Uses of Record Class
com.quantfinlib.backtest.portfolio.PortfolioBacktester.Result
Packages that use PortfolioBacktester.Result
Package
Description
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.Result in com.quantfinlib.backtest.portfolio
Methods in com.quantfinlib.backtest.portfolio that return PortfolioBacktester.ResultModifier and TypeMethodDescriptionstatic PortfolioBacktester.ResultPortfolioBacktester.run(PortfolioStrategy strategy, Map<String, BarSeries> data, PortfolioBacktester.Config config) Classic run: every supplied symbol is tradeable on every bar.static PortfolioBacktester.ResultPortfolioBacktester.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).