# riskprism

> Open-source Barra-style US equity factor risk model for AI agents:
> factor exposures, factor covariance, and specific risk for liquid US
> stocks, rebuilt weekly from public data. Not investment advice.

- [Model card, current build, and usage (markdown)](/model.md)
- [JSON API — no key, no signup (OpenAPI spec)](/api/openapi.json)
- [API docs](/api/docs)
- [Interactive explorer](/)
- [Source and methodology](https://github.com/wanxinwanxin/risk-prism)

## API quickstart

POST /api/v1/portfolio-risk with {"weights": {"AAPL": 0.4, "MSFT": 0.4,
"XOM": 0.2}} returns annualized vol with factor/specific decomposition.
Also: GET /api/v1/meta, /api/v1/factors, /api/v1/assets/{ticker},
/api/v1/coverage?tickers=..., POST /api/v1/stress-test.