AlgoQuant, an integrated trading strategy research and backtesting system
- All Implemented Interfaces:
- CompanyFactor, Factor
- Direct Known Subclasses:
- FactorCashflowPerMarketCap, FactorCMA, FactorEarningsPerMarketCap, FactorGrowth, FactorHML, FactorMomentum, FactorRMW
public abstract class FactorAccounting
An accounting factor is computed from the company's accounting information at
the market date, e.g., today, and at the last accounting date, both of which
may be lagged.
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
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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