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Glama
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A quant-factor brain for your AI — factor scores, similarity search, and risk-coherence analogues for 14,684 tickers across 6 asset classes

Status
Healthy
Last Tested
Transport
Streamable HTTP
URL

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Tool DescriptionsA

Average 4.1/5 across 14 of 14 tools scored.

Server CoherenceA
Disambiguation5/5

Each tool has a clearly distinct purpose. For example, get_features returns factor rows, get_labels returns forward-return labels, find_similar performs similarity search, and get_market_context provides broad market analytics. No two tools overlap; even get_report_card and get_risk_cluster are distinct (digest vs. standalone risk signal).

Naming Consistency4/5

Most tools follow the 'get_' prefix pattern (e.g., get_features, get_alerts), which is consistent and clear. Two tools deviate: find_similar and list_futures, but they use different descriptive verbs. The naming is all lowercase snake_case and readable, with only minor inconsistencies.

Tool Count5/5

14 tools are well-scoped for a financial factor analysis API. Each tool serves a specific function without redundancy, covering data retrieval, similarity search, market context, alerts, and usage. The count is neither too few nor excessive for the domain.

Completeness5/5

The tool surface covers the full lifecycle of factor-based analysis: raw data (get_features, get_labels, get_embedding), similarity search (find_similar), market context (get_market_context, get_market_regime, get_vx_term_structure), risk assessment (get_risk_cluster), top tickers (get_top), and user utilities (get_alerts, get_usage). There are no obvious gaps for the stated purpose.

Available Tools

14 tools
find_similar
Read-onlyIdempotent
Inspect

Find historical (ticker, date) setups most similar to a query ticker today. Four similarity methods are available: cosine (default, all tiers) ranks by cosine similarity of 32-D regime-aware embeddings; label_aware (PRO+) restricts the backbook to dates in the same SPY volatility regime; supervised (QUANT) projects embeddings through a PLS regression fit on forward-return labels so neighbors are ones whose factor profile most-strongly-predicted realized returns; dtw (HOBBY+) cosine-shortlists then reranks by dynamic-time-warping distance over the rolling return window. Each returned neighbor row carries the analogue's factor row and forward-return labels at that historical (ticker, date) — pre-joined for honest backtests, no extra fetches needed. Use min_lookback_days=30 to filter out same-day correlated tickers. Pass conditioner=vx_term_structure (QUANT only) to additionally filter analogues to dates with a VIX-curve regime similar to today.

ParametersJSON Schema
NameRequiredDescriptionDefault
limitNo
methodNoSimilarity method. Tier-gated: FREE=cosine; HOBBY=cosine+dtw; PRO=cosine+dtw+label_aware; QUANT=all four.cosine
tickerYes
toleranceNoMax |conditioner_query − conditioner_neighbor|. Only used when conditioner is set.
conditionerNoQUANT only. Filter analogues to dates with a similar regime conditioner value. Currently only vx_term_structure is supported. Limits: analogues older than 252 trading days are passed through unverified.
min_lookback_daysNoRequire neighbor_date to be at least this many days before query_date. Default 30 strips co-traded same-day ETFs.

Output Schema

ParametersJSON Schema
NameRequiredDescription
methodYes
neighborsYes
toleranceNoEcho of conditioner tolerance.
query_dateNo
conditionerNoPresent only when conditioner is requested (QUANT).
query_tickerYes
conditioner_noteNoNotes about the conditioner filter — matched count, unverified count.
min_lookback_daysNo
get_alerts
Read-onlyIdempotent
Inspect

List active alert rules belonging to the current authenticated user.

ParametersJSON Schema
NameRequiredDescriptionDefault

No parameters

Output Schema

ParametersJSON Schema
NameRequiredDescription
countNo
rulesYes
get_embedding
Read-onlyIdempotent
Inspect

The raw 32-D regime-aware factor-state embedding vector for a ticker — the representation the similarity search itself runs on. Build your own models / similarity on it. QUANT tier only.

ParametersJSON Schema
NameRequiredDescriptionDefault
tickerYes

Output Schema

ParametersJSON Schema
NameRequiredDescription
dimNoVector dimensionality (currently 32).
as_ofNo
tickerYes
embeddingYesThe raw factor-state embedding.
get_features
Read-onlyIdempotent
Inspect

Get factor row for a ticker. With no date arg, returns the most recent row. With date / start_date / end_date, returns the historical row(s) — useful for honest analogue-backtests (querying a setup as it was on a specific historical date, not as it looks today). History is the last 252 trading days. Stock/ETF = FREE+; futures = PRO+ (adds Open Interest features). PRO+ subscribers automatically get intraday-derived columns (overnight_ret, intraday_ret, or_high_30, or_low_30, or_breakout_pct, vwap, vwap_dev_close, intraday_rv, late_drift) on the stock row.

ParametersJSON Schema
NameRequiredDescriptionDefault
dateNoSingle ISO date YYYY-MM-DD. Returns one row.
tickerYesTicker symbol, e.g. AAPL or SPY
end_dateNoInclusive ISO end date for a range query.
start_dateNoInclusive ISO start date for a range query.

Output Schema

ParametersJSON Schema
NameRequiredDescription

No output parameters

get_labels
Read-onlyIdempotent
Inspect

Forward-return labels (1d/5d/20d) and binary targets for backtesting. PRO tier or higher.

ParametersJSON Schema
NameRequiredDescriptionDefault
tickerYes

Output Schema

ParametersJSON Schema
NameRequiredDescription
countNo
labelsYes
tickerYes
get_manifest
Read-onlyIdempotent
Inspect

Bundle metadata: latest_date, ticker_count, regime distribution. Public — no auth needed.

ParametersJSON Schema
NameRequiredDescriptionDefault

No parameters

Output Schema

ParametersJSON Schema
NameRequiredDescription
filesNo
latest_dateNoMost-recent trading-day for which factor data is available.
generated_atNo
ticker_countNo
schema_versionNo
labels_history_daysNo
neighbor_shard_countNo
features_history_daysNo
get_market_context
Read-onlyIdempotent
Inspect

Whole-universe derived market analytics: factor dispersion (10-90 percentile spreads of momentum / composite / RSI), breadth (% of the universe positive / overbought / oversold), and the current SPY-volatility regime with empirical next-day transition odds. FREE gets today's reading; HOBBY+ can also get the 252-day history (pass history=true).

ParametersJSON Schema
NameRequiredDescriptionDefault
historyNoInclude the 252-day history (HOBBY tier or higher).

Output Schema

ParametersJSON Schema
NameRequiredDescription
dateNo
regimeNo
breadthNoPer-factor % positive / overbought / oversold.
historyNo252-day history (HOBBY+ only). Each row carries the per-day cross-asset z-scores + vx_term_structure for charting.
dispersionNoPer-factor 10–90 percentile spread.
cross_assetNoDXY / VIX / VVIX / VIX9D / TNX / XAU / VX-continuous closes + 20d log-return z-scores, plus vx_term_structure = (VX_continuous − VIX_cash) / VIX_cash.
regime_transition_oddsNoEmpirical next-day regime-transition probabilities.
get_market_regime
Read-onlyIdempotent
Inspect

Current SPY-realized-volatility regime classification (low/mid/high) and recent regime history for context.

ParametersJSON Schema
NameRequiredDescriptionDefault
daysNo

Output Schema

ParametersJSON Schema
NameRequiredDescription
todayNo
historyNo
distributionNolow/mid/high → count in the window
history_daysNo
get_report_card
Read-onlyIdempotent
Inspect

Per-ticker derived digest: factor snapshot, cross-sectional percentile ranks, risk-cluster tag, current market regime, and an unusualness score (z-score of today's factor state vs the ticker's own 252-day history). HOBBY tier or higher; the risk-cluster block requires PRO.

ParametersJSON Schema
NameRequiredDescriptionDefault
tickerYes

Output Schema

ParametersJSON Schema
NameRequiredDescription
as_ofNo
ranksNoCross-sectional percentile ranks per factor.
regimeNo
tickerYes
snapshotNo
risk_clusterNo
unusualness_scoreNoZ-score of today's factor state vs the ticker's own 252-day history.
get_risk_cluster
Read-onlyIdempotent
Inspect

The volatility regime a ticker's factor analogues historically landed in — calm / normal / stressed — derived from the realized forward volatility of its cosine neighbours. A risk-coherence / screening signal, NOT a volatility forecast. PRO tier or higher.

ParametersJSON Schema
NameRequiredDescriptionDefault
tickerYes

Output Schema

ParametersJSON Schema
NameRequiredDescription
as_ofNo
tickerYes
clusterYes
confidenceNo0–1 confidence.
realized_vol_fwd_20dNo
get_top
Read-onlyIdempotent
Inspect

Top-N tickers ranked by a factor on the latest available date. Common factors: mom (momentum), meanrev, comp_score, rsi, z_52w, beta_spy.

ParametersJSON Schema
NameRequiredDescriptionDefault
nNo
factorNomom
directionNodesc

Output Schema

ParametersJSON Schema
NameRequiredDescription
rowsYes
factorYes
directionNo
get_usage
Read-onlyIdempotent
Inspect

Current daily/monthly API usage and tier limits for the authenticated user.

ParametersJSON Schema
NameRequiredDescriptionDefault

No parameters

Output Schema

ParametersJSON Schema
NameRequiredDescription
mtdNoMonth-to-date usage.
tierNo
todayNo
daily_quotaNo
get_vx_term_structure
Read-onlyIdempotent
Inspect

VIX futures contango/backwardation read: (VX_continuous − VIX_cash) / VIX_cash. Negative = backwardation (near-term realized vol > expected forward vol — classic stress / vol-panic signal). Positive = contango (term structure normal, calm regime). Pass history=true (HOBBY+) for the 252-day series for charting. Single-number version of the vol-curve regime that traders watch every day.

ParametersJSON Schema
NameRequiredDescriptionDefault
historyNoInclude the 252-day history (HOBBY tier or higher).

Output Schema

ParametersJSON Schema
NameRequiredDescription
as_ofNo
regimeYes
historyNo252-day history (HOBBY+ only).
vx_closeNo
vix_closeNo
vix9d_closeNo
vx_term_structureYes(VX_continuous − VIX_cash) / VIX_cash. Negative = backwardation; positive = contango.
list_futures
Read-onlyIdempotent
Inspect

List the top-30 futures contracts that have per-ticker factor decomposition available. Returns ticker, the asset family (equity-index / energy / metals / rates / fx / crypto), and the latest snapshot (close, mom, rsi, oi_z20, oi_vol_ratio, comp_score). PRO tier or higher for the snapshot block; ticker list itself is FREE. Use the returned tickers with get_features to pull the full factor row (e.g. get_features(ticker="VX") for the VIX futures continuous contract).

ParametersJSON Schema
NameRequiredDescriptionDefault

No parameters

Output Schema

ParametersJSON Schema
NameRequiredDescription
countYes
tickersYes
snapshot_lockedNotrue for non-PRO tiers — snapshot fields are absent.

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