Uses of Interface
com.quantfinlib.alpha.AlphaBacktester.WeightBuilder
Packages that use AlphaBacktester.WeightBuilder
Package
Description
Cross-sectional alpha research: signal generation, evaluation,
validation, execution-aware backtesting, portfolio construction and
reporting, each a separate step.
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Uses of AlphaBacktester.WeightBuilder in com.quantfinlib.alpha
Methods in com.quantfinlib.alpha with parameters of type AlphaBacktester.WeightBuilderModifier and TypeMethodDescriptionstatic CapacityCurveCapacityCurve.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.ResultAlphaBacktester.run(AlphaContext ctx, AlphaFactor factor, AlphaBacktester.Config config, AlphaBacktester.WeightBuilder builder) Runs with a caller-supplied construction pipeline.static AlphaBacktester.TracedAlphaBacktester.runTraced(AlphaContext ctx, AlphaFactor factor, AlphaBacktester.Config config, AlphaBacktester.WeightBuilder builder) AlphaBacktester.run(AlphaContext, AlphaFactor, Config, WeightBuilder)with the per-bar trace.