Uses of Record Class
com.quantfinlib.alpha.AlphaBacktester.Config

Packages that use AlphaBacktester.Config

Package	Description
com.quantfinlib.alpha	Cross-sectional alpha research: signal generation, evaluation, validation, execution-aware backtesting, portfolio construction and reporting, each a separate step.

Uses of AlphaBacktester.Config in com.quantfinlib.alpha

Methods in com.quantfinlib.alpha that return AlphaBacktester.Config

Modifier and Type	Method	Description
static AlphaBacktester.Config	AlphaBacktester.Config.defaults(int startIndex)	Daily-bar defaults: monthly (21-bar) rebalance, 1 bp commission, 2 bp half-spread, 1 bp slippage, $100m book, 20-bar impact window, next-open fills, no financing, no participation cap.
AlphaBacktester.Config	AlphaBacktester.Config.frictionless()	The same config with every cost, financing rate and the cap set to zero.
AlphaBacktester.Config	AlphaBacktester.Config.withFillPolicy(FillPolicy policy)
AlphaBacktester.Config	AlphaBacktester.Config.withFinancing(double borrowBps, double cashRate, double marginRate)	Annual borrow fee (bps of short notional), cash rate and margin rate.
AlphaBacktester.Config	AlphaBacktester.Config.withMaxParticipation(double fractionOfAdv)
AlphaBacktester.Config	AlphaBacktester.Config.withRebalanceEvery(int bars)

Methods in com.quantfinlib.alpha with parameters of type AlphaBacktester.Config

Modifier and Type	Method	Description
static CapacityCurve	CapacityCurve.compute(AlphaContext ctx, AlphaFactor factor, AlphaBacktester.Config base, AlphaBacktester.RiskOptions options, double[] capitals, double maxParticipation)	As CapacityCurve.compute(AlphaContext, AlphaFactor, AlphaBacktester.Config, AlphaBacktester.WeightBuilder, double[], double) with the risk-model construction.
static CapacityCurve	CapacityCurve.compute(AlphaContext ctx, AlphaFactor factor, AlphaBacktester.Config base, AlphaBacktester.WeightBuilder builder, double[] capitals, double maxParticipation)	Runs the backtest at each capital (ascending, each > 0) with the given construction.
static AlphaBacktester.Result	AlphaBacktester.run(AlphaContext ctx, AlphaFactor factor, AlphaBacktester.Config config)	Runs with the standard z-score construction (gross 1.0, 5% name cap).
static AlphaBacktester.Result	AlphaBacktester.run(AlphaContext ctx, AlphaFactor factor, AlphaBacktester.Config config, AlphaBacktester.RiskOptions options)	Runs with the risk-model-driven turnover-aware optimiser as the construction (see AlphaBacktester.RiskOptions).
static AlphaBacktester.Result	AlphaBacktester.run(AlphaContext ctx, AlphaFactor factor, AlphaBacktester.Config config, AlphaBacktester.WeightBuilder builder)	Runs with a caller-supplied construction pipeline.
static AlphaBacktester.Traced	AlphaBacktester.runTraced(AlphaContext ctx, AlphaFactor factor, AlphaBacktester.Config config, AlphaBacktester.RiskOptions options)	AlphaBacktester.run(AlphaContext, AlphaFactor, Config, RiskOptions) with the per-bar trace.
static AlphaBacktester.Traced	AlphaBacktester.runTraced(AlphaContext ctx, AlphaFactor factor, AlphaBacktester.Config config, AlphaBacktester.WeightBuilder builder)	AlphaBacktester.run(AlphaContext, AlphaFactor, Config, WeightBuilder) with the per-bar trace.