Uses of Class
com.quantfinlib.alpha.AlphaBacktester.Result

Packages that use AlphaBacktester.Result

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.Result in com.quantfinlib.alpha

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

Modifier and Type	Method	Description
AlphaBacktester.Result	AlphaBacktester.Traced.result()
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.

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

Modifier and Type	Method	Description
static String	AlphaReport.costBreakdown(AlphaBacktester.Result r)	Cost decomposition of a backtest: each drag as a fraction of equity and as a share of the total, with mean turnover and tracking gap.