BlueWaterCorp/RiskModels_API
by Various
US equity and portfolio risk decomposition (market, sector, subsector and stock-specific), ETF hedge ratios
MCP
BlueWaterCorp/RiskModels_API
Added 18 Oct 2026
Overview
BlueWaterCorp/RiskModels_API is a TypeScript API for US equity and portfolio risk decomposition. It breaks risk into market, sector, subsector, and stock-specific components, and provides ETF hedge ratios.
Best for
Best for
Developers building US equity portfolio risk tools or ETF hedging workflows
Use cases
- Decompose portfolio risk into market, sector, subsector, and stock-specific parts
- Calculate hedge ratios for ETF positions
- Analyze systematic versus idiosyncratic equity risk
Notes
0 stars on GitHub. Last updated 2026-10-16. Licensed Apache-2.0.
Pros
- Provides granular risk decomposition across multiple levels
- Includes ETF hedge ratio calculations
- Written in TypeScript for type safety and maintainability
Cons
- No stars or community traction yet
- Limited evidence of documentation or usage examples
- Focused solely on US equities, not global markets
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