Uses of Record Class
com.quantfinlib.alpha.AlphaRiskModels.Spec

Packages that use AlphaRiskModels.Spec

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 AlphaRiskModels.Spec in com.quantfinlib.alpha

Methods in com.quantfinlib.alpha that return AlphaRiskModels.Spec

Modifier and Type	Method	Description
static AlphaRiskModels.Spec	AlphaRiskModels.Spec.defaults()	120-period window, 60-bar momentum and volatility, 20-bar size proxy, default model.
AlphaRiskModels.Spec	AlphaBacktester.RiskOptions.spec()	Returns the value of the spec record component.

Methods in com.quantfinlib.alpha with parameters of type AlphaRiskModels.Spec

Modifier and Type	Method	Description
static BacktestAttribution	BacktestAttribution.attribute(AlphaContext ctx, AlphaBacktester.Traced traced, String[] sectors, AlphaRiskModels.Spec spec)	Attributes a traced run.
static FactorRiskModel	AlphaRiskModels.estimate(AlphaContext ctx, int index, String[] sectors, AlphaRiskModels.Spec spec)	Estimates the model on the spec.window() periods ending at index, forecasting the period after it.
AlphaBacktester.RiskOptions	AlphaBacktester.RiskOptions.withSpec(AlphaRiskModels.Spec s)

Constructors in com.quantfinlib.alpha with parameters of type AlphaRiskModels.Spec

Modifier	Constructor	Description
	RiskOptions(AlphaRiskModels.Spec spec, List<String> sectors, double riskAversion, double informationCoefficient, double maxWeight, double advTradeFraction, boolean dollarNeutral)	Creates an instance of a RiskOptions record class.