hedgefundmonitor

Retrieve hedge fund and systemic risk time-series data from the OFR API.

1|Updated Mar 12, 2026
One-click install
npx skills add https://github.com/yf8578/clawomics --skill hedgefundmonitor-yf8578
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: hedgefundmonitor
Source: https://github.com/yf8578/clawomics/tree/main/skills/hedgefundmonitor
Command: npx skills add https://github.com/yf8578/clawomics --skill hedgefundmonitor-yf8578

SYSTEM DOCUMENTATION & REQUIREMENTS

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

What problem does it solve?

This Skill provides direct access to the U.S. Office of Financial Research (OFR) API, enabling users to query comprehensive, time-series data on hedge fund activities and systemic financial risk indicators without needing API keys or registration.

Core Features & Use Cases

  • Query Hedge Fund Statistics: Access aggregated data from SEC Form PF filings, including fund size, leverage, counterparties, liquidity, complexity, and risk management metrics.
  • Monitor Financial Markets: Retrieve data on CFTC Traders in Financial Futures and FICC Sponsored Repo volumes to understand market positioning and repo market activity.
  • Analyze Dealer Financing: Obtain terms and conditions data from the FRB Senior Credit Officer Opinion Survey on Dealer Financing.
  • Use Case: A financial analyst can use this Skill to track the leverage ratios of hedge funds over time, identify trends in counterparty concentration, or analyze the impact of repo market volumes on broader financial stability.

Quick Start

Use the hedgefundmonitor skill to fetch the time series data for the overall hedge fund leverage ratio starting from 2015.

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 leverage data without an API key?

You can access OFR hedge fund leverage data without an API key by querying the U.S. Office of Financial Research RESTful endpoints directly. This retrieves aggregated time-series statistics on fund size, leverage, and risk management metrics from SEC Form PF filings.

Can I retrieve time-series data on repo market volumes and CFTC futures positioning?

Yes, you can retrieve time-series data on repo market volumes and CFTC futures positioning. The data sources include FICC Sponsored Repo volumes and CFTC Traders in Financial Futures, providing insights into market positioning and broader financial stability.

What financial risk indicators are available from the Office of Financial Research API?

Available financial risk indicators from the Office of Financial Research API include SEC Form PF hedge fund statistics, CFTC futures positioning, FICC repo volumes, and FRB Senior Credit Officer Opinion Survey data on dealer financing terms and conditions.

Does the hedgefundmonitor skill work with pandas for analyzing systemic risk indicators?

Yes, the hedgefundmonitor skill works with pandas for analyzing systemic risk indicators. It requires the pandas library as a dependency, allowing you to load and manipulate the retrieved time-series financial data directly within DataFrames.

How do I track hedge fund leverage ratios starting from a specific year?

To track hedge fund leverage ratios starting from a specific year, query the OFR RESTful endpoints with a start date parameter. This returns historical time-series data on fund leverage and complexity metrics aggregated from SEC Form PF filings.

What is the best way to analyze dealer financing terms from the FRB survey?

The best way to analyze dealer financing terms from the FRB survey is to request the terms and conditions data directly from the OFR API. This provides aggregated time-series data from the FRB Senior Credit Officer Opinion Survey on Dealer Financing.