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Portfolio Analytics

OMNI Datastream provides allocator-grade portfolio analytics: factor exposure analysis, optimization recommendations, and stress testing — all in one API call.

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Endpoints

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Portfolio Analysis (One Call)

Analyze factor exposures, attribution, and hedge suggestions for any portfolio: 
curl -X POST "https://api.secapi.ai/v1/portfolio/analyze" \
  -H "x-api-key: $OMNI_DATASTREAM_API_KEY" \
  -H "Content-Type: application/json" \
  -d '{
    "holdings": [
      {"ticker": "AAPL", "weight": 0.25},
      {"ticker": "MSFT", "weight": 0.25},
      {"ticker": "GOOGL", "weight": 0.20},
      {"ticker": "AMZN", "weight": 0.15},
      {"ticker": "NVDA", "weight": 0.15}
    ]
  }'
Returns: factor exposures, attribution breakdown, concentration risks, and hedge suggestions.

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Portfolio Optimization

Generate optimization recommendations for factor neutrality, hedging, or regime-awareness: 
curl -X POST "https://api.secapi.ai/v1/portfolio/optimize" \
  -H "x-api-key: $OMNI_DATASTREAM_API_KEY" \
  -H "Content-Type: application/json" \
  -d '{
    "holdings": [{"ticker": "AAPL", "weight": 0.5}, {"ticker": "MSFT", "weight": 0.5}],
    "objective": "factor_neutral",
    "constraints": {"maxPositionSize": 0.3}
  }'

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Stress Testing

Run stress scenarios against factor and macro shocks: 
curl -X POST "https://api.secapi.ai/v1/portfolio/stress-test" \
  -H "x-api-key: $OMNI_DATASTREAM_API_KEY" \
  -H "Content-Type: application/json" \
  -d '{
    "holdings": [{"ticker": "AAPL", "weight": 0.5}, {"ticker": "MSFT", "weight": 0.5}],
    "scenarios": ["rate_shock_100bp", "equity_drawdown_20pct", "vol_spike"]
  }'

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Model Portfolio Factor View

Drill into a model portfolio’s factor profile: 
curl "https://api.secapi.ai/v1/model-portfolios/{id}/factor-view" \
  -H "x-api-key: $OMNI_DATASTREAM_API_KEY"

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Use Cases

Factor Neutralization

Identify and hedge unwanted factor exposures in your portfolio.

Regime-Aware Rebalancing

Adjust portfolio weights based on the current macro regime.

Risk Budgeting

Allocate risk across factors and set concentration limits.

Hedge Construction

Generate hedge overlay recommendations with cost estimates.