FTMomentumModelParameters

Type: object

Properties

Name	Type	Description
`seedvalue`required	number	portfolio value on first day of trading
`rebalanceperiod`required	string	Frequency to turn over portfolio
`model`	`FTMomentumModel`

Example shape

{
  "seedvalue": 1000,
  "rebalanceperiod": "month",
  "model": {
    "universe": [
      "string"
    ],
    "number_holdings": "4",
    "basis": "SPY",
    "ranking_system": "return",
    "ranking_period": "quarter",
    "model": "momentum",
    "tradedelay": "1"
  }
}