bayesline.api.equity.RollingBetaSettings

pydantic model bayesline.api.equity.RollingBetaSettings

OLS rolling beta (univariate per factor).

Show JSON schema

{
   "title": "RollingBetaSettings",
   "description": "OLS rolling beta (univariate per factor).",
   "type": "object",
   "properties": {
      "method": {
         "const": "ols",
         "default": "ols",
         "title": "Method",
         "type": "string"
      },
      "overlap": {
         "default": 5,
         "description": "Overlap (convolution) window for overlapped returns before beta computation.",
         "minimum": 1,
         "title": "Overlap",
         "type": "integer"
      }
   }
}

Config:

• frozen: bool = True

Fields:

• method (Literal['ols'])

• overlap (int)

field method: Literal['ols'] = 'ols'

field overlap: int = 5

Overlap (convolution) window for overlapped returns before beta computation.

Constraints:

• ge = 1