Uses of Class
com.quantfinlib.alpha.BacktestAttribution
Packages that use BacktestAttribution
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 BacktestAttribution in com.quantfinlib.alpha
Methods in com.quantfinlib.alpha that return BacktestAttributionModifier and TypeMethodDescriptionstatic BacktestAttributionBacktestAttribution.attribute(AlphaContext ctx, AlphaBacktester.Traced traced, String[] sectors, AlphaRiskModels.Spec spec) Attributes a traced run.