Uses of Record Class
com.quantfinlib.backtest.portfolio.CrossSectionalMomentum.Config
Packages that use CrossSectionalMomentum.Config
Package
Description
Multi-asset portfolio backtesting with point-in-time universes and
financing.
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Uses of CrossSectionalMomentum.Config in com.quantfinlib.backtest.portfolio
Methods in com.quantfinlib.backtest.portfolio that return CrossSectionalMomentum.ConfigModifier and TypeMethodDescriptionCrossSectionalMomentum.Config.twelveMinusOne(int perSide) The academic 12-1 monthly-rebalance setup on daily bars.Constructors in com.quantfinlib.backtest.portfolio with parameters of type CrossSectionalMomentum.ConfigModifierConstructorDescriptionCrossSectionalMomentum(PointInTimeUniverse universe, CrossSectionalMomentum.Config config)