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Factor Intelligence

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What this surface covers

OMNI Factor Intelligence provides a structured factor model spanning 84 factors across 5 categories. The surface supports factor catalog retrieval, historical and intraday returns, correlation analysis, per-stock exposure loadings, regime-conditioned performance, portfolio decomposition, and consolidated dashboard views. Every response includes requestId and traceparent for downstream traceability.

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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

CategoryDescription
marketbroad market risk premia (e.g., equity risk premium, volatility)
stylecross-sectional return drivers (e.g., momentum, value, quality, size, low-volatility)
macromacroeconomic regime factors (e.g., inflation, real rates, credit spreads, growth)
sectorGICS sector-level return attribution
industryGICS industry-level return attribution
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

ParameterTypeDescription
categorystringfilter by factor category (market, style, macro, sector, industry)
factorsstringcomma-separated list of factor identifiers
start_datestringstart of return window (ISO 8601 date)
end_datestringend of return window (ISO 8601 date)
frequencystringreturn frequency (daily, weekly, monthly)
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

ParameterTypeDescription
factorsstringcomma-separated list of factor identifiers
tickerstringoptional security ticker for factor-to-security correlations
lookback_daysintegercorrelation lookback window in trading days
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

ParameterTypeDescription
tickerstringsecurity ticker
tickersstringcomma-separated list of tickers for batch queries
categorystringfilter exposures to a specific factor category
as_ofstringpoint-in-time exposure date (ISO 8601 date)
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

ParameterTypeDescription
tickerstringoptional spotlight security for per-stock factor context
portfolioIdstringoptional model portfolio identifier for drill-down section
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

ParameterTypeDescription
regimestringoverride regime label instead of using the detected current regime
lookback_yearsintegerhistorical lookback for regime-conditioned statistics
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

MethodEndpointDescription
GET/v1/factors/cataloglist all factor definitions
GET/v1/factors/returnshistorical factor returns
GET/v1/factors/correlationsfactor correlation matrix
GET/v1/factors/exposuresper-stock factor loadings
GET/v1/factors/returns/intradaylive intraday factor returns
GET/v1/factors/dashboardconsolidated factor dashboard
GET/v1/factors/regime-performancefactor performance by macro regime
POST/v1/portfolio/analyzeportfolio factor decomposition
GET/v1/model-portfolios/:id/factor-viewmodel portfolio factor view

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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