Uses of Package
com.quantfinlib.backtest.portfolio

Packages that use com.quantfinlib.backtest.portfolio

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.

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

Class	Description
CrossSectionalMomentum.Config
PortfolioBacktester.Config	costModel, when set, supersedes the flat commissionRate for every trade (rebalances and forced index-drop sales alike) — the shared TradeCostModel seam that makes a run simultaneously survivorship-aware AND execution-aware.
PortfolioBacktester.Result	dividendCashCredited and lifecycleEventsApplied are populated by the survivorship-aware overload (zero otherwise).
PortfolioStrategy	A multi-asset, weight-based strategy for the PortfolioBacktester.