Uses of Record Class
com.quantfinlib.alpha.TurnoverAwareOptimizer.Settings

Packages that use TurnoverAwareOptimizer.Settings

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.Settings in com.quantfinlib.alpha

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

Modifier and Type	Method	Description
static TurnoverAwareOptimizer.Settings	TurnoverAwareOptimizer.Settings.of(double riskAversion, double turnoverPenalty)

Methods in com.quantfinlib.alpha with parameters of type TurnoverAwareOptimizer.Settings

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.