RiskModels

NPM · @RISKMODELS/MCP · 2 COMPONENTS · SCANNED AUG 3

Dividend-adjusted US equity total returns, risk decomposition, attribution & ETF hedge ratios

Available components

remote · riskmodels.app 38 npm · @riskmodels/mcp 68

+15 this week 68 68 Trust /100

Trust breakdown (6 categories)

How this component scores in each security and reliability category. Every signal is checked automatically from public evidence about the published package, including repeated runs of it in an isolated sandbox, and we only credit what we can confirm. How we score →

Supply Chain Security87

No malware found by supply-chain analysis.Pass
Only part of the dependency tree could be resolved (96 of 100), so this covers what we could see, not the whole tree.Partial
No install/post-install scripts declared.Pass
Only part of the dependency tree could be resolved (96 of 100), so this covers what we could see, not the whole tree. View diagnostics → Partial

Provenance & Transparency32

Source repository is publicly reachable at the declared URL. View diagnostics → Pass
Provenance check failed: no build-provenance attestation is published. See how to fix → View diagnostics → Fail
License check failed: no license is declared. See how to fix → Fail
Actively maintained (last published 53 days ago).Pass
Disclosure check failed: no security disclosure policy was found in the source repository. See how to fix → Fail

Schema Quality & AI Usability81

100% of prompts and resources have a non-trivial description (not blank, and not just the item's name).Pass
AI-judged instruction clarity (good).Pass
Tool/resource definitions use about 2925 tokens (~76/item across 38 items; 29 tools + 9 resources), lean.Pass
Usage-examples check failed: none of the tools include examples. See how to fix → Fail

Stability & Change Management27

Stability observed for 8 of 30 days with no destabilising changes; credit accrues until the full window elapses.Partial

Tool Coverage99

100% of tools have a non-trivial description (not blank, and not just the tool's name).Pass
96% of tool parameters carry a description.Partial

Capabilities100

Implements a supported MCP spec version (2025-11-25); the latest is 2026-07-28.Pass

Install

Add this component to your MCP client. Where a client-specific snippet is available, pick your client below and copy it straight into your config; otherwise use the connection detail shown.

npm · @riskmodels/mcp

Claude Codex opencode OpenClaw Hermes Other

# add to Claude Code

claude mcp add bluewatercorp-riskmodels -- npx -y @riskmodels/mcp

# add to Codex CLI

codex mcp add bluewatercorp-riskmodels -- npx -y @riskmodels/mcp

// opencode.json

{
  "$schema": "https://opencode.ai/config.json",
  "mcp": {
    "bluewatercorp-riskmodels": {
      "type": "local",
      "command": [
        "npx",
        "-y",
        "@riskmodels/mcp"
      ],
      "enabled": true
    }
  }
}

# add to OpenClaw

openclaw mcp add bluewatercorp-riskmodels --command npx --arg -y --arg @riskmodels/mcp

# ~/.hermes/config.yaml

mcp_servers:
  bluewatercorp-riskmodels:
    command: "npx"
    args: ["-y", "@riskmodels/mcp"]

// mcp.json

{
  "mcpServers": {
    "bluewatercorp-riskmodels": {
      "command": "npx",
      "args": [
        "-y",
        "@riskmodels/mcp"
      ]
    }
  }
}

Changelog

Every change we have recorded for this component, newest first. Security-relevant changes are always shown. ▲ marks a change for the better, ▼ a change for the worse; unmarked changes are neutral.

3 Aug 26 +1

No change was recorded against any check on this day. Stability & Change Management went from 23 to 27. That category is still filling its 30-day observation window: 7 days of observed history at the previous scan, 8 at this one. The score rises as the window fills, whether or not the server changes.
2 Aug 26 +31
- Provenance: unverified → fail ▼ security
- Install scripts: unverified → pass ▲ security
- Known CVEs: unverified → partial ▲ security
- Malware scan: unverified → pass ▲ security
- License: unverified → fail ▼ functional
- Dependency health: unverified → partial ▲ functional
- Maintenance: unverified → pass ▲ functional
- Stability: unverified → 0.23 ▲ functional
1 Aug 26 −11
- We updated how we score, so this day's move reflects our rubric, not a change to the server See what changed → functional
31 Jul 26 −6
- Provenance: unverified → fail ▼ security
- Malware scan: pass → unverified ▼ security
- Install scripts: unverified → pass ▲ security
- License: unverified → fail ▼ functional
- Maintenance: unverified → pass ▲ functional
- Schema quality: unverified → good ▲ functional
27 Jul 26 53

First indexed and scored.

Show 2 earlier entries Hide earlier entries

Diagnostics

Diagnostic detail from the automated scan of this channel: what the scanner observed at each step, so you can see exactly where a check passed or failed. It is informational only and never changes the trust score.

Captured 3 Aug 2026 · Analysed npm/@riskmodels/[email protected]

Provenance none

Ecosystem: npm · Outcome: none

Dependencies 96 packages

96 packages in the resolved dependency tree · 95 deprecated · 29 stale · 1 without a linked repository.

The dependency tree was only partially resolved, so these counts may be incomplete.

MCP tools — 29 exposed · ~2,777 tokens

The tools this component advertises to a client, with an estimated token cost for each. Expand a tool to see its parameters and schema. The per-tool counts are indicative and are not scored directly; the schema's total context footprint is one signal in Schema Quality & AI Usability.

Tool Tokens

get_l3_decomposition L3 Hierarchical Risk Decomposition ~126

Daily EOD hierarchical orthogonal decomposition for a single ticker: market → sector → subsector → residual. Returns parallel time-series arrays plus hedge ratios. Historical data from GCP zarr; latest snapshot from Supabase. Data freshness: daily after US market close (see _data_as_of).

Input Output Examples

Name	Type	Req	Description
market_factor_etf	string	—	Market factor ETF for L1 (default SPY)
ticker	string	yes	Stock ticker symbol, e.g. NVDA, AAPL
years	integer	—	Years of daily history to return (1–15)

No output schema declared.

No examples provided.

get_metrics Latest Risk Metrics Snapshot ~89

Latest daily EOD risk metrics for a ticker from the Supabase _latest table: L1/L2/L3 hedge ratios (SPY, sector ETF, subsector ETF), explained-risk fractions, daily volatility, price close, market cap. Single-row snapshot. Data freshness: daily after US market close.

Input Output Examples

Name	Type	Req	Description
ticker	string	yes	Stock ticker symbol, e.g. NVDA, AAPL

No output schema declared.

No examples provided.

get_portfolio_risk_snapshot Portfolio Risk Snapshot ~153

Bundled portfolio risk report for up to 100 positions: variance decomposition (market / sector / subsector / residual / systematic), portfolio 23-day volatility, and optional diversification analytics with sector/subsector ETF correlation matrices. Returns JSON by default. Response is cached per-user per-portfolio for 1 hour.

Input Output Examples

Name	Type	Req	Description
as_of_date	string	—	YYYY-MM-DD override for the snapshot date
include_diversification	boolean	—	Include diversification metrics (adds latency)
positions	array	yes	Positions as { ticker, weight } pairs. Weights need not sum to 1.
title	string	—	—
window_days	integer	—	Rolling window in trading days for diversification

No output schema declared.

No examples provided.

post_snapshot Canonical Portfolio Snapshot ~199

Run a canonical risk snapshot on a portfolio (1–100 positions): L3 variance decomposition (market / sector / subsector / residual / systematic), L3 hedge ratios per position, frozen-weight daily return attribution (gross + market / sector / subsector strips + residual), cumulative return and drawdown over the lookback window, and a risk_summary with dominant drivers, concentration flags, and top exposures. This is the canonical RiskModels public surface — same response shape across UI, CLI, SDK, and agents. Provide either weight or shares for every position (do not mix). Bills as portfolio-risk-snapshot ($0.25 per request).

Input Output Examples

Name	Type	Req	Description
benchmark	string	—	Optional benchmark ticker (reserved for comparison views)
lookback_days	integer	—	Trading days of history for return curves and attribution series (default 252)
portfolio	array	yes	Portfolio positions. Use weights for every position OR shares for every position — do not mix.

No output schema declared.

No examples provided.

riskmodels_analyze_portfolio RiskModels Portfolio hedge_levels aggregate ~85

Holdings-weighted L1/L2/L3 hedge_levels across names via POST /batch/analyze (hedge_ratios). Returns normalized portfolio.portfolio_hedge_levels and per-ticker blocks when present.

Input Output Examples

Name	Type	Req	Description
positions	array	yes	Positions with weight or dollars (combined per ticker)
years	integer	—	Batch lookback window, default 1

No output schema declared.

No examples provided.

riskmodels_call_endpoint RiskModels Generic Capability Call ~147

Escape hatch for any capability without a dedicated tool. Run riskmodels_list_endpoints (and riskmodels_get_capability for params), then call with that capability's method + endpoint path. Path is relative to the API root (a leading "/api" is stripped). Blocked: SQL (/cli/query), Plaid, and chat endpoints — use the REST API directly for those.

Input Output Examples

Name	Type	Req	Description
body	object	—	JSON body (POST)
method	string	yes	HTTP method from list_endpoints
path	string	yes	Endpoint path from list_endpoints, e.g. "/industry-panel" or "/data/benchmark/SPY"
query	object	—	Query parameters

No output schema declared.

No examples provided.

riskmodels_compare RiskModels Multi-Ticker Comparison ~48

Compare tickers across market, sector, subsector, and residual risk layers. Prefer grouped bar charts when chart_data is present.

Input Output Examples

Name	Type	Req	Description
tickers	array	yes	Ticker symbols to compare

No output schema declared.

No examples provided.

riskmodels_decompose RiskModels Single-Stock Decomposition ~111

L3 four-bet view: decompose one stock into additive market, sector, subsector, and residual layers (same semantics as POST /decompose exposure/hedge). Returns chart_data and plain_english. To compare standalone L1 vs L2 vs L3 hedge solutions (HR/ER + ETF legs), call riskmodels_get_hedge_levels or read hedge_levels on the API response.

Input Output Examples

Name	Type	Req	Description
ticker	string	yes	Ticker symbol, e.g. NVDA or AAPL

No output schema declared.

No examples provided.

riskmodels_get_capability Get RiskModels Capability Details ~45

Get full capability details (parameters, pricing, examples) by id

Input Output Examples

Name	Type	Req	Description
id	string	yes	Capability id (e.g. ticker-returns, risk-decomposition)

No output schema declared.

No examples provided.

riskmodels_get_etf RiskModels ETF Metrics ~61

Latest canonical metrics for one ETF (GET /data/etf/{ticker}): registry metadata + portfolio surface. Resolve the ticker via riskmodels_search_etfs if unsure.

Input Output Examples

Name	Type	Req	Description
ticker	string	yes	ETF ticker, e.g. SMH

No output schema declared.

No examples provided.

riskmodels_get_etf_holdings RiskModels ETF Holdings ~62

Top-N current holdings of an ETF (GET /data/etf/{ticker}/holdings).

Input Output Examples

Name	Type	Req	Description
ticker	string	yes	ETF ticker, e.g. SMH
top	integer	—	Number of holdings (default 25)

No output schema declared.

No examples provided.

riskmodels_get_filer_holdings RiskModels 13F Filer Holdings ~86

Top-N current holdings of a 13F filer (GET /13f/filers/{bw_filer_id}/holdings). Resolve bw_filer_id via riskmodels_search_filers first.

Input Output Examples

Name	Type	Req	Description
bw_filer_id	string	yes	Filer id from riskmodels_search_filers
top	integer	—	Number of holdings (default 25)

No output schema declared.

No examples provided.

riskmodels_get_filer_snapshot RiskModels 13F Filer Snapshot ~77

Composed JSON snapshot for one 13F filer (GET /13f/filers/{bw_filer_id}/snapshot): registry + latest metrics + concentration. Resolve bw_filer_id via riskmodels_search_filers first.

Input Output Examples

Name	Type	Req	Description
bw_filer_id	string	yes	Filer id from riskmodels_search_filers

No output schema declared.

No examples provided.

riskmodels_get_hedge_levels RiskModels L1/L2/L3 hedge_levels ~84

Canonical L1, L2, and L3 hedge snapshots (semantic HR/ER + hedge_etfs) from GET /metrics/{ticker}. Use this when you need to compare which cascade depth to trade, distinct from decompose four-bet exposure.

Input Output Examples

Name	Type	Req	Description
ticker	string	yes	Ticker symbol, e.g. NVDA or AAPL

No output schema declared.

No examples provided.

riskmodels_get_macro_correlation RiskModels Macro Factor Correlation ~135

Exposure of a stock's returns to macro drivers like rates and volatility (POST /correlation). Defaults to the L3 residual return so it isolates idiosyncratic macro sensitivity.

Input Output Examples

Name	Type	Req	Description
factors	array	—	Macro factor ids to test (default: standard set)
method	string	—	"pearson" (default) or "spearman"
return_type	string	—	Return series to correlate (default "l3_residual")
ticker	string	yes	Ticker symbol, e.g. NVDA
window_days	integer	—	Rolling window in days (default 252)

No output schema declared.

No examples provided.

riskmodels_get_rankings RiskModels Cross-Sectional Rankings ~104

Where a stock sits in its sector/universe percentile for a given metric (GET /rankings/{ticker}) — peer analytics / manager-skill context.

Input Output Examples

Name	Type	Req	Description
cohort	string	—	Peer cohort, e.g. sector or universe
metric	string	—	Ranking metric (see riskmodels_get_capability id=rankings)
ticker	string	yes	Ticker symbol, e.g. NVDA
window	string	—	Lookback window

No output schema declared.

No examples provided.

riskmodels_get_residual_signal RiskModels Residual Mean-Reversion Signal ~100

Aggregate the L3 residual mean-reversion (stat-arb) signal across a basket (POST /signals/residual-reversion/basket). Optional weights and a minimum signal-quality quintile filter.

Input Output Examples

Name	Type	Req	Description
signal_quality_min_quintile	integer	—	Drop names below this signal-quality quintile (1-5)
tickers	array	yes	Basket tickers
weights	array	—	Optional weights, aligned to tickers

No output schema declared.

No examples provided.

riskmodels_get_return_attribution RiskModels Return Attribution (factor vs residual) ~194

Daily return attribution (GET /returns-decomposition): decomposes each day's gross return into additive L1/L2/L3 factor (market/sector/subsector) and residual (stock-specific) return components from ds_erm3_returns. Isolates the residual return series — the stock-picking / alpha component — for manager-skill evaluation and stat-arb. Set include_lstar for the Lstar-dispatched residual series.

Input Output Examples

Name	Type	Req	Description
include_lstar	boolean	—	Include lstar + lstar_residual_return arrays (default false)
market_factor_etf	string	—	Market factor ETF (default SPY)
threshold	number	—	Marginal ER threshold for Lstar derivation (default 0.01)
ticker	string	yes	Ticker symbol, e.g. NVDA or AAPL
years	integer	—	Calendar years of daily history (default 1)

No output schema declared.

No examples provided.

riskmodels_get_returns RiskModels Stock Total Returns ~130

Daily dividend-adjusted total (gross) return series for any US stock or ETF (GET /ticker-returns), with per-day L3 market/sector/subsector hedge ratios and explained-risk fractions (sum to ~1.0). Up to 15 years of point-in-time, time-safe history. Use for performance tracking, backtests, or as the clean returns input to any risk or attribution work.

Input Output Examples

Name	Type	Req	Description
ticker	string	yes	Ticker symbol, e.g. NVDA or AAPL
years	integer	—	Years of daily history (default 1, max 15)

No output schema declared.

No examples provided.

riskmodels_get_schema Get RiskModels Response Schema ~61

Get JSON schema for an API response by path (e.g. ticker-returns-v2.json)

Input Output Examples

Name	Type	Req	Description
path	string	yes	Schema path or filename (e.g. ticker-returns-v2.json or /schemas/ticker-returns-v2.json)

No output schema declared.

No examples provided.

riskmodels_hedge_portfolio RiskModels Portfolio ETF hedge notionals ~74

Batch hedge_ratios at a chosen cascade level (L1/L2/L3), scale HRs by dollar notionals per ticker, and aggregate ETF USD hedge legs.

Input Output Examples

Name	Type	Req	Description
level	string	—	Cascade depth; default L3
positions	array	yes	—
years	integer	—	—

No output schema declared.

No examples provided.

riskmodels_hedge_position RiskModels Position Hedge ~61

Scale ETF hedge ratios for a ticker to a dollar position. Returns chart-ready hedge notionals.

Input Output Examples

Name	Type	Req	Description
dollars	number	yes	Dollar notional of the stock position
ticker	string	yes	Ticker symbol, e.g. NVDA

No output schema declared.

No examples provided.

riskmodels_list_endpoints List RiskModels API Endpoints ~28

List all public API capabilities (id, name, method, endpoint, short description)

Input Output Examples

Input schema present but exposes no named parameters.

No output schema declared.

No examples provided.

riskmodels_portfolio_decompose RiskModels Portfolio Decomposition ~45

Decompose a weighted portfolio into market, sector, subsector, and residual risk layers.

Input Output Examples

Name	Type	Req	Description
positions	array	yes	Portfolio positions as ticker plus weight or dollars

No output schema declared.

No examples provided.

riskmodels_screen_rankings RiskModels Rankings Screen ~149

Full cross-section rank screen (POST /rankings/screen): server-side percentile/decile filtering across the universe for a metric. Use to build screens, not single-ticker lookups.

Input Output Examples

Name	Type	Req	Description
as_of	string	—	As-of date (YYYY-MM-DD)
cohort	string	yes	Peer cohort
decile	integer	—	Restrict to a decile (1-10)
limit	integer	—	Max rows (default 100)
metric	string	yes	Ranking metric
min_percentile	number	—	Minimum percentile filter
sector_filter	string	—	Restrict to a sector
window	string	yes	Lookback window

No output schema declared.

No examples provided.

riskmodels_search_etfs RiskModels ETF Search ~81

Find ETFs in the canonical universe by symbol or name (GET /data/etf/search). Free — resolve a hedge/benchmark ETF before pulling its metrics or holdings.

Input Output Examples

Name	Type	Req	Description
limit	integer	—	Max results (default 25)
q	string	—	Symbol or name fragment, e.g. "semiconductor" or "SMH"

No output schema declared.

No examples provided.

riskmodels_search_filers RiskModels 13F Filer Search ~88

Find 13F filers by name (GET /13f/filers/search). Free — resolve a manager like "Berkshire" to a bw_filer_id before pulling its snapshot, holdings, or concentration.

Input Output Examples

Name	Type	Req	Description
limit	integer	—	Max results (default 25)
q	string	yes	Filer name fragment, e.g. "berkshire"

No output schema declared.

No examples provided.

riskmodels_search_tickers RiskModels Ticker Search ~109

Resolve a symbol or company name to RiskModels tickers (GET /tickers). Free — use this first to turn a name like "Nvidia" into a ticker before any analysis tool. mag7=true returns the Magnificent Seven.

Input Output Examples

Name	Type	Req	Description
include_metadata	boolean	—	Include extra metadata per match
mag7	boolean	—	Return the MAG7 set
search	string	—	Symbol or company-name fragment, e.g. "nvidia" or "NVDA"

No output schema declared.

No examples provided.

riskmodels_whitepaper_example RiskModels Live White-Paper Example ~45

Run a live example from the RiskModels white paper. Returns chapter text plus SDK/API output with chart_data.

Input Output Examples

Name	Type	Req	Description
exampleId	string	yes	White-paper example id

No output schema declared.

No examples provided.

On this page

Handy links

Scoring key

80+ high trust
60–79 medium
below 60 low

How we score

Score history · last 30 days

27 Jul 3 Aug