{"schema_version":1,"snapshot_id":"bfb936f5ceae4a7427f93961201723779c3021545a3c4222395e8678314c3e55","generated_at":"2026-10-17T21:51:24.907033+00:00","notice":"Potential GTM matches from directory metadata and model triage. Discovered does not mean vendor-verified or tested. Pending records remain under review; pricing and install details require primary sources.","canonical_url":"https://gtmmcps.com/discoveries/64e185621f2806c63a4a","record":{"id":"64e185621f2806c63a4a","name":"RiskModels","aliases":["RiskModels"],"description":"**Clean US equity total returns + institutional risk decomposition, via MCP.**\n  \n  RiskModels gives agents dividend-adjusted **total return series** for any US stock or\n  ETF — and decomposes both the return and its risk into market → sector → subsector →\n  residual layers, with executable ETF hedge ratios for each. Built on ERM3, a\n  hierarchical factor model with orthogonalized factor construction over ~3,000 US\n  equities (16k-name historical panel), daily history back to 2006.\n\n  One MCP call covers performance tracking, return attribution, manager-skill / 13F\n  review, hedging, stat-arb,","repository_url":null,"sources":[{"source_id":"smithery","url":"https://api.smithery.ai/servers","observed_at":"2026-10-17T21:40:22.481400+00:00","source_record_id":"8b6c9509-bdc6-410d-a643-61af95370782","source_record_name":"service-c09f/riskmodels"}],"relevance_signals":["attribution"],"classification":{"label":"pending","method":"not-yet-classified"},"catalog_ids":[],"verification_status":"discovered","vendor_ownership":"not-verified","execution_tested":false,"pricing_status":"not-verified","documentation_status":"not-verified"}}