Uses of Class
com.quantfinlib.alpha.SignalEvaluator.Report
Packages that use SignalEvaluator.Report
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.Report in com.quantfinlib.alpha
Methods in com.quantfinlib.alpha that return SignalEvaluator.ReportModifier and TypeMethodDescriptionstatic SignalEvaluator.ReportSignalEvaluator.evaluate(AlphaContext ctx, AlphaFactor factor, int startIndex, int horizon) Evaluates a factor at every bar in[startIndex, ctx.bars() − horizon)against overlappinghorizon-bar forward returns (see the class doc for each metric).