Documentation Index

Fetch the complete documentation index at: https://docs.secapi.ai/llms.txt

Use this file to discover all available pages before exploring further.

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Factor Intelligence

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What this surface covers

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Factor catalog

• 84 factors organized into 5 categories: market, style, macro, sector, and industry
• each factor entry includes methodology description, proxy ticker, orthogonalization metadata, and category assignment
• the catalog is the canonical reference for factor identifiers used across all other factor endpoints

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Categories

curl -X GET \
  -H "x-api-key: $OMNI_DATASTREAM_API_KEY" \
  -H "omni-version: 2026-03-19" \
  "https://api.secapi.ai/v1/factors/catalog"

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Factor returns

• historical daily factor return series with z-scores and volatility-scaled variants
• supports filtering by factor category, individual factor identifiers, and date range
• used for backtesting, trend analysis, and factor-timing research

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Query parameters

curl -X GET \
  -H "x-api-key: $OMNI_DATASTREAM_API_KEY" \
  -H "omni-version: 2026-03-19" \
  "https://api.secapi.ai/v1/factors/returns?category=style&start_date=2025-01-01&end_date=2025-12-31&frequency=daily"

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Factor correlations

• factor-to-factor and factor-to-security correlation matrices
• supports windowed correlation with configurable lookback
• useful for strategy diversification analysis and risk decomposition

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Query parameters

curl -X GET \
  -H "x-api-key: $OMNI_DATASTREAM_API_KEY" \
  -H "omni-version: 2026-03-19" \
  "https://api.secapi.ai/v1/factors/correlations?factors=momentum,value,quality&lookback_days=252"

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Factor exposures

• per-stock, portfolio, or watchlist factor loadings with model metadata and provenance
• exposures reflect the sensitivity of a security’s returns to each factor
• supports single-ticker and batch queries

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Query parameters

curl -X GET \
  -H "x-api-key: $OMNI_DATASTREAM_API_KEY" \
  -H "omni-version: 2026-03-19" \
  "https://api.secapi.ai/v1/factors/exposures?ticker=AAPL"

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Factor intraday

• live intraday factor return snapshots derived from the latest benchmark proxy surface
• intended for dashboards and real-time factor monitoring during market hours
• returns are updated throughout the trading day as proxy prices move

curl -X GET \
  -H "x-api-key: $OMNI_DATASTREAM_API_KEY" \
  -H "omni-version: 2026-03-19" \
  "https://api.secapi.ai/v1/factors/returns/intraday"

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Factor dashboard

• consolidated one-call view combining intraday returns, regime context, rotation signals, spotlight-security analysis, and optional model-portfolio drill-down
• designed to power full-screen factor dashboards in a single request

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Query parameters

curl -X GET \
  -H "x-api-key: $OMNI_DATASTREAM_API_KEY" \
  -H "omni-version: 2026-03-19" \
  "https://api.secapi.ai/v1/factors/dashboard?ticker=AAPL"

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Factor regime performance

• factor rankings conditioned on the current macro regime
• blends the active macro backdrop (expansion, contraction, stress, recovery) with current factor state
• useful for regime-aware factor rotation and allocation decisions

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Query parameters

curl -X GET \
  -H "x-api-key: $OMNI_DATASTREAM_API_KEY" \
  -H "omni-version: 2026-03-19" \
  "https://api.secapi.ai/v1/factors/regime-performance"

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Portfolio factor analysis

• decompose an arbitrary portfolio into factor exposures, return attribution, and hedge suggestions
• accepts a list of positions with weights in the request body
• returns explained return, residual alpha, and per-factor contribution

curl -X POST \
  -H "x-api-key: $OMNI_DATASTREAM_API_KEY" \
  -H "omni-version: 2026-03-19" \
  -H "content-type: application/json" \
  -d '{
    "positions": [
      {"ticker": "AAPL", "weight": 0.30},
      {"ticker": "MSFT", "weight": 0.25},
      {"ticker": "GOOGL", "weight": 0.20},
      {"ticker": "AMZN", "weight": 0.15},
      {"ticker": "NVDA", "weight": 0.10}
    ]
  }' \
  "https://api.secapi.ai/v1/portfolio/analyze"

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Model portfolio factor view

• factor view scoped to a saved model portfolio
• returns aggregate portfolio-level exposures and per-position factor breakdowns
• useful for monitoring factor drift and concentration in model portfolios

curl -X GET \
  -H "x-api-key: $OMNI_DATASTREAM_API_KEY" \
  -H "omni-version: 2026-03-19" \
  "https://api.secapi.ai/v1/model-portfolios/{portfolioId}/factor-view"

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Endpoint summary

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Failure posture

• treat non-2xx responses as contract-aware failures, not free-form errors
• preserve requestId and traceparent in logs and downstream reports
• if provenance or freshness metadata is present, return it unchanged so trust is not lost in the handoff