Uses of Class
com.quantfinlib.alpha.AlphaReport.Decay

Packages that use AlphaReport.Decay

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 AlphaReport.Decay in com.quantfinlib.alpha

Methods in com.quantfinlib.alpha that return AlphaReport.Decay

Modifier and Type	Method	Description
static AlphaReport.Decay	AlphaReport.decayProfile(AlphaContext ctx, AlphaFactor factor, int startIndex, int[] horizons)	Mean IC against cumulative forward returns (t, t+h] at each horizon (non-overlapping grid per horizon).