RiskModels

Description

**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** - Live demo: https://riskmodels.app - Docs & methodology: https://riskmodels.app/docs/api · https://riskmodels.app/docs/methodology - Repo: https://github.com/BlueWaterCorp/RiskModels_API

Community Metrics

Categories

• mcp

Tags

• mcp
• smithery
• verified

Capabilities

• Remote MCP server

Information