bayesline.api.equity.ModelConstructionSettingsMenu

pydantic model bayesline.api.equity.ModelConstructionSettingsMenu

Defines available modelconstruction settings to build a factor risk model.

Show JSON schema

{
   "title": "ModelConstructionSettingsMenu",
   "description": "Defines available modelconstruction settings to build a factor risk model.",
   "type": "object",
   "properties": {
      "weights": {
         "description": "\n        The available regression weights that can be used for the factor risk model.\n        ",
         "items": {
            "enum": [
               "SqrtCap",
               "InvIdioVar"
            ],
            "type": "string"
         },
         "title": "Weights",
         "type": "array"
      }
   },
   "additionalProperties": false,
   "required": [
      "weights"
   ]
}

Config:

• frozen: bool = True

• extra: str = forbid

Fields:

• weights (list[Literal['SqrtCap', 'InvIdioVar']])

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

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

describe() → str

Describe the available settings.

Returns

str

A description of the available settings.