Discovered · unverified
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,
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Vendor ownership, pricing, documentation, and execution are not verified for this discovery record. Appearing in the official MCP registry does not mean this server is vendor-owned or tested.
Relevance and review status.
Awaiting triage. Method: not yet classified.
Task signals: attribution.
Setup and documentation.
No verified installation steps or callable endpoint are supplied by this discovery record. Follow the original repository or directory entry to inspect current setup instructions, permissions, and authentication.
Source receipts.
- smithery · Observed 2026-10-17
Discovery ID: 64e185621f2806c63a4a. Snapshot: 2026-10-17. Read this record as JSON · Full discovery dataset.
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