Types of solutions
Aggregate stress indices
System-wide financial stress indicators (e.g. credit, equity, funding, volatility) published by regulators or research bodies. One number or a small set for the whole system or region.
- Good for: Macro and systemic monitoring
- Not built for: Per-ticker risk state, daily attribution by asset, or a simple 0–3 level you can present to a committee with an audit trail
Regime detection APIs
Market regime classification (e.g. bull / bear / neutral) or volatility regimes, often probability-based. Aimed at timing and strategy.
- Good for: Tactical allocation, quant strategies
- Not built for: Liquidity and structural stress per ticker, or a single documented state (0–3) for governance and audit
Enterprise risk platforms
Full-featured terminals and data platforms: liquidity analytics, stress testing, valuation, multi-asset. Deep integration, high cost.
- Good for: Institution-wide workflows, regulatory reporting
- Not built for: A lightweight API that returns one number per ticker per day with public methodology and backtest documentation
Summary
| Type | Typical output | Gap for "one number per ticker, audit-ready" |
|---|---|---|
| Aggregate stress indices | One or few system-level indices | No per-ticker state; not designed for committee-level attribution |
| Regime detection APIs | Bull/bear/neutral or volatility regime | Focus on regime, not liquidity/structural stress; not a simple 0–3 with full docs |
| Enterprise platforms | Full analytics, stress tests, reporting | Heavy and costly; not a single, documented daily state via simple API |
Why LSRI
LSRI fills the gap when you need a single daily stress level (0–3) per ticker, with methodology and backtests you can show to a committee or auditor.
- Per-ticker, daily: One state per asset, updated after market close
- Documented: Methodology and case studies (2010, 2020, 2022) are public
- Audit-ready: Deterministic, versioned; no black box
- API-first: Simple REST API; no terminal or heavy platform