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

Packages that use AlphaBacktester.RiskOptions

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.RiskOptions in com.quantfinlib.alpha

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

Modifier and Type	Method	Description
static AlphaBacktester.RiskOptions	AlphaBacktester.RiskOptions.defaults()	Default spec, one sector, λ = 5, IC = 0.05, 10% cap, 10% of ADV, dollar neutral.
AlphaBacktester.RiskOptions	AlphaBacktester.RiskOptions.withAdvTradeFraction(double fraction)
AlphaBacktester.RiskOptions	AlphaBacktester.RiskOptions.withRiskAversion(double lambda)
AlphaBacktester.RiskOptions	AlphaBacktester.RiskOptions.withSectors(List<String> labels)
AlphaBacktester.RiskOptions	AlphaBacktester.RiskOptions.withSpec(AlphaRiskModels.Spec s)

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

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 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.Traced	AlphaBacktester.runTraced(AlphaContext ctx, AlphaFactor factor, AlphaBacktester.Config config, AlphaBacktester.RiskOptions options)	AlphaBacktester.run(AlphaContext, AlphaFactor, Config, RiskOptions) with the per-bar trace.