RiskModels

**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

该来源不提供完整文件导出（国内平台多为平台内托管），仅存元数据与原链

接入信息

传输形态: http
鉴权方式: 鉴权未知
端点: https://riskmodels--service-c09f.run.tools

鉴权方式未标注，请核对官方文档后再接入——不要直接使用以下片段

{
  "mcpServers": {
    "RiskModels": {
      "url": "https://riskmodels--service-c09f.run.tools"
    }
  }
}

能力清单

工具	说明
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 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_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 from decompose four-bet exposure.
riskmodels_compare	Compare tickers across market, sector, subsector, and residual risk layers. Prefer grouped bar charts when chart_data is present.
riskmodels_hedge_position	Scale ETF hedge ratios for a ticker to a dollar position. Returns chart-ready hedge notionals.
riskmodels_analyze_portfolio	Holdings-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_portfolio	Batch 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_decompose	Decompose a weighted portfolio into market, sector, subsector, and residual risk layers.
riskmodels_whitepaper_example	Run a live example from the RiskModels white paper. Returns chapter text plus SDK/API output with chart_data.
riskmodels_render_artifact	Render 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_endpoints	List all public API capabilities (id, name, method, endpoint, short description)
riskmodels_get_capability	Get full capability details (parameters, pricing, examples) by id
riskmodels_get_schema	Get JSON schema for an API response by path (e.g. ticker-returns-v2.json)
get_l3_decomposition	Daily 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_metrics	Latest 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_snapshot	Bundled 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.

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