Data

Data formats

Minimal schemas for portfolio positions and factor exposures. Adapt to your internal taxonomy.

Portfolio positions (CSV)

Use one row per instrument. Include identifiers and weights (or notionals) and currency where applicable.

csv
instrument_id,ticker,asset_class,currency,weight
US0378331005,AAPL,Equity,USD,0.042
US5949181045,MSFT,Equity,USD,0.038
US91282CEN74,UST10Y,Rate,USD,0.120

Factor exposures (CSV)

Exposures can be per instrument or aggregated. Version your factor set.

csv
instrument_id,factor,value
US0378331005,Value,-0.12
US0378331005,Momentum,0.34
US5949181045,Value,-0.08
US5949181045,Momentum,0.29

tip

Prefer explicit identifiers and a stable schema. Add new columns rather than changing meaning of existing ones.