bayesline.api.equity.ModelConstructionSettingsMenu

model ModelConstructionSettingsMenu

Defines available modelconstruction settings to build a factor risk model.

Fields

Field	Type	Required	Default
weights	list[Literal[‘SqrtCap’, ‘InvIdioVar’, ‘Cap’]]	Yes

field weights: list[Literal['SqrtCap', 'InvIdioVar', 'Cap']] [Required]

The available regression weights that can be used for the factor risk model.