Uses of Record Class
com.quantfinlib.alpha.AlphaValidation.Fold
Packages that use AlphaValidation.Fold
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 AlphaValidation.Fold in com.quantfinlib.alpha
Methods in com.quantfinlib.alpha that return types with arguments of type AlphaValidation.FoldConstructor parameters in com.quantfinlib.alpha with type arguments of type AlphaValidation.FoldModifierConstructorDescriptionWalkForwardResult(List<AlphaValidation.Fold> folds, double meanInSampleIc, double meanOutOfSampleIc, double[] outOfSampleIcSeries, double outOfSampleTStat, double meanSelectionBias) Creates the value; array and collection arguments are copied.