API schema
Schema
FTStaticModel
Definition of static model
Type: object
Properties
| Name | Type | Description |
|---|---|---|
start | string | Model's start date. The first date the model is allocated to 'weights'. All dates prior are money market returns. |
rebalanceperiod | string | Specify the rebalance frequency. This is how often the portfolio trades. |
marginrate | number | annual percent interest on borrowed money. All interest is accrued quarterly. |
seedvalue | number | value of portfolio on the first day of trading |
model | array of FTPosition | |
name | string | |
waitForAllSecurities | string | Delays 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"
}