Can I filter the data by specific time periods?

Yes, the skill supports start_date and end_date parameters in YYYY-MM-DD format, as well as periodicity resampling (Daily, Weekly, Monthly, Quarterly, Annual).

What specific metrics can I track regarding hedge fund risk?

You can access metrics for leverage ratios, borrowing, counterparty concentration, portfolio liquidity, and stress test results for various market scenarios.

Does this skill require an API key for the OFR data?

No, the OFR Hedge Fund Monitor API is an open and free resource that does not require an API key or registration for access.

What datasets are included in the Hedge Fund Monitor?

It includes SEC Form PF aggregated stats, CFTC Traders in Financial Futures (TFF), FRB Senior Credit Officer Opinion Survey (SCOOS), and FICC Sponsored Repo volumes.

OFR Hedge Fund Monitor

Name: OFR Hedge Fund Monitor
Author: Yezez9

byYezez9

0•

Data Science & ML

Accesses and analyzes comprehensive hedge fund time series data from the Office of Financial Research for financial stability and systemic risk research.

This skill integrates the U.S. Office of Financial Research (OFR) Hedge Fund Monitor API directly into Claude, enabling users to query aggregated statistics on hedge fund size, leverage, counterparties, and risk management. It provides a seamless programmatic interface to SEC Form PF data, CFTC positioning, and FICC repo volumes without requiring an API key or registration. This tool is essential for financial analysts and researchers monitoring market liquidity, counterparty concentration, and industry-wide hedge fund trends across various strategies including credit, equity, and macro.

Key Features

01Retrieve FICC sponsored repo volumes and CFTC traders in financial futures data

02Search extensive metadata for specific mnemonics using keyword and wildcard queries

03Support for advanced data resampling and aggregation methods like mean, sum, and median

04Analyze risk management metrics across CDS, equity, rates, and FX stress scenarios

05Query aggregated SEC Form PF statistics including leverage ratios and gross notional exposure

060 GitHub stars

Use Cases

01Monitoring systemic financial risk through hedge fund leverage and counterparty concentration trends

02Conducting historical research on repo market liquidity and dealer financing terms

03Generating automated reports on hedge fund industry growth and strategy distribution

What are Skills?·How to Install

Install with 🐟 Skill.Fish

npx skillfish add yezez9/research-agent hedgefundmonitor

For use in Claude.ai and ChatGPT

Key Features

01Retrieve FICC sponsored repo volumes and CFTC traders in financial futures data

02Search extensive metadata for specific mnemonics using keyword and wildcard queries

03Support for advanced data resampling and aggregation methods like mean, sum, and median

04Analyze risk management metrics across CDS, equity, rates, and FX stress scenarios

05Query aggregated SEC Form PF statistics including leverage ratios and gross notional exposure

060 GitHub stars

Use Cases

01Monitoring systemic financial risk through hedge fund leverage and counterparty concentration trends

02Conducting historical research on repo market liquidity and dealer financing terms

03Generating automated reports on hedge fund industry growth and strategy distribution