Cron Name Index Model
Refit every symbol's single-index risk model into name_index_model.
BKM Ch. 8 / audit 2026-09-30 #3. 252-trading-day OLS of each name's daily excess SIMPLE returns on SPY's: beta_raw, beta_blume, alpha_ann, resid_var_ann (σ²(e)), r_squared. Pure DB→DB — one price_history_close_panel RPC (mig 174) in, one upsert on the symbol PK (mig 224) out. No AlphaVantage, no yfinance, no screener batch.
Normally runs as the tail of the 22:30 UTC price-history chain (scheduler_setup.py) so the fit always includes the close that just landed. This endpoint exists for a manual refit after a backfill. Idempotent — the table is one slot per symbol and a re-run rewrites it.
Request
- Base URL: https://api.equity-rank.com (the document declares no server; this is the origin it was published from)
- URL: https://api.equity-rank.com/cron/name-index-model
- Auth: none declared
Headers
Response
Successful Response
Changes
No recorded changes to this operation across all 2 revisions of this API.