RiskModels

Clean US equity total returns + institutional risk decomposition, via MCP.

От сообществаРаботаетБез входаГлобальныйБесплатноТолько чтение

Что умеет

  • Riskmodels Decompose: L3 four-bet view: decompose one stock into additive market, sector, subsector, and residual layers (same semantics as POST /decompose exposure/hedge). Returns chart_data and plai
  • Riskmodels Get Hedge Levels: Canonical L1, L2, and L3 hedge snapshots (semantic HR/ER + hedge_etfs) from GET /metrics/{ticker}. Use this when you need to compare which cascade depth to trade, distinct
  • Riskmodels Compare: Compare tickers across market, sector, subsector, and residual risk layers. Prefer grouped bar charts when chart_data is present.

Какие данные видит

Нужен ли аккаунт

Не нужен: сервер работает без входа

Clean US equity total returns + institutional risk decomposition, via MCP.

RiskModels gives agents dividend-adjusted total return series for any US stock or ETF — and decomposes both the return and its risk into market → sector → subsector → residual layers, with executable ETF hedge ratios for each. Built on ERM3, a hierarchical factor model with orthogonalized factor construction over ~3,000 US equities (16k-name historical panel), daily history back to 2006.

One MCP call covers performance tracking, return attribution, manager-skill / 13F review, hedging, stat-arb, or feeding clean returns into your own models.

Capabilities

  • Returns — daily dividend-adjusted total (gross) return series, point-in-time / time-safe
  • Return attribution — gross return split into L1/L2/L3 factor vs residual; isolates the residual (stock-picking / alpha) series
  • Risk decomposition — additive market / sector / subsector / residual variance shares (sum to ~100%)
  • Hedging — executable ETF hedge ratios + optimal cascade-level selection, scalable to a dollar position
  • Portfolio — holdings-weighted decomposition, hedge aggregation, cross-sectional comparison

Key tools: riskmodels_get_returns · riskmodels_get_return_attribution · riskmodels_decompose · riskmodels_get_hedge_levels · riskmodels_compare · riskmodels_hedge_portfolio · riskmodels_analyze_portfolio

Try it instantly — a shared free-tier demo key is pre-filled (rate-limited, 100 calls/day total). For real use, get your own free key with $20 starter credit at riskmodels.app/get-key.

Every response carries request_id, data_as_of, and methodology provenance — transparent per-call pricing, structured outputs, no fabricated numbers. Works in Claude, Cursor, and any MCP agent.

Links

Список инструментов сервера (15)

Технические названия из tools/list. Нужны только разработчикам.

riskmodels_decomposeL3 four-bet view: decompose one stock into additive market, sector, subsector, and residual layers (same semantics as POST /decompose exposure/hedge). Returns chart_data and plain_english. To compare standalone L1 vs L2 vs L3 hedge solutions (HR/ER + ETF legs), call riskmodels_get_hedge_levels or read hedge_levels on the API response.
riskmodels_get_hedge_levelsCanonical L1, L2, and L3 hedge snapshots (semantic HR/ER + hedge_etfs) from GET /metrics/{ticker}. Use this when you need to compare which cascade depth to trade, distinct from decompose four-bet exposure.
riskmodels_compareCompare tickers across market, sector, subsector, and residual risk layers. Prefer grouped bar charts when chart_data is present.
riskmodels_hedge_positionScale ETF hedge ratios for a ticker to a dollar position. Returns chart-ready hedge notionals.
riskmodels_analyze_portfolioHoldings-weighted L1/L2/L3 hedge_levels across names via POST /batch/analyze (hedge_ratios). Returns normalized portfolio.portfolio_hedge_levels and per-ticker blocks when present.
riskmodels_hedge_portfolioBatch hedge_ratios at a chosen cascade level (L1/L2/L3), scale HRs by dollar notionals per ticker, and aggregate ETF USD hedge legs.
riskmodels_portfolio_decomposeDecompose a weighted portfolio into market, sector, subsector, and residual risk layers.
riskmodels_whitepaper_exampleRun a live example from the RiskModels white paper. Returns chapter text plus SDK/API output with chart_data.
riskmodels_render_artifactRender a deterministic registry artifact (fund, filer, or client portfolio). Returns JSON chart/table/narrative or base64 PNG/SVG. Same contract as riskmodels.net workspace fetchArtifact.
riskmodels_list_endpointsList all public API capabilities (id, name, method, endpoint, short description)
riskmodels_get_capabilityGet full capability details (parameters, pricing, examples) by id
riskmodels_get_schemaGet JSON schema for an API response by path (e.g. ticker-returns-v2.json)
get_l3_decompositionDaily EOD hierarchical orthogonal decomposition for a single ticker: market → sector → subsector → residual. Returns parallel time-series arrays plus hedge ratios. Data freshness: daily after US market close.
get_metricsLatest daily EOD risk metrics for a ticker: L1/L2/L3 hedge ratios (SPY, sector ETF, subsector ETF), explained-risk fractions, daily volatility, price close, market cap.
get_portfolio_risk_snapshotBundled portfolio risk report for up to 100 positions: variance decomposition, 23-day volatility, optional diversification analytics. Response is cached per-user per-portfolio for 1 hour.