Uses of Class
com.quantfinlib.alpha.SignalEvaluator.QuantileReport
Packages that use SignalEvaluator.QuantileReport
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 SignalEvaluator.QuantileReport in com.quantfinlib.alpha
Methods in com.quantfinlib.alpha that return SignalEvaluator.QuantileReportModifier and TypeMethodDescriptionSignalEvaluator.quantileReturns(AlphaContext ctx, AlphaFactor factor, int startIndex, int horizon, int quantiles) Buckets each evaluation date's cross-section intoquantilesscore-ranked groups and averages forward returns per group.