Uses of Class
com.quantfinlib.alpha.CalendarAnomalies.DayOfWeekProfile
Packages that use CalendarAnomalies.DayOfWeekProfile
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 CalendarAnomalies.DayOfWeekProfile in com.quantfinlib.alpha
Methods in com.quantfinlib.alpha that return CalendarAnomalies.DayOfWeekProfileModifier and TypeMethodDescriptionCalendarAnomalies.dayOfWeek(double[] returns, long[] epochMillis) Mean return by day of the week.