hedgefundmonitor

You retrieve hedge fund time-series data by querying the OFR Hedge Fund Monitor API endpoints such as timeseries and multifull, using parameters like start_date, end_date, and periodicity to fetch metrics across FPF, TFF, SCOOS, and FICC datasets.

Yes, you can access OFR hedge fund leverage, liquidity, and risk metrics without an API key. The skill retrieves data directly from the public Hedge Fund Monitor API without requiring registration or authentication.

The available datasets through the OFR Hedge Fund Monitor API include FPF, TFF, SCOOS, and FICC. These datasets cover hedge fund size, leverage, counterparties, liquidity, and risk management time-series data.

You filter null values and format dates by applying the remove_nulls and time_format parameters in your API request. The skill also supports standard parameters like how and periodicity to refine the retrieved hedge fund time-series data.

The best way to monitor systemic risk is by retrieving time-series data across multiple OFR datasets like FPF and TFF. This skill provides a unified interface to fetch leverage, counterparty, and liquidity metrics necessary for systemic risk analysis.

Yes, the hedgefundmonitor skill supports retrieving metadata and categories endpoints. Alongside timeseries and multifull, it queries dataset endpoints to provide comprehensive metadata and structural classifications for the OFR Hedge Fund Monitor.