Namespace Balsam.FactorAnalysis
Classes
- AutoFilter
Uses Monte Carlo simulation to find optimal filter combinations based on list of factors.
- AutoFilter.AutoFilterResults
Encapsulates auto filter results.
- AutoFilter.FactorMatrix
Encapsulates a factor matrix.
- AutoFilter.Result
Encapsulates a result.
- AutoFilter.SimplePosition
Encapsulates simple position information.
- AutoFilter.TStats
Encapsulates some simple trade stats.
- Bin
Encapsulates information about a bin or range of data.
- BinCollection
Encapsulates a collection of bins, typically covering the entire range of data.
- Factor
Wraps an ISeries for factor analysis.
- FactorAnalyzer
Analyzes a series of trades, by binning trade outcomes based on a list of factors.
- FactorLibrary
Encapsulates a collection of factors implementing ISeries.
- FactorResult
Encapsulates results for a single factor across several dimensions.
- FactorResults
Encapsulates results generated by the FactorAnalyzer.