@BlueWaterCorp
基本信息
US equity factor risk decomposition, ETF hedge ratios and fundamentals over MCP.
使用下面的配置,将此服务器添加到你的 MCP 客户端。
{
"mcpServers": {
"riskmodels": {
"command": "npx",
"args": [
"-y",
"@riskmodels/mcp"
],
"env": {
"RISKMODELS_API_KEY": "<your key from riskmodels.app/get-key>"
}
}
}
}工具列表暂未提供
当前收录暂时没有可展示的工具列表，不代表服务没有工具。请查阅项目文档了解支持的能力。
点击上方按钮,在临时沙箱中运行此服务器并实时获取工具列表。
RiskModels provides clean dividend-adjusted total returns, factor risk decomposition, return attribution, and ETF-executable hedge ratios for US equities. It is delivered over REST, a typed Python SDK, and a built-in MCP (Model Context Protocol) server. The dataset covers ~16,000 US stocks historically, with a monthly headline universe of the largest ~3,000 by market cap.
Install the Python SDK with pip install riskmodels-py, then create a RiskModelsClient and call methods like client.analyze(). For AI agent integration, connect to the hosted MCP server via SSE at https://riskmodels.app/api/mcp/sse or run the local MCP server with stdio transport for tools like riskmodels_decompose and riskmodels_hedge_position. A CLI tool is also available via npm.
The historical panel covers ~16,000 US stocks. The monthly headline universe for daily outputs is the largest ~3,000 stocks by market cap. Split- and dividend-adjusted returns begin on 2006-01-04. Served hedge ratios begin on 2010-12-08, shares and stock variance on 2011-12-07, and L* residual outputs on 2013-01-01.
Use the hosted MCP server’s SSE endpoint at `https://riskmodels.app/api/mcp/sse` with a Bearer token (API key or OAuth2 JWT). Alternatively, run the local MCP server from this repository for stdio transport, which exposes tools like `riskmodels_decompose` and `riskmodels_hedge_position`.
The API supports OAuth2 and bearer token authentication using an API key. API keys can be obtained from the developer portal at `riskmodels.app/get-key`.
Yes. The published L1/L2/L3 hedge ratios are dollar-denominated and designed to remain executable with liquid raw ETFs, not with synthetic or orthogonalized factors.
Adjusted return series begin on 2006-01-04. Served hedge ratios begin on 2010-12-08, shares and stock variance on 2011-12-07, and L* residual outputs on 2013-01-01. Data is updated daily.
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