Factors
Reference pages for Factors endpoints.The sidebar labels inside this family are the literal calls you make over HTTP. Descriptions stay in the body so the navigation stays sharp and scannable.
Operations in this family
GET /v1/factors/catalog
Return the OMNI factor catalog with methodology, proxy, and orthogonalization metadata
GET /v1/factors/correlations
Return factor-to-factor and factor-to-security correlation surfaces for strategy and risk workflows
POST /v1/factors/custom
Discover a custom thematic factor pack from factor-overlap peers plus deterministic filing/news signatures
GET /v1/factors/dashboard
Return a one-call live factor dashboard with intraday, regime, rotation, spotlight-security, and optional model-portfolio drill-down sections
GET /v1/factors/decomposition
Return factor-attribution decomposition for a security over a bounded lookback window with explained return, alpha, and methodology metadata
GET /v1/factors/exposures
Return security, portfolio, or watchlist factor exposures with model metadata and provenance
GET /v1/factors/regime-performance
Return regime-conditioned factor rankings that blend the active macro backdrop with current factor state
GET /v1/factors/related-stocks
Return related stocks ranked by factor-overlap similarity for peer discovery and hedge ideation
GET /v1/factors/returns
Return factor return history, z-scores, and volatility-scaled series for supported factor families
GET /v1/factors/returns/intraday
Return intraday factor snapshots for live dashboards using the latest benchmark proxy surface
GET /v1/factors/screen
Return factor screens ranked by recent strength so agents can run factor-rotation and cross-factor ranking workflows
GET /v1/factors/similarity-pack
Return a custom thematic similarity pack that combines factor-overlap peers with deterministic filing/news signatures and naming workflow metadata