Hornli Specific Return

API guide

Endpoints, payloads, and authentication for programmatic access to Hornli Specific Return.

Return to the factor risk model hub

Base URL & Key endpoints

Public evaluation endpoints are free and open. All responses are in `parquet` format

Base URL https://hornliquant.com/api/risk-model/

Key endpoints

  • GET /intermediate/files: Loadings, industry/country dummies and total returns.
    • cap_weights.parquet
    • descriptor.parquet
    • industry_one_hot.parquet
    • loadings.parquet
    • simple_return.parquet
  • GET /output/files: Specific returns, specific variance, factor returns, and factor covariance matrix.
    • factor_cov.parquet
    • factor_return.parquet
    • specific_return.parquet
    • specific_var.parquet

Downloading files

Pull parquet files directly from the API using either terminal tools or Python data libraries. The examples below fetch the factor return time series.

Command line

curl -L -O http://hornliquant.com/api/risk-model/output/files/factor_return.parquet

Python

factor_return_df = pd.read_parquet("http://hornliquant.com/api/risk-model/output/files/factor_return.parquet")