Documentation

RiskModels API Docs

The ERM3 hierarchical equity risk model as an API — residual risk, hedge ratios, and explained risk for quant developers and AI agents. Separate factor exposure from the idiosyncratic bet so you can hedge what you don't want.

🚀Get started

Install the Python SDK, provision an API key, and make your first decomposition call.

⚡API guide

Every endpoint with SDK examples — decompose, metrics, rankings, Lstar, batch, and macro correlation.

📐Methodology & ERM3

The regression cascade, orthogonalization, hedge-ratio math, and the engine design behind it.

🤖Agents & MCP

MCP server, agent-native SDK helpers, and prompt patterns for autonomous quant workflows.

📈Factor correlation

Correlate gross or ERM3-residual returns against 10 macro and 8 style factors.

🔐Authentication

OAuth2 client credentials, Bearer tokens, and the prepaid billing model.

Live API snapshot

See how it's built →

MAG7 macro correlation matrix from the RiskModels API

Every number on this site is generated from the live API — here, MAG7 residual correlations to VIX, Gold, and BTC (252-day, L3 residual). No synthetic data. Factor correlation guide →