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FireMomentum

portfolio_analyzer::strategy::book

Struct FireMomentum 

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pub struct FireMomentum {
    pub min_lean: f64,
    pub shorts: bool,
    pub slot: f64,
    pub max_names: usize,
}
Expand description

Trade fresh squeeze fires in the direction of momentum.

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§min_lean: f64§shorts: bool§slot: f64§max_names: usize

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impl Allocator for FireMomentum

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fn name(&self) -> &'static str

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fn thesis(&self) -> &'static str

One line for the book: what it believes.
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fn targets(&self, v: &DayView<'_>, _days_in: usize) -> Option<Vec<(usize, f64)>>

Target weights (fraction of equity; negative = short). None keeps the current holdings unchanged (no trading today).

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