Factor V2

Daily recomputed purified factors with intraday snapshots for live dashboards

Factor V2

OMNI Datastream Factor V2 provides allocator-grade factor analysis with daily recomputation and intraday snapshots.

For the full construction methodology, including hierarchical purification, thematic basket construction, and academic references, see Factor Model Methodology.

Key Improvements over V1

Feature	V1	V2
Recompute frequency	Weekly	Daily
Factor count	ETF-proxy slice	146-factor catalog; 24 implemented stock-basket factors
Intraday snapshots	Not available	1-minute and 5-minute
Portfolio drill-down	Security-level only	Security + portfolio + model portfolio
Orthogonalization	Basic	Full topological sort

Endpoints

Daily Factor Returns

curl "https://api.secapi.ai/v1/factors/returns?lookback=30" \
  -H "x-api-key: $OMNI_DATASTREAM_API_KEY"

Intraday Factor Snapshots

curl "https://api.secapi.ai/v1/factors/returns/intraday" \
  -H "x-api-key: $OMNI_DATASTREAM_API_KEY"

Live Factor Dashboard (One Call)

curl "https://api.secapi.ai/v1/factors/dashboard" \
  -H "x-api-key: $OMNI_DATASTREAM_API_KEY"

Returns: intraday returns, regime context, rotation signals, and spotlight factors.

Stock-Level Factor Loadings

curl "https://api.secapi.ai/v1/stocks/AAPL/loadings" \
  -H "x-api-key: $OMNI_DATASTREAM_API_KEY"

Portfolio Factor Exposures

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": 0.3}, {"ticker": "MSFT", "weight": 0.3}, {"ticker": "GOOGL", "weight": 0.4}]}'

Factor Catalog

Access the full 146-factor catalog with methodology and source-rights metadata:

curl "https://api.secapi.ai/v1/factors/catalog" \
  -H "x-api-key: $OMNI_DATASTREAM_API_KEY"

Each factor includes: name, family, methodology inputs, source-rights posture, orthogonalization method, and methodology summary.

Implemented stock-basket factors: MKT_US, EQUAL_WEIGHT, MARKET_BREADTH, SIZE, VALUE, MOMENTUM, PROFITABILITY, QUALITY, GROWTH, LOW_VOL, BETA, INVESTMENT, DIVIDEND_YIELD, BUYBACK, EARNINGS_REVISIONS, FCF_YIELD, ACCRUALS, EARNINGS_QUALITY, EARNINGS_YIELD, CASH_FLOW_TO_PRICE, ROE, PRICE_TO_SALES, LIQUIDITY, and MULTI_FACTOR.

Regime-Conditioned Performance

See how factors perform in different macro regimes:

curl "https://api.secapi.ai/v1/factors/regime-performance" \
  -H "x-api-key: $OMNI_DATASTREAM_API_KEY"