Uses of Record Class
com.quantfinlib.backtest.portfolio.PortfolioBacktester.Config

Packages that use PortfolioBacktester.Config

Package

Description

com.quantfinlib.backtest.portfolio

Multi-asset backtesting: PortfolioBacktester rebalances long/short weight targets from a PortfolioStrategy with commission and turnover tracking (input series must be index-aligned — see data.SeriesAligner), and in its survivorship-aware overload consumes a data.PointInTimeUniverse (delistings terminate at the delisting return, mergers convert at deal terms, index drops force sales) plus explicit ex-date cash dividends; CrossSectionalMomentum is the built-in point-in-time factor strategy (12-1 momentum ranked over the members alive at each rebalance); PositionSizing supplies Kelly, fixed-fractional risk, inverse-volatility weights and vol-target leverage.

Uses of PortfolioBacktester.Config in com.quantfinlib.backtest.portfolio

Methods in com.quantfinlib.backtest.portfolio that return PortfolioBacktester.Config

Modifier and Type	Method	Description
static PortfolioBacktester.Config	PortfolioBacktester.Config.defaults()
PortfolioBacktester.Config	PortfolioBacktester.Config.withCostModel(TradeCostModel model)	Pluggable per-trade costs (e.g.
PortfolioBacktester.Config	PortfolioBacktester.Config.withRebalanceEvery(int bars)

Methods in com.quantfinlib.backtest.portfolio with parameters of type PortfolioBacktester.Config

Modifier and Type	Method	Description
static PortfolioBacktester.Result	PortfolioBacktester.run(PortfolioStrategy strategy, Map<String, BarSeries> data, PortfolioBacktester.Config config)	Classic run: every supplied symbol is tradeable on every bar.
static PortfolioBacktester.Result	PortfolioBacktester.run(PortfolioStrategy strategy, Map<String, BarSeries> data, PortfolioBacktester.Config config, PointInTimeUniverse universe, Map<String, List<CorporateActions.CorporateAction>> cashDividends)	Survivorship-aware run (see the class doc for semantics).