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hedgefundmonitor

Query the OFR Hedge Fund Monitor API for aggregated hedge fund data.

Updated Mar 15, 2026
Search Tags:#hedge fund#leverage#financial stability#form pf#repo market#ofr
One-click install
npx skills add https://github.com/sagunkayastha/claude_skills_collection --skill hedgefundmonitor-sagunkayastha
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: hedgefundmonitor
Source: https://github.com/sagunkayastha/claude_skills_collection/tree/main/financial-research/hedgefundmonitor
Command: npx skills add https://github.com/sagunkayastha/claude_skills_collection --skill hedgefundmonitor-sagunkayastha

SYSTEM DOCUMENTATION & REQUIREMENTS

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

What problem does it solve?

This Skill provides direct access to U.S. Office of Financial Research (OFR) aggregated hedge fund data, enabling users to monitor systemic risk and analyze financial stability without needing API keys or complex registration.

Core Features & Use Cases

  • Query OFR APIs: Access time series data on hedge fund size, leverage, counterparties, liquidity, complexity, and risk management.
  • Data Sources: Integrates data from SEC Form PF, CFTC Traders in Financial Futures, FRB SCOOS, and FICC Sponsored Repo volumes.
  • Use Case: Analyze trends in hedge fund leverage ratios over time by querying the OFR Hedge Fund Monitor API for specific Form PF statistics.

Quick Start

Use the hedgefundmonitor skill to fetch the time series data for FPF-ALLQHF_LEVERAGERATIO_GAVWMEAN starting from 2015-01-01.

Frequently Asked Questions about hedgefundmonitor

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

FAQPage Schema
How do I access OFR hedge fund data for financial stability research?▼

You can retrieve SEC Form PF leverage statistics by querying the OFR Hedge Fund Monitor API for specific time series identifiers like FPF-ALLQHF_LEVERAGERATIO_GAVWMEAN. The API returns aggregated hedge fund data directly without requiring an API key.

What hedge fund leverage and risk data sources are available through the OFR API?▼

The OFR API integrates data from SEC Form PF, CFTC Traders in Financial Futures, FRB SCOOS, and FICC Sponsored Repo volumes. These sources enable analysis of hedge fund leverage ratios, counterparties, complexity, and risk management trends over time.

Do I need an API key to query the OFR Hedge Fund Monitor for systemic risk monitoring?▼

No, you do not need an API key to query the OFR Hedge Fund Monitor. The Skill provides direct access to aggregated hedge fund data for systemic risk monitoring and financial stability research without complex registration or authentication requirements.

Can I use Python pandas to analyze historical hedge fund leverage trends from Form PF?▼

Yes, you can use Python pandas to analyze historical hedge fund leverage trends. The Skill uses requests and pandas to fetch and structure OFR Form PF time series data, allowing you to filter leverage ratios by specific start dates like 2015-01-01 for trend analysis.

Does the OFR Hedge Fund Monitor include FICC Sponsored Repo volumes for liquidity analysis?▼

Yes, the OFR Hedge Fund Monitor includes FICC Sponsored Repo volumes. It facilitates liquidity analysis by aggregating repo market data alongside FRB SCOOS and CFTC financial futures statistics to provide a comprehensive view of hedge fund liquidity and systemic risk.

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