hedgefundmonitor

Query OFR Hedge Fund Monitor API for hedge fund time-series data.

1|Updated Mar 11, 2026
One-click install
npx skills add https://github.com/SciMate-AI/scicli --skill hedgefundmonitor-scimate-ai
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: hedgefundmonitor
Source: https://github.com/SciMate-AI/scicli/tree/main/internal/skills/bundled/claude-scientific-skills/skills/hedgefundmonitor
Command: npx skills add https://github.com/SciMate-AI/scicli --skill hedgefundmonitor-scimate-ai

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill includes references (resource) components.

What problem does it solve?

Hedge fund research and monitoring often relies on disparate sources and restricted access. This skill consolidates OFR Hedge Fund Monitor data into a single, searchable interface, enabling timely insights into hedge fund activity, leverage, liquidity, and risk.

Core Features & Use Cases

  • Access time-series data for Form PF aggregates, leverage, counterparty concentration, repo volumes, and SCOOS terms.
  • Run comparative analyses across datasets (FPF, TFF, SCOOS, FICC) and generate charts for research or policy reports.
  • Use for due diligence, financial stability monitoring, and academic research requiring open data without API keys.

Quick Start

Fetch the latest hedge fund leverage data from OFR and return it as a clean timeseries.

Frequently Asked Questions about hedgefundmonitor

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

FAQPage Schema
How do I query hedge fund leverage and repo volume time-series data from the OFR API?

Access Form PF aggregate data through the OFR Hedge Fund Monitor API by querying endpoints like /series/timeseries and /series/dataset, filtering by start_date and end_date to retrieve quarterly hedge fund size, leverage, and complexity metrics in JSON format.

Can I monitor hedge fund risk and counterparty concentration without needing an API key?

Retrieve CFTC Traders in Financial Futures and FICC sponsored repo data through the OFR API by querying the /series/timeseries endpoint with specified periodicity and date parameters to generate time-series outputs for financial stability monitoring.

Does the OFR Hedge Fund Monitor API support comparative analysis across multiple datasets like FPF, TFF, and SCOOS?

The OFR Hedge Fund Monitor API supports comparative analysis across FPF, TFF, SCOOS, and FICC datasets, enabling you to run cross-dataset queries via endpoints like /metadata/query and /categories to compare hedge fund financing terms and leverage trends.

How do I filter out null values when fetching hedge fund time-series data from the OFR API?

Filter out null values when fetching hedge fund time-series data by applying the remove_nulls parameter in your OFR API request, ensuring clean dataset outputs for charting and due diligence workflows.