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

Packages that use AlphaValidation.SensitivityResult

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.SensitivityResult in com.quantfinlib.alpha

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

Modifier and Type	Method	Description
static AlphaValidation.SensitivityResult	AlphaValidation.parameterSensitivity(AlphaContext ctx, List<AlphaFactor> sweep, int horizon, int startIndex)	Evaluates each candidate of an ordered sweep (neighbours in the list are neighbours in parameter space) and reports how far the IC falls when the chosen parameter moves one step.