Uses of Package
com.quantfinlib.core

Packages that use com.quantfinlib.core

Package	Description
com.quantfinlib.alpha	Cross-sectional alpha research: signal generation, evaluation, validation, execution-aware backtesting, portfolio construction and reporting, each a separate step.
com.quantfinlib.backtest	Bar-based backtesting engines, execution models and performance analytics.
com.quantfinlib.backtest.portfolio	Multi-asset portfolio backtesting with point-in-time universes and financing.
com.quantfinlib.backtest.validation	Validation tools that test a backtest for overfitting.
com.quantfinlib.core	Core bar and bar-series types used by every analytics package.
com.quantfinlib.data	Loading, recording, replaying and aligning market data.
com.quantfinlib.execution	Order routing, execution algorithms and the venue models they learn from.
com.quantfinlib.indicators	Technical indicators in batch and streaming form.
com.quantfinlib.microstructure	Market microstructure analytics: impact, liquidity, order-flow signals and intraday curves.
com.quantfinlib.regulatory	Benchmark-fix and regulatory execution metrics.
com.quantfinlib.risk	Risk measurement, decomposition, limits and model validation.
com.quantfinlib.screener	Stock screening by technical and fundamental filters, with ranking and CSV export.
com.quantfinlib.volatility	Volatility models: EWMA, GARCH-family, HAR-RV, a model-free volatility index and a systematic/idiosyncratic decomposition.

Classes in com.quantfinlib.core used by com.quantfinlib.alpha

Class	Description
BarSeries	Immutable, cache-friendly OHLCV time series backed by primitive arrays (structure-of-arrays layout, no boxing) so indicators read primitive columns directly.

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

Class	Description
BarSeries	Immutable, cache-friendly OHLCV time series backed by primitive arrays (structure-of-arrays layout, no boxing) so indicators read primitive columns directly.
Side	Order side.

Classes in com.quantfinlib.core used by com.quantfinlib.backtest.portfolio

Class	Description
BarSeries	Immutable, cache-friendly OHLCV time series backed by primitive arrays (structure-of-arrays layout, no boxing) so indicators read primitive columns directly.

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

Class	Description
BarSeries	Immutable, cache-friendly OHLCV time series backed by primitive arrays (structure-of-arrays layout, no boxing) so indicators read primitive columns directly.

Classes in com.quantfinlib.core used by com.quantfinlib.core

Class	Description
Bar	Immutable OHLCV bar.
BarSeries	Immutable, cache-friendly OHLCV time series backed by primitive arrays (structure-of-arrays layout, no boxing) so indicators read primitive columns directly.
BarSeries.Builder
QuantFinException	Marks an exception raised by this library for a fault in what it was given: a broken wire frame, a malformed data file or an invalid configuration.
Side	Order side.

Classes in com.quantfinlib.core used by com.quantfinlib.data

Class	Description
BarSeries	Immutable, cache-friendly OHLCV time series backed by primitive arrays (structure-of-arrays layout, no boxing) so indicators read primitive columns directly.

Classes in com.quantfinlib.core used by com.quantfinlib.execution

Class	Description
Side	Order side.

Classes in com.quantfinlib.core used by com.quantfinlib.indicators

Class	Description
BarSeries	Immutable, cache-friendly OHLCV time series backed by primitive arrays (structure-of-arrays layout, no boxing) so indicators read primitive columns directly.

Classes in com.quantfinlib.core used by com.quantfinlib.microstructure

Class	Description
BarSeries	Immutable, cache-friendly OHLCV time series backed by primitive arrays (structure-of-arrays layout, no boxing) so indicators read primitive columns directly.
Side	Order side.

Classes in com.quantfinlib.core used by com.quantfinlib.regulatory

Class	Description
Side	Order side.

Classes in com.quantfinlib.core used by com.quantfinlib.risk

Class	Description
Side	Order side.

Classes in com.quantfinlib.core used by com.quantfinlib.screener

Class	Description
BarSeries	Immutable, cache-friendly OHLCV time series backed by primitive arrays (structure-of-arrays layout, no boxing) so indicators read primitive columns directly.

Classes in com.quantfinlib.core used by com.quantfinlib.volatility

Class	Description
BarSeries	Immutable, cache-friendly OHLCV time series backed by primitive arrays (structure-of-arrays layout, no boxing) so indicators read primitive columns directly.