Table of Contents

Class FactorResult

Namespace
Balsam.FactorAnalysis
Assembly
Balsam.Backtester.dll

Encapsulates results for a single factor across several dimensions.

public class FactorResult
Inheritance
FactorResult
Inherited Members
Extension Methods

Properties

All

Gets the results for all trades.

public BinCollection All { get; set; }

Property Value

BinCollection

IsUniDirectional

Gets/sets whether the factor is interpreted the same for longs/shorts.

public bool IsUniDirectional { get; set; }

Property Value

bool

Long

Gets the results for long trades.

public BinCollection Long { get; set; }

Property Value

BinCollection

Name

Gets/sets the factor name.

public string Name { get; set; }

Property Value

string

Short

Gets the results for short trades.

public BinCollection Short { get; set; }

Property Value

BinCollection

Methods

ToString()

Returns a string representation of this object.

public override string ToString()

Returns

string