Package com.strategyquant.tradinglib.correlation

Class FitPortfolio

java.lang.Object
com.strategyquant.tradinglib.correlation.FitPortfolio
All Implemented Interfaces:
Serializable
public class FitPortfolio extends Object implements Serializable
See Also:
Serialized Form

  • Field Details

    • active

      public boolean active

    • databank

      public Databank databank

    • corrMax

      public double corrMax

    • corrType

      public CorrelationType corrType

    • corrPeriod

      public int corrPeriod

    • corrAllowNegative

      public boolean corrAllowNegative

    • corrAddEmptyPeriods

      public boolean corrAddEmptyPeriods

  • Constructor Details

    • FitPortfolio

      public FitPortfolio()

  • Method Details