bayesline.api.equity.IdioReportSettings

model IdioReportSettings

Settings for an idiosyncratic return and volatility report.

Fields

Field	Type	Required	Default
annualize	bool	No	True
factor_model_settings	str | int | FactorRiskModelSettings	Yes
idio_vol_settings	IdioVolSettings	No	factory
report_type	Literal[‘idio’]	No	'idio'

field annualize: bool [Optional]

Whether to annualize the idio vol (multiply variance by 252)

field factor_model_settings: str | int | FactorRiskModelSettings [Required]

The factor risk model to run the report on: either inline settings or a reference (name or id) to saved factor risk model settings.

field idio_vol_settings: IdioVolSettings [Optional]

Settings for the idiosyncratic volatility matrix forecasts.

field report_type: Literal['idio'] [Optional]

Report type discriminator