Uses of Record Class
com.quantfinlib.alpha.AlphaCombiner.Settings

Packages that use AlphaCombiner.Settings

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 AlphaCombiner.Settings in com.quantfinlib.alpha

Methods in com.quantfinlib.alpha that return AlphaCombiner.Settings

Modifier and Type	Method	Description
static AlphaCombiner.Settings	AlphaCombiner.Settings.of(int horizon)	Orthogonalised, no shrinkage, flat date weights, one IC date per bar.
AlphaCombiner.Settings	AlphaCombiner.Settings.withIcHalfLife(double dates)
AlphaCombiner.Settings	AlphaCombiner.Settings.withOrthogonalize(boolean on)
AlphaCombiner.Settings	AlphaCombiner.Settings.withShrinkToEqual(double delta)

Methods in com.quantfinlib.alpha with parameters of type AlphaCombiner.Settings

Modifier and Type	Method	Description
static AlphaCombiner.Combination	AlphaCombiner.fit(AlphaContext ctx, List<AlphaFactor> factors, int fromIndex, int toIndex, AlphaCombiner.Settings settings)	Fits the combination on IC dates fromIndex, fromIndex + step, … up to toIndex − horizon.