APM Analyses | Instalytics

Analysis Model

Hybrid by design: independent modules + reusable dimensions.

Independent analyses own the business question. Dimensions are shared filters/lenses that can be applied to any module.

Independent Analyses

These are first-class routes in APM.

Route	Module	Objective
/apm/workspace/analyses/cohort-quality	Cohort Quality Check	Detect stale filings, low position depth, and mixed filing regime risk.
/apm/workspace/analyses/overlap-stability	Overlap Stability	Track whether shared holdings persist or churn over filing windows.
/apm/workspace/analyses/position-change	Position Change Decomposition	Split each position move into new/add/trim/exit buckets.
/apm/workspace/analyses/concentration-risk	Concentration Risk	Measure top-N concentration and ownership crowding pressure.
/apm/workspace/analyses/sector-theme	Sector + Theme Exposure	Map cohort holdings to sectors/themes and drift.
/apm/workspace/analyses/dislocation	Conviction vs Dislocation	Rank high-conviction positions by sigma distance and value zone.
/apm/workspace/analyses/leader-laggard	Leader vs Laggard Attribution	Identify which CIKs drive aggregate exposure shifts.
/apm/workspace/analyses/scenario-stress	Scenario Stress	Stress test cohort under scenario shocks.
/apm/workspace/analyses/action-layer	Action Layer	Generate alerts and watchlists from analysis triggers.

Reusable Dimensions

Dimensions compose with any analysis route.

Dimension Route	Allowed Values	Meaning
/apm/workspace/analyses/:analysis_id/dimensions/time-window	latest \| 4q \| 8q \| ytd	Compare current snapshot vs historical windows.
/apm/workspace/analyses/:analysis_id/dimensions/filing-source	13f \| nport-p \| mixed	Constrain analysis to filing source regime.
/apm/workspace/analyses/:analysis_id/dimensions/entity-scope	all \| top-decile \| custom-ciks	Filter which filers are included in computations.
/apm/workspace/analyses/:analysis_id/dimensions/security-scope	all \| common-only \| selected-tickers	Constrain rows to the target security universe.
/apm/workspace/analyses/:analysis_id/dimensions/sector-theme	gics-sector \| gics-industry \| custom-theme	Apply classification lens to holdings.
/apm/workspace/analyses/:analysis_id/dimensions/sigma-band	deep-value \| shallow-value \| shallow-expensive \| deep-expensive	Slice outputs by valuation band.

Payload Contracts

Canonical request shapes for module and dimension execution.

/apm/workspace/analyses/:analysis_id

{
  "group_id": 123,
  "analysis_id": "overlap-stability",
  "params": {
    "top_per_filer": 10,
    "limit": 20
  }
}

/apm/workspace/analyses/:analysis_id/dimensions/:dimension_id

{
  "group_id": 123,
  "analysis_id": "dislocation",
  "dimension_id": "sigma-band",
  "dimension_value": "deep-value",
  "params": {
    "top_n": 25
  }
}