Volatility Regime

Options-style volatility regime: ATR percentile and market-regime detection for a futures instrument.

Is the US market open? Per-exchange hours, session close, and settlement time for NYSE equities and Globex futures. Futures use 18:00–17:00 ET electronic sessions with a 17:00–18:00 maintenance break and Sunday 18:00 reopen.

Renders a caller-supplied diagram description (DOT graph language) into a PNG or SVG image, returned base64-encoded. Without a valid x402 payment proof this returns HTTP 402; paid callers may redeem a credit with X-AFE-Credit.

Black-Scholes option price and Greeks (delta, gamma, vega, theta) from JSON keys spot, strike, tau (years; 3-month = 0.25), sigma (annualized volatility), and is_call (boolean). Pure closed-form calculation, no market data looked up or stored. vega is ∂price/∂sigma per 1.0 volatility (not per 1%).

Search ClinicalTrials.gov with query= (company, drug, or intervention name).

Tick size, point value, and RTH session hours (ET) for ~30 broker-cross-checked micro/full-size futures contracts (equity index, rates, metals, energy, FX, crypto, grains, livestock). `action=list` (default) returns every contract; `action=lookup` takes a required `symbol` (e.g. MES, ZN, MCL) and returns just that one. Static in-process reference data, not a live feed.

Probabilistic and Deflated Sharpe Ratio from a returns series (skill vs luck).

Weekly natural-gas and oil inventory (storage level, change, seasonal z-score).

Convert an amount between currencies using public daily/historical FX rates backed by ECB reference data.

S&P 500, Nasdaq-100, and Russell 2000 constituents and GICS sectors.

Correlated and Engle-Granger cointegrated pairs from caller-supplied price series.

Compute trade P&L statistics from caller-supplied realized P&L values: win rate, profit factor, max drawdown, and rolling-window statistics. No market data or account access -- purely a function of the numbers supplied.

SEC EDGAR filings, Form 4 insider trades, and MD&A extract by ticker or CIK.

Returns only the public FINRA short-volume ratio and trailing 20-observation z-score for a ticker. No trend or research grammar fields are exposed. Fail-closed when the FINRA cache is empty or unprovisioned: HTTP 503 payload_unavailable with detail, no settlement. The data-gap close-out is a follow-up.

Prop evaluation and funded-account economics from a caller-supplied daily P&L history (days: list of {pnl, intraday_min, intraday_max}). action=combine_pass_probability: Monte-Carlo P(pass) against caller-configurable account-size, profit-target, daily-loss and trailing-drawdown rules. action=funded_payout: expected trader cash and payout odds through the funded account's published payout policy. Caller numbers and public rules only; no internal trading state or live account is read.

Deterministic clinical score calculators (BMI/CHA2DS2-VASc/CKD-EPI/MELD/APGAR); not medical advice.

Create compact text embeddings or compare caller-supplied text with cosine similarity using a self-hosted MiniLM model. Each text and query is limited to 20,000 characters; the model's 256-token windows are chunked and mean-pooled, so trailing content is never silently discarded.

Extract clean readable text from caller-supplied HTML (no URL fetch).

Diff two OpenAPI specs: breaking changes, added paths, and contract drift.

Diff/patch JSON, and validate XML/XSD or CSV/tabular data (not OpenAPI-specific).

Validate IBAN, ISBN, and similar identifiers by format and checksum (not real-world verification).

Scan pinned PyPI name==version lines in the JSON manifest field against a live advisory API (always-fresh, per-request; no local snapshot). Each billed body includes as_of (scan time) and a live-API provenance source. Lockfiles and package-lock.json are follow-on.