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Next filing · Form 10-Q · Q2 2026 · 54 days
Next filing · Form 10-Q · Q2 2026 · 54 daysFactor Research · Part 2 published: risk structure in 13F filings across five allocator stylesAPI Update · AOM portfolio chains — single snapshot call for multi-step analyze flowsAPI Update · POST /api/snapshot — canonical JSON portfolio snapshotPart 3 · The One Manager Skill That PersistsPart 1 · One Position, Four BetsNext filing · Form 10-Q · Q2 2026 · 54 daysFactor Research · Part 2 published: risk structure in 13F filings across five allocator stylesAPI Update · AOM portfolio chains — single snapshot call for multi-step analyze flowsAPI Update · POST /api/snapshot — canonical JSON portfolio snapshotPart 3 · The One Manager Skill That PersistsPart 1 · One Position, Four Bets
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    • 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
    • RiskModels Quarterly Funds Report — Q1 2026
    • The Industry Beneath the Index
    • When does a spin-off start having returns?
    • Who got NVDA right before it became benchmark exposure?
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Knowledge · API use-cases

What the API answers

Each use-case below is one question the model answers. The how — full reference, response schemas, and SDK — lives on riskmodels.app/docs. Get a key and run any of these in minutes.

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Decompose a position into benchmark layers

Split any stock's variance into market, sector, subsector, and residual — the orthogonal ERM3 decomposition.

See the endpoint →View example JSON

Screen / rank a universe by residual signal

Rank names by residual-reversion or skill signals, after stripping shared factor exposure.

See the endpoint →View example JSON

Macro factor exposures

Pull a position's or portfolio's exposures to macro factors.

See the endpoint →View example JSON

Industry peer betas

Get peer-relative betas across an industry panel.

See the endpoint →View example JSON

Batch L* over a portfolio

Run the L* hierarchical decomposition across many positions in one call.

See the endpoint →View example JSON

Agent / MCP integration

Wire the API into an agent via MCP — discovery, auth, and tool schemas.

See the endpoint →View example JSON

RiskModels.org

A research surface for hierarchical orthogonal decomposition, variance attribution, and allocator-grade risk measurement. Operational APIs and developer workflows live at riskmodels.app.

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Research notes on risk decomposition, fund attribution, 13F filings, and benchmark structure — a few times a quarter.

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