API schema
Schema

FTStaticModel

Definition of static model

Type: object

Properties

NameTypeDescription
startstringModel's start date. The first date the model is allocated to 'weights'. All dates prior are money market returns.
rebalanceperiodstringSpecify the rebalance frequency. This is how often the portfolio trades.
marginratenumberannual percent interest on borrowed money. All interest is accrued quarterly.
seedvaluenumbervalue of portfolio on the first day of trading
modelarray of FTPosition
namestring
waitForAllSecuritiesstringDelays portfolio start until all holdings have available data. Overrides 'start' date with the latest security inception date.

Example shape

{
  "start": "string",
  "rebalanceperiod": "week",
  "marginrate": 0,
  "seedvalue": 0,
  "model": [
    {
      "example": "FTPosition"
    }
  ],
  "name": "string",
  "waitForAllSecurities": "string"
}