RiskModels
**Clean US equity total returns + institutional risk decomposition, via MCP.** RiskModels gives agents dividend-adjusted **total return series** for any US stock or ETF — and decomposes both the return and its risk into market → sector → subsector → residual layers, with executable ETF hedge ratios for each. Built on ERM3, a hierarchical factor model with orthogonalized factor construction over ~3,000 US equities (16k-name historical panel), daily history back to
RiskModels
**Clean US equity total returns + institutional risk decomposition, via MCP.** RiskModels gives agents dividend-adjusted **total return series** for any US stock or ETF — and decomposes both the return and its risk into market → sector → subsector → residual layers, with executable ETF hedge ratios for each. Built on ERM3, a hierarchical factor model with orthogonalized factor construction over ~3,000 US equities (16k-name historical panel), daily history back to 2006. One MCP call covers performance tracking, return attribution, manager-skill / 13F review, hedging, stat-arb, or feeding clean returns into your own models. **Capabilities** - **Returns** — daily dividend-adjusted total (gross) return series, point-in-time / time-safe - **Return attribution** — gross return split into L1/L2/L3 factor vs residual; isolates the residual (stock-picking / alpha) series - **Risk decomposition** — additive market / sector / subsector / residual variance shares (su
Installation
Specs
| Type | MCP server |
| Section | MCP servers |
| Pricing | free |
| Platform | Command line |
| Systems | cli, api |
| Hosting | cloud |
| Install | mcp |
| Protocols | mcp |
| Site language | en |
| Vendor | service-c09f |
