Uses of Class
com.quantfinlib.alpha.PortfolioConstruction.Book

Packages that use PortfolioConstruction.Book

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 PortfolioConstruction.Book in com.quantfinlib.alpha

Methods in com.quantfinlib.alpha that return PortfolioConstruction.Book

Modifier and Type	Method	Description
static PortfolioConstruction.Book	PortfolioConstruction.zScoreBook(double[] scores, double grossTarget, double maxWeight)	Z-score sizing: demean scores cross-sectionally, scale by their dispersion, clamp at ±3σ, then size the long and short sides separately to grossTarget/2 each with an iterative water-filling cap at maxWeight.