AlgoQuant, an integrated trading strategy research and backtesting system
- All Implemented Interfaces:
public class FactorIntercept
This factor will always has value of 1 and can hence be used as an the
intercept in a regression, that is, alpha.
public double value(Stock stock,
Description copied from interface:
Computes the value of this factor for a stock at a date/time.
- Specified by:
value in interface
stock - a stock
time - the time for which the factor is to be calculated
marketHistory - a time series of MarketSnapshots from
which the factor value is computed
- the factor value
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