v1/brokers/available" \
  -H "Authorization: Bearer ${RISK_OFFICER_TOKEN}"

#### Sync Portfolio from Broker When the user wants to refresh/update their portfolio from a connected broker:

curl -s -X POST "https://api.riskofficer.tech/api/v1/portfolio/proxy/broker/{broker}/portfolio" \
  -H "Authorization: Bearer ${RISK_OFFICER_TOKEN}" \
  -H "Content-Type: application/json" \
  -d '{"sandbox": false}'

• {broker}: tinkoff or alfa
• sandbox: false for live account, true for Tinkoff sandbox

• Get API token from https://www.tbank.ru/invest/settings/api/
• Open RiskOfficer app → Settings → Brokers → Connect Tinkoff
• Paste token and connect

curl -s -X DELETE "https://api.riskofficer.tech/api/v1/brokers/connections/tinkoff?sandbox=false" \
  -H "Authorization: Bearer ${RISK_OFFICER_TOKEN}"

• sandbox=false for live connection, sandbox=true for sandbox
• Removes the connection and its saved API key; portfolio snapshot history is preserved
• To also delete snapshot history, first use DELETE /portfolio/broker/{broker}?sandbox=false
• ALWAYS confirm before disconnecting — reconnection requires the mobile app

Active Snapshot Selection

By default, all risk calculations use the latest snapshot. You can pin a historical snapshot to run calculations on a past portfolio state — useful for backtesting risk or comparing "before vs after" rebalancing.

#### Set Active Snapshot When the user wants to run risk calculations on a historical version of their portfolio:

curl -s -X PATCH "https://api.riskofficer.tech/api/v1/portfolio/active-snapshot" \
  -H "Authorization: Bearer ${RISK_OFFICER_TOKEN}" \
  -H "Content-Type: application/json" \
  -d '{"portfolio_key": "manual:My Portfolio", "snapshot_id": "{historical_snapshot_id}"}'

portfolio_key format:

• GET /portfolio/history?days=90 → pick snapshot by date
• PATCH /portfolio/active-snapshot with chosen snapshot_id + portfolio_key
• Run VaR / Monte Carlo — uses selected historical snapshot
• Reset when done (see below)

#### Reset Active Snapshot to Latest

curl -s -X DELETE "https://api.riskofficer.tech/api/v1/portfolio/active-snapshot?portfolio_key=manual:My%20Portfolio" \
  -H "Authorization: Bearer ${RISK_OFFICER_TOKEN}"

User prompt examples:

• "Calculate risk for my portfolio as it was a month ago" / "Посчитай риски как было месяц назад" → set active snapshot
• "Go back to current portfolio" / "Сбрось на текущий портфель" → DELETE active-snapshot

Risk Calculations

#### Calculate VaR (FREE) When the user asks to calculate risk, VaR, or risk metrics:

curl -s -X POST "https://api.riskofficer.tech/api/v1/risk/calculate-var" \
  -H "Authorization: Bearer ${RISK_OFFICER_TOKEN}" \
  -H "Content-Type: application/json" \
  -d '{
    "portfolio_snapshot_id": "{snapshot_id}",
    "method": "historical",
    "confidence": 0.95,
    "horizon_days": 1,
    "force_recalc": false
  }'

Parameters:

• method: "historical" (default, recommended), "parametric", or "garch"
• confidence: confidence level, default 0.95 (range 0.01–0.99)
• horizon_days: forecast horizon, default 1 (range 1–30 days)
• force_recalc (optional, default false): set true to bypass cache and force a fresh calculation (use when user says "recalculate" or "refresh")

• If reused_existing: true and status: "done" → result is already in response (var_95, cvar_95, sharpe_ratio), no polling needed
• Otherwise → returns calculation_id, poll for result:

curl -s "https://api.riskofficer.tech/api/v1/risk/calculation/{calculation_id}" \
  -H "Authorization: Bearer ${RISK_OFFICER_TOKEN}"

Wait until status: "done", then present results.

#### Get VaR / Risk Calculation History When the user asks for past risk calculations:

curl -s "https://api.riskofficer.tech/api/v1/risk/history?limit=50" \
  -H "Authorization: Bearer ${RISK_OFFICER_TOKEN}"

Query params: limit (optional, default 50, max 100).

Response: calculations array with calculation_id, portfolio_snapshot_id, status, method, var_95, cvar_95, sharpe_ratio, created_at, completed_at.

#### Run Monte Carlo (QUANT — currently free for all users) When the user asks for a Monte Carlo simulation:

curl -s -X POST "https://api.riskofficer.tech/api/v1/risk/monte-carlo" \
  -H "Authorization: Bearer ${RISK_OFFICER_TOKEN}" \
  -H "Content-Type: application/json" \
  -d '{
    "portfolio_snapshot_id": "{snapshot_id}",
    "simulations": 1000,
    "horizon_days": 365,
    "model": "gbm",
    "force_recalc": false
  }'

Parameters:

• simulations: number of paths, default 1000 (range 100–10000)
• horizon_days: forecast horizon, default 365 (range 1–365)
• model: "gbm" (Geometric Brownian Motion — only this is implemented) or "garch" (accepted but not yet implemented; will behave as GBM)
• confidence_levels (optional): array of percentiles, default [0.05, 0.50, 0.95]
• force_recalc (optional, default false): bypass cache

#### Run Stress Test (QUANT — currently free for all users) When the user asks for a stress test against historical crises:

First, get available crises:

curl -s "https://api.riskofficer.tech/api/v1/risk/stress-test/crises" \
  -H "Authorization: Bearer ${RISK_OFFICER_TOKEN}"

Then run:

curl -s -X POST "https://api.riskofficer.tech/api/v1/risk/stress-test" \
  -H "Authorization: Bearer ${RISK_OFFICER_TOKEN}" \
  -H "Content-Type: application/json" \
  -d '{
    "portfolio_snapshot_id": "{snapshot_id}",
    "crisis": "covid_19",
    "force_recalc": false
  }'

Parameters:

• crisis: crisis scenario ID from /stress-test/crises (e.g. covid_19, 2008_crisis)
• force_recalc (optional, default false): bypass cache

Portfolio Optimization (QUANT — currently free for all users)

#### Risk Parity Optimization When the user asks to optimize their portfolio or balance risks:

curl -s -X POST "https://api.riskofficer.tech/api/v1/portfolio/{snapshot_id}/optimize" \
  -H "Authorization: Bearer ${RISK_OFFICER_TOKEN}" \
  -H "Content-Type: application/json" \
  -d '{
    "optimization_mode": "preserve_directions",
    "constraints": {
      "max_weight": 0.30,
      "min_weight": 0.02
    },
    "options": {
      "risk_measure": "variance",
      "turnover_limit": 0.3,
      "turnover_penalty": 0.1
    }
  }'

optimization_mode:

• "long_only": all weights ≥ 0 (shorts are flipped to long before optimization)
• "preserve_directions": keeps long/short directions as-is (default)
• "unconstrained": weights can change sign freely

• "variance": classic ERC (Maillard, Roncalli, Teïletche 2010)
• "cvar": CVaR Risk Budgeting via skfolio (convex optimization, CLARABEL solver). Better for fat-tailed distributions

• turnover_limit: hard constraint — sum(|w_new - w_old|) <= limit. Optimizer stays within budget
• turnover_penalty: soft L1 penalty in objective — trades off improvement vs turnover cost

IMPORTANT: For optimization, use active_snapshot_id || snapshot_id from the portfolio list entry (respects the user's selected historical snapshot if set).

#### Calmar Ratio Optimization When the user asks to maximize Calmar Ratio (CAGR / |Max Drawdown|):

Requires 200+ trading days of price history per ticker (backend requests 252 days). If the portfolio has short history, suggest Risk Parity instead.

curl -s -X POST "https://api.riskofficer.tech/api/v1/portfolio/{snapshot_id}/optimize-calmar" \
  -H "Authorization: Bearer ${RISK_OFFICER_TOKEN}" \
  -H "Content-Type: application/json" \
  -d '{
    "optimization_mode": "long_only",
    "constraints": {
      "max_weight": 0.50,
      "min_weight": 0.05,
      "min_expected_return": 0.0,
      "max_drawdown_limit": 0.15,
      "min_calmar_target": 0.5
    },
    "options": {
      "turnover_limit": 0.3,
      "turnover_penalty": 0.1
    }
  }'

Poll: GET /api/v1/portfolio/optimizations/{optimization_id} (check optimization_type === "calmar_ratio"). Result: GET /api/v1/portfolio/optimizations/{optimization_id}/result — includes current_metrics and optimized_metrics (CAGR, max drawdown, Calmar ratio, recovery time in days). Apply: same as Risk Parity → POST /api/v1/portfolio/optimizations/{optimization_id}/apply.

Error INSUFFICIENT_HISTORY: not enough price history → explain the 200+ days requirement and suggest Risk Parity as alternative.

#### Apply Optimization IMPORTANT: Always show the full rebalancing plan and ask for explicit user confirmation before applying!

curl -s -X POST "https://api.riskofficer.tech/api/v1/portfolio/optimizations/{optimization_id}/apply" \
  -H "Authorization: Bearer ${RISK_OFFICER_TOKEN}"

Response: new_snapshot_id. Can only be applied once per optimization.

#### Black-Litterman Optimization (QUANT) When the user has views (expected returns with confidence) on specific assets and wants an optimal portfolio:

curl -s -X POST "https://api.riskofficer.tech/api/v1/portfolio/optimize-bl" \
  -H "Authorization: Bearer ${RISK_OFFICER_TOKEN}" \
  -H "Content-Type: application/json" \
  -d '{
    "tickers": ["SBER", "GAZP", "LKOH", "ROSN"],
    "views": [
      {"ticker": "SBER", "expected_return": 0.15, "confidence": 0.7},
      {"ticker": "ROSN", "expected_return": -0.05, "confidence": 0.5}
    ],
    "constraints": { ... },
    "options": { "risk_free_rate": 0.16, "tau": 0.05 },
    "portfolio_snapshot_id": null,
    "currency": "RUB"
  }'

Parameters:

• tickers (required, min 2): ticker symbols for universe
• views (required, min 1): investor views — expected_return is annual (0.15 = 15%), confidence 0.01–1.0 (Idzorek method scales Omega)
• constraints.weight_bound_lower: min weight per asset (negative allows shorts, default -0.15)
• constraints.weight_bound_upper: max weight per asset (default 0.25)
• constraints.max_gross_exposure: max sum(|w_i|) (default 2.0)
• constraints.target_net_exposure: exact sum(w_i) target (e.g. 1.0 for fully invested). Mutually exclusive with max_net_exposure
• constraints.max_net_exposure: max |sum(w_i)|
• constraints.turnover_limit / constraints.turnover_penalty: same as Risk Parity (see above). To enforce turnover vs current portfolio, pass portfolio_snapshot_id (see below).
• options.risk_free_rate: annual risk-free rate (default 0.16 for MOEX)
• options.tau: uncertainty scaling (default 0.05)
• portfolio_snapshot_id (optional): snapshot UUID of the portfolio to compute current weights from. When set, turnover constraints are applied relative to this portfolio. Omit for greenfield optimization.
• currency (optional, default "RUB"): market data universe — "RUB" or "USD". Use USD for US-listed tickers.

Result contains: target_portfolio (tickers with weights and directions), metrics (expected return, volatility, Sharpe, net/gross exposure, portfolio_type), bl_posterior_returns.

Apply: POST /portfolio/optimizations/{id}/apply — creates a new manual portfolio "BL Optimized".

User prompt examples:

• "I think Sber will return 15% with high confidence, optimize my portfolio" → BL with view
• "Build a long-short portfolio: long on banks, short on oil" → BL with positive/negative views
• "Optimize with Black-Litterman" → ask user for views (expected returns + confidence per ticker)

Pre-Trade Check (FREE)

#### Run Pre-Trade Risk Check When the user or AI agent wants to validate a target portfolio before execution. VaR is computed using historical method (empirical distribution from market data).

curl -s -X POST "https://api.riskofficer.tech/api/v1/risk/pre-trade-check" \
  -H "Authorization: Bearer ${RISK_OFFICER_TOKEN}" \
  -H "Content-Type: application/json" \
  -d '{
    "target_portfolio": {"SBER": 0.15, "GAZP": 0.10, "LKOH": 0.12, "ROSN": -0.08},
    "amount": 1000000,
    "currency": "RUB",
    "constraints": {
      "max_var_pct": 5.0,
      "weight_bound_upper": 0.25,
      "weight_bound_lower": -0.15,
      "max_gross_exposure": 2.0,
      "max_net_exposure": 0.5,
      "max_sector_concentration": 0.35,
      "sector_limits": {"Energy": 0.30, "Finance": 0.25}
    }
  }'

Parameters:

• target_portfolio (required): dict of {ticker: weight} — negative weight = short
• amount (required): portfolio notional value for VaR calculation
• currency (optional, default "RUB"): currency of the portfolio — "RUB" or "USD". Determines which market data universe is used for historical VaR.
• constraints (optional):
• max_var_pct: maximum allowed VaR as % (e.g. 5.0 = 5%)
• weight_bound_upper / weight_bound_lower: per-position weight limits
• max_gross_exposure / max_net_exposure: exposure limits
• max_sector_concentration: global maximum sector weight (e.g. 0.35 = no single sector above 35%). Sector data is fetched from Data Service. If Data Service is unavailable, a warning is returned instead of an error.
• sector_limits: per-sector max weight as {sector_name: max_weight} (e.g. {"Energy": 0.30}). Case-insensitive matching. Can be used together with max_sector_concentration.

{
  "verdict": "pass",
  "num_positions": 4,
  "max_position_weight": 0.15,
  "var_95_pct": 3.21,
  "currency": "RUB",
  "exposure_metrics": {
    "net_exposure": 0.29,
    "gross_exposure": 0.45,
    "long_exposure": 0.37,
    "short_exposure": 0.08
  },
  "constraint_violations": [],
  "sector_exposures": {
    "Energy": 0.488889,
    "Finance": 0.333333,
    "Other": 0.177778
  },
  "result_hash": "0x...",
  "data_quality": {
    "tickers_requested": 4,
    "tickers_with_data": 4,
    "tickers_missing": [],
    "total_dates": 252,
    "dates_dropped": 0
  }
}

data_quality (optional): tickers_requested, tickers_with_data, tickers_missing, total_dates, dates_dropped — reflects alignment of historical data used for VaR (inner-join by date; no zero-fill). May also include tickers_without_sector if sector metadata was unavailable for some tickers.

verdict: "pass" (all OK), "fail" (hard constraint violations), "warning" (soft issues)

User prompt examples:

• "Check if this portfolio is safe" / "Проверь портфель перед торговлей"
• "Run pre-trade check for: SBER 15%, GAZP 10%, ROSN -8%"
• After BL optimization: "Check the result before applying"

Batch Portfolio Creation (FREE)

#### Create Multiple Portfolios When the user or platform wants to create several portfolios at once:

curl -s -X POST "https://api.riskofficer.tech/api/v1/portfolio/manual/batch" \
  -H "Authorization: Bearer ${RISK_OFFICER_TOKEN}" \
  -H "Content-Type: application/json" \
  -d '{
    "portfolios": [
      {
        "name": "Pod Alpha",
        "positions": [{"ticker": "SBER", "quantity": 100}, {"ticker": "GAZP", "quantity": -50}],
        "currency": "RUB"
      },
      {
        "name": "Pod Beta",
        "positions": [{"ticker": "LKOH", "quantity": 30}],
        "currency": "RUB"
      }
    ]
  }'

Response: array of {name, snapshot_id, status} per portfolio. Partial success is possible — one portfolio can fail without affecting others.

Cross-Portfolio Correlation (QUANT)

#### Compute PnL Correlation Between Portfolios When the user asks about diversification across portfolios/pods or re-correlation risk:

curl -s -X POST "https://api.riskofficer.tech/api/v1/portfolio/correlation" \
  -H "Authorization: Bearer ${RISK_OFFICER_TOKEN}" \
  -H "Content-Type: application/json" \
  -d '{
    "portfolio_ids": null,
    "window_days": 60,
    "include_crisis_regime": true,
    "analysis_currency": "RUB"
  }'

Parameters:

• portfolio_ids (optional): list of snapshot UUIDs. null = all user's portfolios (latest snapshot per portfolio)
• window_days (optional, default 60, range 20–252): rolling window for PnL correlation
• include_crisis_regime (optional, default false): compare normal vs crisis correlations (crisis = days with aggregate PnL < μ-2σ)
• analysis_currency (optional, default "RUB"): currency to normalize all PnL series into before correlation — "RUB" or "USD". Use when portfolios are in different currencies; rates are CBR historical.

Result contains:

{
  "result_data": {
    "portfolio_names": ["Pod Alpha", "Pod Beta", "T-Bank"],
    "correlation_matrix": [[1.0, 0.35, 0.12], [0.35, 1.0, 0.48], [0.12, 0.48, 1.0]],
    "pairs": [ ... ],
    "avg_pairwise_correlation": 0.317,
    "analysis_currency": "RUB",
    "fx_source": "CBR",
    "fx_coverage": 1.0,
    "fx_conversions": { "Pod Alpha": "USD->RUB", "Pod Beta": "RUB" },
    "crisis_regime": {
      "available": true,
      "avg_normal_correlation": 0.25,
      "avg_crisis_correlation": 0.72,
      "re_correlation_delta": 0.47,
      "n_crisis_days": 8,
      "n_normal_days": 52
    }
  }
}

Key metric: re_correlation_delta — how much correlations increase during stress. > 0.2 = significant re-correlation risk (pods lose diversification under stress).

User prompt examples:

• "How correlated are my portfolios?" / "Какая корреляция между портфелями?"
• "Check re-correlation risk" / "Center Book analysis"
• "Compare normal vs crisis correlations"

Per-Portfolio Risk Settings (FREE)

#### Set Individual VaR Threshold When the user wants a different risk alert threshold for a specific portfolio:

curl -s -X PATCH "https://api.riskofficer.tech/api/v1/portfolio/{snapshot_id}/settings" \
  -H "Authorization: Bearer ${RISK_OFFICER_TOKEN}" \
  -H "Content-Type: application/json" \
  -d '{"risk_threshold_var": 5.0}'

Parameters:

• risk_threshold_var: VaR threshold in percent (5.0 = 5%). When VaR exceeds this, a push notification / alert is triggered for this specific portfolio

• "Set VaR alert at 3% for my conservative portfolio"
• "Raise the risk threshold to 7% for the aggressive pod"

Feature Flags

#### Get Feature Flags Check which features are enabled:

curl -s "https://api.riskofficer.tech/api/v1/feature-flags" \
  -H "Authorization: Bearer ${RISK_OFFICER_TOKEN}"

Response:

{
  "websocket_enabled": true,
  "subscription_required_for_quant": false,
  "pre_trade_check_enabled": true,
  "black_litterman_enabled": true,
  "cross_correlation_enabled": true,
  "cvar_risk_parity_enabled": true
}

Subscription Status

Note: Quant subscription is currently FREE for all users. All features work without payment.

curl -s "https://api.riskofficer.tech/api/v1/subscription/status" \
  -H "Authorization: Bearer ${RISK_OFFICER_TOKEN}"

Currently all users return has_subscription: true.

Async Operations

VaR, Monte Carlo, Stress Test, and Optimization are asynchronous.

Polling pattern:

• POST endpoint → get calculation_id / simulation_id / optimization_id
• Poll GET endpoint every 2–3 seconds
• Check status:
• pending or processing → keep polling
• done → present results
• failed → show error

• Show "Calculating..." immediately after starting
• If polling takes > 10 seconds: "Still calculating, please wait..."
• Always show the final result or error

Important Rules

• Virtual / analytical scope: Portfolios and all operations (create, optimize, delete, sync) exist only inside RiskOfficer. This skill is for analysis and research; it does not place or execute real broker orders.
• Single Currency Rule (manual/broker portfolios): Each portfolio must contain same-currency assets. Cannot mix SBER (RUB) with AAPL (USD). Aggregated portfolio is the exception — it auto-converts using CBR rates.
• Short Positions: Negative quantity creates a short. For long-short portfolios, use optimization_mode: "preserve_directions" to keep short positions when optimizing.
• Always search tickers first: Before creating or editing portfolios, use /tickers/search to validate ticker symbols and check their currency.
• Confirmations: Always show what will change and ask for confirmation before: updating/deleting portfolios, applying optimizations, disconnecting brokers. These actions can be irreversible.
• Async: VaR, Monte Carlo, Stress Test, and Optimization are async. Poll for results.
• Subscription: Monte Carlo, Stress Test, and Optimization are Quant features (currently free). VaR is always free.
• Broker Integration: Users must connect brokers via the RiskOfficer mobile app first. Cannot connect via chat (security).
• Error Handling:
• 401 Unauthorized → Token invalid or expired; user needs to recreate it
• 403 subscription_required → Need Quant subscription (currently free for all)
• 400 missing_api_key → Broker not connected via app
• 400 currency_mismatch → Mixed currencies in a single portfolio
• 400 INSUFFICIENT_HISTORY → Not enough price history for Calmar (200+ trading days needed); suggest Risk Parity
• 400 MVO infeasible → BL constraints too tight; suggest relaxing weight bounds or exposure limits
• 404 Not Found → Portfolio or snapshot not found (may have been deleted)
• 429 Too Many Requests → Optimization rate limit reached (per-tier: free 30/h, quant 100/h, pro 1000/h)
• Active Snapshot: active_snapshot_id from /portfolios/list takes priority over snapshot_id when running calculations. Use active_snapshot_id || snapshot_id for optimization calls.
• result_hash (ERC-8004): Optimize and VaR responses include result_hash — a keccak256 hash for deterministic verification. Informational; safe to ignore unless building on-chain verification.
• Pre-trade check before apply: For AI agents building autonomous trade pipelines, always run POST /risk/pre-trade-check on the BL optimization result before calling apply. This catches constraint violations the optimizer may not enforce (sector limits, VaR limits). Use currency: "RUB" or "USD" to match the portfolio (default RUB).
• Currency in APIs: Pre-trade accepts optional currency (RUB/USD). BL accepts optional currency (market data universe) and portfolio_snapshot_id (for turnover vs current portfolio). Correlation accepts optional analysis_currency (RUB/USD) — PnL is normalized to this currency using CBR historical rates.

Example Conversations

User wants to see their portfolios

User wants the combined total across all accounts

User wants to change display currency

User asks about a company by name (not ticker)

User asks for a current price

User wants to create a long-short portfolio

User wants to analyze portfolio risk

User wants Calmar optimization

User wants Monte Carlo simulation

User wants a stress test

User wants to calculate risk for a historical portfolio

User tries to mix currencies

User wants to compare two portfolio snapshots

User wants to delete a portfolio

User wants to disconnect a broker

User wants Black-Litterman optimization

User wants to check a portfolio before trading

User wants to create multiple portfolios at once

User asks about cross-portfolio correlation

User wants CVaR Risk Parity