Risk Metrics

Structured hedge basket with a recommended hedge level and decision trace

The chat-rendered hedge table: per-layer ETF legs with a net-market-β subtotal, plus a decision_trace explaining why recommended_level was chosen. Composes the latest-teo metric snapshot (HRs, ERs, betas) with link-betas read from ds_erm3_link_betas_{market_factor_etf}.zarr.

user_segment drives the leverage cap (default family_office, 2.0×).

Authentication: Required (API Key or OAuth2) Billing: $0.02 per request Rate Limit: 120 requests/minute (default)

get/hedge-basket/{ticker}

Request

  • Base URL: https://riskmodels.app/api
  • URL: https://riskmodels.app/api/hedge-basket/{ticker}
  • Auth: one of:
    • HTTP bearer
    • OAuth 2 (authorization code, authorization URL https://riskmodels.app/oauth/authorize, token URL https://riskmodels.app/api/oauth/token, scopes: mcp:read)

Path parameters

tickerstring required

Query parameters

user_segment'retail' | 'family_office' | 'ls_equity' | 'stat_arb'

Drives the leverage cap applied to the recommended level.

market_factor_etfstring

Market factor ETF whose link-beta cube is read.

Response

Hedge basket

tickerstring
as_ofstring date
inputsobject

Betas, layer ETF tickers, and the lambda_s_to_m / lambda_u_to_m link betas the basket was built from.

decision_tracestring[]

Ordered rationale for the recommended level.

Changes

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