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 TypeMethodDescriptiondoubleCorrelationComputer.computeCorrelation(boolean addEmptyPeriods, String symbol1, String symbol2, OrdersList orderList1, OrdersList orderList2, CorrelationPeriods periods)Compute correlation between two list of orders.