Uses of Class
com.quantfinlib.alpha.AlphaValidation.CrossValidationResult

Packages that use AlphaValidation.CrossValidationResult

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 AlphaValidation.CrossValidationResult in com.quantfinlib.alpha

Methods in com.quantfinlib.alpha that return AlphaValidation.CrossValidationResult

Modifier and Type	Method	Description
static AlphaValidation.CrossValidationResult	AlphaValidation.crossValidate(AlphaContext ctx, AlphaFactor factor, int horizon, int startIndex, int k)	Splits the evaluation range into k contiguous blocks and recomputes the mean IC inside each.