Risk Metrics

Cross-sectional rankings screen

Full-universe rank screen from ds_rankings at one teo (default latest). Applies server-side min_percentile, decile (1 = best decile), and optional sector_filter (sector ETF on symbols.sector_etf), then returns up to 500 names sorted by ascending rank_ordinal. Same rank_percentile rule as GET /rankings/top (100 = best).

post/rankings/screen

Request

  • Base URL: https://riskmodels.app/api
  • URL: https://riskmodels.app/api/rankings/screen
  • Auth: HTTP bearer

Request body

metric'mkt_cap' | 'gross_return' | 'sector_residual' | 'subsector_residual' | 'er_l1' | 'er_l2' | 'er_l3' required
cohort'universe' | 'sector' | 'subsector' required
window'1d' | '21d' | '63d' | '252d' required
as_ofstring date

Observation date (default latest teo in zarr).

min_percentilenumber
decileinteger
sector_filterstring

Sector ETF ticker (e.g. XLK).

limitinteger

Response

Filtered cross-section rows and counts.

teostring date
metricstring
cohortstring
windowstring
limitinteger
min_percentilenumber nullable
decileinteger nullable
sector_filterstring nullable
universe_sizeinteger
matched_countinteger
universestring
data_sourcestring
_metadataobject

Example response

{
  "_agent": {
    "cost_usd": 0.005,
    "latency_ms": 145,
    "request_id": "req_abc123xyz",
    "confidence": {
      "overall": 0.98
    },
    "data_freshness": "2026-02-21T10:30:00Z",
    "billing_code": "ticker_returns_v2"
  }
}

Changes

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