Class QuickStartDemo

java.lang.Object

com.quantfinlib.examples.QuickStartDemo

public final class QuickStartDemo
extends Object

End-to-end tour of the platform on synthetic data: the 11 research capabilities (indicators, backtesting, DSL, risk, ML, optimization, Monte Carlo, screening, market data, reporting with SVG charts) plus the trading and research extensions — data I/O, order book analytics, smart order routing, execution-aware backtests with TCA, options hedging and vol surfaces, fixed income, GARCH/EWMA, cointegration, walk-forward validation, portfolio backtesting, and a risk-gated paper trading session.

Run: java -cp target/classes com.quantfinlib.examples.QuickStartDemo

Constructor Summary

Constructors

Constructor	Description
QuickStartDemo()

Method Summary

Modifier and Type	Method	Description
static void	main(String[] args)
static BarSeries	syntheticSeries(String symbol, int days, double startPrice, double annualDrift, double annualVol, long seed)	Deterministic synthetic GBM daily series with realistic OHLC structure.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

QuickStartDemo

public QuickStartDemo()

Method Details

main

public static void main(String[] args)
                 throws Exception

Throws:

Exception

syntheticSeries

public static BarSeries syntheticSeries(String symbol,
 int days,
 double startPrice,
 double annualDrift,
 double annualVol,
 long seed)

Deterministic synthetic GBM daily series with realistic OHLC structure.