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Insights-as-a-Service

Access pre-computed metrics derived from aggregated financial communications. These metrics are calculated using ZettaQuant's proprietary models and aggregated at the document level.

Beta

This API is currently in beta.

Prerequisites: Authentication & API Setup


Available Datasets

Dataset IDNameDescriptionDetails
wcbWorld Central BanksMonetary policy metrics from 19 central banks.View Details
earningsUS Earnings CallsFinancial metrics from US earnings call transcripts.View Details

Standard Metrics

These metrics are pre-computed for the dataset:

MetricDescriptionFormulaRange
uncertaintyMeasure of uncertainty in communication(uncertain - certain) / total-1 to 1
stanceMonetary policy stance (hawkish vs dovish)(hawkish - dovish) / (total - irrelevant)-1 to 1

Interpretation

  • Uncertainty: Positive values indicate more uncertainty; negative values indicate more certainty.
  • Stance: Positive values indicate a hawkish stance; negative values indicate a dovish stance.

API Endpoints

1. List Available Metrics

Get info about datasets, metrics, filters, and aggregation levels.

  • URL: GET /v1/metrics

2. Get Document Metrics

Retrieve document-level metrics with optional filters.

  • URL: GET /v1/metrics/{dataset_id}/documents
  • Path Parameters: dataset_id (e.g., wcb).

Common Query Parameters:

  • limit: Max rows (1-10000, default 1000).
  • offset: Pagination offset.
  • format: json or csv.
  • metric: Specific metric to return (default: all).

See Dataset Details for dataset-specific filters like bank_name or year.

3. Get Metrics Summary

Get aggregate statistics (avg, min, max, count) for dataset metrics.

  • URL: GET /v1/metrics/{dataset_id}/summary

Common Filters

The following filters are available across all datasets:

ParameterDescriptionFormat
yearFilter by yearInteger (e.g., 2024)
start_dateStart of date rangeYYYY-MM-DD
end_dateEnd of date rangeYYYY-MM-DD
metricSpecific metric(s) to summarizeComma-separated (e.g., stance,uncertainty)

Dataset-specific filters (e.g., bank_name for WCB, ticker and quarter for Earnings) also exist as well


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