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
IsUniDirectional
Gets/sets whether the factor is interpreted the same for longs/shorts.
public bool IsUniDirectional { get; set; }
Property Value
Long
Gets the results for long trades.
public BinCollection Long { get; set; }
Property Value
Name
Gets/sets the factor name.
public string Name { get; set; }
Property Value
Short
Gets the results for short trades.
public BinCollection Short { get; set; }
Property Value
Methods
ToString()
Returns a string representation of this object.
public override string ToString()