Risk Metrics

Residual mean-reversion factor — members of decile n

Current members of residual-signal decile n (1 = most oversold, 10 = most overbought), sorted by residual_z_5d. Combo-input factor — see /residual-signal/{ticker} for the framing and capacity disclosure.

Billing: $0.02 per request.

get/residual-signal/decile/{n}

Request

  • Base URL: https://riskmodels.app/api
  • URL: https://riskmodels.app/api/residual-signal/decile/{n}
  • Auth: HTTP bearer

Path parameters

ninteger required

Response

Decile members.

as_of_datestring date
decileinteger
countinteger
capacity_notestring

Changes

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