Uses of Package
com.quantfinlib.backtest.validation

Packages that use com.quantfinlib.backtest.validation

Package	Description
com.quantfinlib.backtest.validation	Validation tools that test a backtest for overfitting.

Classes in com.quantfinlib.backtest.validation used by com.quantfinlib.backtest.validation

Class	Description
GridSearchOptimizer.Candidate	One grid point: its parameters, metrics, objective and equity curve.
MonteCarloTradeShuffle.Result	Drawdown distribution across trade-order shuffles.
OverfitProbability.Result
ParameterGrid	A named parameter grid for strategy optimization; ParameterGrid.combinations() enumerates the cartesian product in deterministic order.
PurgedKFold.Split	One fold: test on [testFrom, testTo), train on trainIndices (ascending, purged and embargoed).
StrategyFactory	Builds a strategy instance from one parameter combination.
WalkForwardAnalyzer.Fold
WalkForwardAnalyzer.WalkForwardResult