Risk Metrics

Macro factor daily return series

Returns long-format rows from Supabase macro_factors (factor_key, teo, return_gross) for the requested date range. No stock ticker is required. Omit factors to use all ten canonical keys (inflation, term_spread, short_rates, credit, oil, gold, usd, volatility, bitcoin, vix_spot); aliases such as btc → bitcoin, xau/gld → gold, and legacy v1 names (dxy → usd, vix → vix_spot, ust10y2y → term_spread) normalize automatically. Default date range: from five calendar years before end through end (UTC date); default end is today. Maximum span: 20 years. Cost: $0.005 per request. JSON Schema (MCP): https://riskmodels.app/schemas/macro-factors-series-v1.json

get/macro-factors

Request

  • Base URL: https://riskmodels.app/api
  • URL: https://riskmodels.app/api/macro-factors
  • 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)

Query parameters

factorsstring

Comma-separated factor keys; synonym query param factor is also accepted by the server.

startstring date

Inclusive start (YYYY-MM-DD).

endstring date

Inclusive end (YYYY-MM-DD). Defaults to today (UTC).

Response

Macro factor rows and lineage metadata.

factors_requestedstring[] required
startstring date required
endstring date required
row_countinteger required
warningsstring[] required

Example response

{
  "series": [
    {
      "factor_key": "bitcoin"
    }
  ],
  "_metadata": {
    "model_version": "ERM3-L3-v30",
    "data_as_of": "2026-03-17",
    "factor_set_id": "SPY_uni_mc_3000",
    "universe_size": 2987,
    "wiki_uri": "https://riskmodels.app/docs/methodology/erm3-l3",
    "factors": [
      "SPY",
      "XLK",
      "XLF",
      "XLV",
      "XLE",
      "XLI",
      "XLY",
      "XLP",
      "XLU",
      "XLB",
      "XLRE",
      "XLC"
    ],
    "range": [
      "2018-01-02",
      "2026-04-14"
    ]
  }
}

Changes

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