get_residual_correlation
Retrieve the cross-asset residual correlation matrix for a model group to reveal unexplained co-movement after factor exposures, exposing missing common factors.
Instructions
Get the cross-asset residual correlation matrix for a model group. Shows how much unexplained co-movement exists between assets after accounting for factor exposures. High residual correlations suggest missing common factors.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| model_group_id | Yes | UUID of the model group |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| result | Yes |