bayesline.api.equity.RollingHuberBetaSettings

model RollingHuberBetaSettings

Robust Huber rolling beta (univariate per factor, with intercept).

Fields

Field	Type	Required	Default	Constraints
alpha	float	No	0.0001	ge=0
epsilon	float	No	1.35	gt=0
level	float | None	No	None
max_iter	int	No	10	ge=1
method	Literal[‘huber’]	No	'huber'

field alpha: float [Optional]

Constraints:

• ge = 0

field epsilon: float [Optional]

Constraints:

• gt = 0

field level: float | None [Optional]

Student t-test level for shrinking insignificant betas to zero.

field max_iter: int [Optional]

Constraints:

• ge = 1

field method: Literal['huber'] [Optional]