Factor macro sensitivity

This is an explainable research scenario, not a point-in-time empirical regression. Use it to inspect how selected factor families are expected to react under supported macro scenarios before applying portfolio judgment.

get/v1/factors/macro-sensitivity

Request

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

Query parameters

countrystring

ISO country code for the macro scenario context.

scenario_key'us_recession' | 'higher_for_longer' | 'china_growth_scare'

Supported macro stress scenario key.

scenarioKey'us_recession' | 'higher_for_longer' | 'china_growth_scare'

camelCase alias for scenario_key.

factorsstring

Comma-separated factor keys or aliases.

keysstring

Alias for factors.

indicatorsstring

Comma-separated macro indicator keys used to focus the sensitivity explanation.

indicator_keysstring

Alias for indicators.

lookbackstring

History lookback used by the factor and macro overlay.

limitinteger

Maximum factor sensitivity rows to return.

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

dataAsOfstring
freshnessStatus'fresh' | 'stale' | 'degraded' | 'unknown'
methodologyVersionstring
materializationVersionstring
object'factor_macro_sensitivity' required
responseMode'compact' | 'standard' | 'verbose'

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

idstring required
asOfstring required
countrystring required
scenarioKeystring nullable
topTailwindsstring[] required
topHeadwindsstring[] required
limitationsstring[] required
summaryMdstring required
requestIdstring
traceparentstring

Changes

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