Uses of Record Class
com.quantfinlib.alpha.CalendarAnomalies.TurnOfMonth

Packages that use CalendarAnomalies.TurnOfMonth

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 CalendarAnomalies.TurnOfMonth in com.quantfinlib.alpha

Methods in com.quantfinlib.alpha that return CalendarAnomalies.TurnOfMonth

Modifier and Type	Method	Description
static CalendarAnomalies.TurnOfMonth	CalendarAnomalies.turnOfMonth(double[] returns, long[] epochMillis, int daysBeforeMonthEnd, int daysAfterMonthStart)	Turn-of-month effect: returns inside against outside the month-end window.