openbb-riskmodels

OpenBB Platform commands for RiskModels. Audience: a notebook that already uses from openbb import obb. This package is not the Workspace app at https://riskmodels.app/openbb (widgets, dashboards, Analyst copilot).

Install is free. Data access uses a RiskModels API key and the existing capability billing on riskmodels-py.

Homebrew Python is PEP 668-managed; do not pip install into it. From the RiskModels_API repo root, use a venv (gitignored as .venv/) and call its binaries directly so a shell python alias cannot leak in:

cd openbb-riskmodels
python3.12 -m venv .venv
.venv/bin/pip install -e ../sdk -e .
.venv/bin/openbb-build
.venv/bin/python -c "from openbb import obb; print(obb.risk_models)"

openbb-build is the console script from openbb-core. After a rebuild, from openbb import obb exposes obb.risk_models.decompose, decompose_historical, and fundamentals.

Set RISKMODELS_API_KEY, or save it as riskmodels_api_key in OpenBB's credential store (obb.user.credentials.riskmodels_api_key).

Commands

from openbb import obb

obb.risk_models.decompose("NVDA")
obb.risk_models.decompose_historical("CRM", years=2)
obb.risk_models.fundamentals("NVDA", as_of="2024-12-31", periods=8)

• decompose — latest ERM3 market / sector / subsector / residual snapshot, hedge map, recommended hedge level. Residual is unexplained variance.
• decompose_historical — daily explained-risk and hedge-ratio series (GET /l3-decomposition).
• fundamentals — point-in-time quarterly derived fundamentals (GET /fundamentals/{ticker}). Rows keep filed_date, filed_date_source, and sec_facts. Panel-wide: point-in-time normalized fundamentals derived from SEC filings and licensed sources. SEC-sourced applies only to the four SEC-primary concepts and quantities computed only from them.

These commands wrap riskmodels-py (>=0.4.0). They do not implement PIT logic or hedge-map math.

Not in this package

Workspace widgets, the marketplace listing, WACC sensitivity grid, portfolio, rankings, tearsheet, and the copilot. Those live on https://riskmodels.app/openbb or on RiskModelsClient directly. Users who are not already on OpenBB Platform should use riskmodels-py.