Risk Metrics

Residual mean-reversion factor — active-universe cross-section

Full active-universe residual mean-reversion cross-section at the latest trading day, sorted by residual_z_5d ascending (most oversold first), paginated. Combo-input factor — see /residual-signal/{ticker} for the framing and capacity disclosure.

Billing: $0.02 per request.

get/residual-signal/latest

Request

  • Base URL: https://riskmodels.app/api
  • URL: https://riskmodels.app/api/residual-signal/latest
  • Auth: HTTP bearer

Query parameters

limitinteger
offsetinteger

Response

Paginated universe cross-section.

as_of_datestring date
countinteger
totalinteger
capacity_notestring

Changes

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