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Next filing · Form 10-Q · Q2 2026 · 11 days
Next filing · Form 10-Q · Q2 2026 · 11 daysMethodology Paper · Part III published: The One Manager Skill That PersistsAPI Update · Point-in-Time (PIT) historical commit tracking — securities and funds unifiedAPI Update · ERM3 L3 variance partition — institutional transparency releasePart 3 · The Persistence of Stock-Selection ResidualsPart 1 · One Position, Four BetsNext filing · Form 10-Q · Q2 2026 · 11 daysMethodology Paper · Part III published: The One Manager Skill That PersistsAPI Update · Point-in-Time (PIT) historical commit tracking — securities and funds unifiedAPI Update · ERM3 L3 variance partition — institutional transparency releasePart 3 · The Persistence of Stock-Selection ResidualsPart 1 · One Position, Four Bets
Ledger
    • Beyond Active Share
    • Cascade Hedging and the Cost of Interpretability
    • Decile One, Not Ticker by Ticker
    • ERM3 Cascade-Residual Persistence and the Allocator Skill Signal
    • Every Position Has a Level Too
    • NVIDIA: The Economic-Profit Burden of an AI Bottleneck
    • RiskModels Quarterly Funds Report — Q1 2026
    • The Industry Beneath the Index
    • The Persistence of Stock-Selection Residuals
    • When does a spin-off start having returns?
    • Who got NVDA right before it became benchmark exposure?
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Knowledge

How RiskModels works — and the proof behind it

Start with the methodology — the full derivation behind every decomposition we publish. Then explore the working papers, the concept glossary, and how to build on the API.

Methodology· Technical Note RM-2026-01

The RiskModels Hierarchical Factor Model

The regression cascade, orthogonalization, Huber–Vasicek beta estimation, hedge-ratio construction, and the variance identity — the math behind market, sector, subsector, and residual layers.

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Papers, concepts, and API

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