Uses of Package
com.quantfinlib.data
Packages that use com.quantfinlib.data
Package
Description
Cross-sectional alpha research: signal generation, evaluation,
validation, execution-aware backtesting, portfolio construction and
reporting, each a separate step.
Multi-asset portfolio backtesting with point-in-time universes and
financing.
Loading, recording, replaying and aligning market data.
Stock screening by technical and fundamental filters, with ranking and
CSV export.
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Classes in com.quantfinlib.data used by com.quantfinlib.alphaClassDescriptionPoint-in-time universe membership — the engine-side half of survivorship-bias-free backtesting.
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Classes in com.quantfinlib.data used by com.quantfinlib.backtest.portfolioClassDescriptionPoint-in-time universe membership — the engine-side half of survivorship-bias-free backtesting.
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Classes in com.quantfinlib.data used by com.quantfinlib.dataClassDescriptionOne corporate action, effective from its ex timestamp.One holding of an instrument.Result of applying an event: the resulting holdings (the original instrument first, possibly with zero shares) and cash received.Cash-and-stock merger with holder election and proration.Regular or special cash dividend.Which dividends enter the back-adjustment.A corporate event effective from its ex timestamp.Rights issue:
rationew shares per old share atsubscriptionPrice.Point-in-time universe membership — the engine-side half of survivorship-bias-free backtesting.How a security's life ends.A security's terminal event. -
Classes in com.quantfinlib.data used by com.quantfinlib.screenerClassDescriptionPoint-in-time universe membership — the engine-side half of survivorship-bias-free backtesting.