Uses of Class
com.quantfinlib.alpha.AlphaCombiner.Combination
Packages that use AlphaCombiner.Combination
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 AlphaCombiner.Combination in com.quantfinlib.alpha
Methods in com.quantfinlib.alpha that return AlphaCombiner.CombinationModifier and TypeMethodDescriptionstatic AlphaCombiner.CombinationAlphaCombiner.fit(AlphaContext ctx, List<AlphaFactor> factors, int fromIndex, int toIndex, AlphaCombiner.Settings settings) Fits the combination on IC datesfromIndex, fromIndex + step, …up totoIndex − horizon.