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hedgefundmonitor

Queries aggregated hedge fund financial time series via OFR's Hedge Fund Monitor API.

Updated Feb 1, 2026
Search Tags:#api#finance#risk-management#leverage#ofr#hedge-fund
One-click install
npx skills add https://github.com/nferrer-dev/claude-dotfiles --skill hedgefundmonitor-nferrer-dev
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: hedgefundmonitor
Source: https://github.com/nferrer-dev/claude-dotfiles/tree/main/skills/hedgefundmonitor
Command: npx skills add https://github.com/nferrer-dev/claude-dotfiles --skill hedgefundmonitor-nferrer-dev

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires requests, pandas, and includes references (resource) components.

What problem does it solve?

This Skill solves the difficulty of accessing and aggregating complex, fragmented financial data from the U.S. Office of Financial Research (OFR) by providing a direct, programmatic interface to their Hedge Fund Monitor API.

Core Features & Use Cases

  • Systemic Risk Monitoring: Access aggregated SEC Form PF statistics, CFTC futures positioning, and FRB dealer financing terms.
  • Financial Research: Perform time-series analysis on hedge fund leverage, liquidity, and counterparty concentration without needing an API key.
  • Use Case: A researcher can use this Skill to pull quarterly leverage ratios for all qualifying hedge funds since 2015 and correlate them with FICC sponsored repo volumes to identify potential liquidity stress points.

Quick Start

Use the hedgefundmonitor skill to fetch the latest gross asset-weighted leverage ratio for all qualifying hedge funds and plot the time series.

Frequently Asked Questions about hedgefundmonitor

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I access hedge fund leverage and systemic risk data from the OFR?▼

You can access hedge fund leverage and systemic risk data by querying the Office of Financial Research Hedge Fund Monitor API directly through RESTful requests, retrieving aggregated financial time series data without requiring an API key.

What is the Office of Financial Research Hedge Fund Monitor API used for?▼

The OFR Hedge Fund Monitor API is used for systemic risk monitoring and financial research, providing access to aggregated SEC Form PF statistics, CFTC futures positioning, and FRB dealer financing terms for time-series analysis.

Can I pull SEC Form PF and CFTC futures data using Python without an API key?▼

Yes, you can pull SEC Form PF and CFTC futures data using Python without an API key; the Skill queries the OFR RESTful API directly and uses pandas to structure the retrieved financial time series data for analysis.

Does this Skill support analyzing repo market volumes and counterparty concentration?▼

Yes, this Skill supports analyzing repo market volumes and counterparty concentration, retrieving FICC sponsored repo volumes and counterparty data to identify potential liquidity stress points in hedge funds.

What datasets are available through the OFR Hedge Fund Monitor API for financial research?▼

Available datasets include aggregated SEC Form PF statistics, CFTC futures positioning, and FRB dealer financing terms, allowing you to retrieve historical financial time series data on hedge fund leverage, liquidity, and counterparty concentration back to 2015.

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