Uses of Class
com.strategyquant.tradinglib.correlation.CorrelationPeriods
Packages that use CorrelationPeriods
Package
Description
Classes for computing correlation of two strategies.
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Uses of CorrelationPeriods in com.strategyquant.tradinglib.correlation
Methods in com.strategyquant.tradinglib.correlation with parameters of type CorrelationPeriodsModifier and TypeMethodDescriptiondouble
CorrelationComputer.computeCorrelation(boolean addEmptyPeriods, String symbol1, String symbol2, OrdersList orderList1, OrdersList orderList2, CorrelationPeriods periods)
Compute correlation between two list of orders.