FTMomentumModel

Type: object

Properties

Name	Type	Description
`universe`required	array of string	Universe of securities used for investing
`number_holdings`required	string	number of positions to hold
`basis`required	string	The basis to use when calculating universe rankings on FTAlpha, Sharpe, and UPI. Set to "-1" to use the history of the equity curve (the model)
`ranking_system`required	string	How to rank the universe: Return, Sharpe, FTAlpha, UPI
`ranking_period`required	string	Lookback period for each ranking
`model`required	string	Momentum or Value
`tradedelay`required	string	number of days AFTER ranking to wait to make the trade

Example shape

{
  "universe": [
    "string"
  ],
  "number_holdings": "4",
  "basis": "SPY",
  "ranking_system": "return",
  "ranking_period": "quarter",
  "model": "momentum",
  "tradedelay": "1"
}