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POST
Compute a point-in-time factor risk covariance matrix

Authorizations

Authorization
string
header
required

Itoflow access token issued for the Itoflow API.

Body

application/json
as_of
string
required

Requested point-in-time date. The service resolves it to the nearest usable snapshot at or before this date.

Pattern: ^\d{4}-\d{2}-\d{2}$
Example:

"2026-06-30"

symbols
string[]
required

Symbols to build the asset covariance matrix for: up to 1000 distinct symbols after trimming and first-seen deduplication (the raw list may hold up to 5000 entries). Symbols are used as given; the server validates them when it builds the matrix.

Required array length: 1 - 5000 elements
Required string length: 1 - 50
Example:
model_version
string

Pin a specific factor model version. Defaults to the current version when omitted.

Required string length: 1 - 120
Example:

"global-equity-v1"

Response

Point-in-time asset covariance matrix

annualization_factor
enum<number>
required
Available options:
252
base_currency
enum<string>
required
Available options:
USD,
EUR,
GBP,
JPY,
CHF,
CAD,
AUD,
NZD,
HKD,
SGD,
SEK,
NOK,
DKK,
INR,
CNY,
KRW,
TWD,
BRL,
MXN,
ZAR,
ILS,
PLN,
CZK,
HUF,
TRY,
THB,
MYR,
IDR,
PHP,
AED,
SAR
covariance
number[][]
required

Row-major asset covariance matrix aligned to symbols on both axes.

model_version
string
required
Required string length: 1 - 120
provenance
object
required
requested_as_of
string
required
return_convention
enum<string>
required
Available options:
simple_daily,
log_daily
snapshot_as_of
string
required

Snapshot date actually used, at or before requested_as_of.

symbol_warnings
object
required

Per-symbol quality warnings the model persisted with the loadings and specific risk used in the matrix (high shrinkage, high leverage, no finite factor inputs); only symbols with warnings appear.

symbols
string[]
required

Symbol ordering for both covariance axes.

warnings
string[]
required