Your factors

Your book's risk by source, beta, value at risk and tracking error, each holding's share, crash replays, and returns split into market, sectors, styles and stock picking. 404 not_connected before a brokerage is linked.

• model_date, value, cash (mixed): The model's day, the book and its cash.
• risk (object): volatility, beta, value_at_risk_95_1d, tracking_error, long, short, cash_share, and the risk shares market_share, sector_share, style_share, interaction_share, specific_share.
• factors[] (array): factor, name, group, exposure, volatility, risk_share, active_exposure, tracking_error_share.
• holdings[] (array): symbol, name, value, weight, options, beta, volatility, specific_volatility, risk_share, specific_risk_share, tracking_error_share, marginal_risk, sector, industry, kind, country; others counts small holdings merged into one row.
• not_modeled[] (array): symbol and value of holdings the model can't price.
• stress_tests[] (array): name, story, start_date, end_date, sp500_return, portfolio_return, market_part, other_part, change (in money).
• attribution[] (array): window (1D to 1Y), days, portfolio_return, sp500_return, market_part, style_part, sector_part, specific_part, options_part.
• GET /account/portfolio/factors: Your factors. Your book's risk by source, beta, value at risk and tracking error, each holding's share, crash replays, and returns split into market, sectors, styles and stock picking. 404 not_connected before a brokerage is linked.

Updated 2026-11-06 15:51 UTC