Uses of Class
com.quantfinlib.alpha.TurnoverAwareOptimizer.Result

Packages that use TurnoverAwareOptimizer.Result

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 TurnoverAwareOptimizer.Result in com.quantfinlib.alpha

Methods in com.quantfinlib.alpha that return TurnoverAwareOptimizer.Result

Modifier and Type	Method	Description
static TurnoverAwareOptimizer.Result	TurnoverAwareOptimizer.optimize(double[] alpha, double[][] covariance, double[] previous, double[][] equality, double[] caps, double[] tradeLimits, TurnoverAwareOptimizer.Settings settings)	Solves the turnover-penalised mean-variance problem.