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

Packages that use AlphaValidation.WalkForwardResult

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.WalkForwardResult in com.quantfinlib.alpha

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

Modifier and Type	Method	Description
static AlphaValidation.WalkForwardResult	AlphaValidation.walkForward(AlphaContext ctx, List<AlphaFactor> candidates, int horizon, int startIndex, int trainBars, int testBars)	Rolls a train/test split across the sample: each fold picks the candidate with the best training-window mean IC and scores it on the next testBars bars.