Uses of Record Class
com.quantfinlib.alpha.AlphaValidation.RobustnessResult

Packages that use AlphaValidation.RobustnessResult

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.RobustnessResult in com.quantfinlib.alpha

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

Modifier and Type	Method	Description
static AlphaValidation.RobustnessResult	AlphaValidation.monteCarloRobustness(AlphaContext ctx, AlphaFactor factor, int horizon, int startIndex, int trials, long seed)	AlphaValidation.monteCarloRobustness(AlphaContext, AlphaFactor, int, int, int, long, NullModel) with the cross-sectional null.
static AlphaValidation.RobustnessResult	AlphaValidation.monteCarloRobustness(AlphaContext ctx, AlphaFactor factor, int horizon, int startIndex, int trials, long seed, AlphaValidation.NullModel model)	Permutation test of the mean rank IC on the non-overlapping grid (startIndex, stepping by horizon).