Risk Metrics

Correlation vs macro factors (query convenience)

Same computation as POST /correlation. Pass macro keys as a comma-separated factors query param (alias: factor is accepted as a synonym).

get/metrics/{ticker}/correlation

Request

Base URL: https://riskmodels.app/api
URL: https://riskmodels.app/api/metrics/{ticker}/correlation
Auth: HTTP bearer

Path parameters

tickerstring required

Query parameters

factorsstring

Comma-separated factor keys (bitcoin,gold,...); default all six. Same as query param factor.

return_type'gross' | 'l1' | 'l2' | 'l3_residual'

window_daysinteger

method'pearson' | 'spearman'

Response

Correlations and lineage metadata.

tickerstring required

return_type'gross' | 'l1' | 'l2' | 'l3_residual' required

window_daysinteger required

method'pearson' | 'spearman' required

correlationsobject required

overlap_daysinteger required

Largest number of paired observations used among requested factors.

warningsstring[] required

Example response

{
  "_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.