Extreme factor pairs

Return factor pairs ranked by unusual rolling spread divergence with direction, threshold, and trust metadata.

get/v1/factors/extreme-pairs

Request

  • Base URL: https://api.turos.app
  • URL: https://api.turos.app/v1/factors/extreme-pairs
  • Auth: one of:
    • API key in header x-api-key
    • HTTP bearer

Query parameters

factorsstring

Comma-separated canonical factor keys or supported public aliases used to generate pair combinations.

keysstring

Alias for factors.

categorystring

Optional factor category filter such as style, sector, or industry.

window'1d' | '5d' | '10d' | '21d' | '63d' | '126d' | '252d' | '1m' | '3m' | '6m' | '1y'

Rolling spread window. Calendar aliases map to trading-day pair windows.

lookbackstring

History lookback used to score rolling spread z-scores. Automatically widens when shorter than window.

side'both' | 'factor1' | 'factor2' | 'flat'

Filter by which side of the pair outperformed over the latest window.

direction'both' | 'factor1' | 'factor2' | 'flat'

Alias for side.

sort'abs_z_score' | 'abs_spread_return'

Ranking metric for pair divergence.

min_z_scorenumber

Optional absolute z-score floor. Defaults to 0 so the endpoint always returns the top ranked pairs.

limitinteger

Maximum number of ranked factor pairs.

response_mode'compact' | 'standard' | 'verbose'

Response projection. compact is token-efficient for agents; standard returns the full operational shape; verbose preserves full trust metadata and drill-down context.

includestring

Comma-separated compact-mode expansions such as trust, metadata, series, diagnostics, exposures, position_views, position_exposures, optimizer_candidates, or drilldown. Use trust when an agent or report needs provenance, freshness, source-rights, methodology, revision, and degraded-state metadata; use diagnostics for regression details such as rSquared and tStat where supported.

Response

Successful response

object'list' required
hasMoreboolean required
nextCursorstring nullable required
responseMode'compact' | 'standard' | 'verbose'

Projection used for this resource. compact is token-efficient for agents; standard and verbose retain fuller operational context.

includestring[]
requestIdstring
traceparentstring

Changes

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