Funds

Latest fund hedge ratios (L1 / L2 / L3)

Latest L1/L2/L3 ETF hedge ratios for a fund. Reads L{1,2,3}_HR (teo, symbol) from Slice 7's per-fund ds_hr.zarr at the latest teo. Empty arrays are emitted for levels with no non-NaN entries (small / niche funds may only have an L1 market hedge).

get/funds/{bw_fund_id}/hedge

Request

  • Base URL: https://riskmodels.app/api
  • URL: https://riskmodels.app/api/funds/{bw_fund_id}/hedge
  • Auth: HTTP bearer

Path parameters

bw_fund_idstring required

Response

Per-level hedge legs.

bw_fund_idstring required
tickerstring nullable
fund_namestring nullable
equity_style_9boxstring nullable
teostring date required

Latest teo that carries a hedge. Trailing teos with no book (past the holdings forward-fill cap) are skipped.

holdings_teostring date nullable

Report date of the filed holdings behind teo's weights. Holdings are carried forward onto later month-ends between filings, so this can be months before teo. Hedge ratios are per dollar of the fund's ERM3-universe book (holdings outside the ERM3 universe are excluded; a holding without a hedge ratio counts as unhedged).

Changes

No recorded changes to this operation across all 1 revision of this API.