A B C D E F G H I J K L M N O P Q R S T U V W X

A

Account() - Constructor for class tech.nmfin.algoquant.web.performance.PerformanceAnalyzer.Account

accounts - Variable in class tech.nmfin.algoquant.web.performance.PerformanceAnalyzer.Result

AccumulationDistributionLineDemo - Class in tech.nmfin.algoquant.demo.model.technical

Demonstrates an ADL/price divergence strategy driven by daily OHLCV bars.

AccumulationDistributionLineDemo.SimpleADLStrategy - Class in tech.nmfin.algoquant.demo.model.technical

AllPerformanceMeasures - Class in tech.nmfin.algoquant.web

Explicit, reviewable library-measure catalog.

AllPerformanceMeasures(LocalDateTimeInterval, double, SequentialCache<Double>, List<Execution>, OrderBookCaches, BenchmarkLookup, String, double[]) - Constructor for class tech.nmfin.algoquant.web.AllPerformanceMeasures

Captures the inputs used by the library's performance-measure constructors.

AllPerformanceMeasures.Metric - Class in tech.nmfin.algoquant.web

AllPerformanceMeasures.PeriodTable - Class in tech.nmfin.algoquant.web

AllPerformanceMeasures.PeriodValue - Class in tech.nmfin.algoquant.web

analyze(String, String, String) - Method in class tech.nmfin.algoquant.web.performance.PerformanceAnalyzer

Downloads a public source and analyzes an optional inclusive date range.

analyzeCsv(String, String, String, String) - Method in class tech.nmfin.algoquant.web.performance.PerformanceAnalyzer

Analyzes CSV text without downloading the input, allowing deterministic tests.

annualizedVolatility - Variable in class tech.nmfin.algoquant.web.PerformanceStatistics.Values

annualizedVolatility - Variable in class tech.nmfin.algoquant.web.sma2.SMA2App.Result

app - Variable in class tech.nmfin.algoquant.web.performance.PerformanceAnalyzer.Result

appRevision - Variable in class tech.nmfin.algoquant.web.SavedReport

attachment(HttpExchange, String, String, byte[]) - Static method in class tech.nmfin.algoquant.web.HttpSupport

Callers supply generated safe names (report IDs and fixed format names).

B

bankrupt - Variable in class tech.nmfin.algoquant.web.sma2.SMA2App.Result

BASE - Static variable in class tech.nmfin.algoquant.web.performance.PerformanceAnalyzer

Common starting NAV used to compare series expressed in different currencies or units.

basketCount() - Method in class tech.nmfin.algoquant.demo.model.daspremont2008.MRSimParamSP500

basketRenewalPeriod() - Method in class tech.nmfin.algoquant.demo.model.daspremont2008.MRSimParamSP500

basketSize() - Method in class tech.nmfin.algoquant.demo.model.daspremont2008.MRSimParamSP500

BatchParameterizedSimulationDemo - Class in tech.nmfin.algoquant.demo.misc

Demonstrates how to use BatchParameterizedSimulation.

BatchParameterizedSimulationDemo() - Constructor for class tech.nmfin.algoquant.demo.misc.BatchParameterizedSimulationDemo

benchmark - Variable in class tech.nmfin.algoquant.web.performance.PerformanceAnalyzer.Account

benchmark - Variable in class tech.nmfin.algoquant.web.sma2.SMA2App.Point

benchmarkAdded - Variable in class tech.nmfin.algoquant.web.performance.PerformanceAnalyzer.Result

benchmarkSource - Variable in class tech.nmfin.algoquant.web.performance.PerformanceAnalyzer.Result

benchmarkSource - Variable in class tech.nmfin.algoquant.web.sma2.SMA2App.Result

benchmarkTotalReturn - Variable in class tech.nmfin.algoquant.web.sma2.SMA2App.Result

BootstrapSimulationDemo - Class in tech.nmfin.algoquant.demo.model.dai2011

Demonstrates the bootstrap simulation of the Dai's trend following strategy.

BootstrapSimulationDemo() - Constructor for class tech.nmfin.algoquant.demo.model.dai2011.BootstrapSimulationDemo

BootstrapSimulationSMA2Demo - Class in tech.nmfin.algoquant.demo.misc

Demonstrates how to compute the P/L distribution of a strategy using a bootstrap method.

BootstrapSimulationSMA2Demo() - Constructor for class tech.nmfin.algoquant.demo.misc.BootstrapSimulationSMA2Demo

BuyAndHoldBenchmark - Class in tech.nmfin.algoquant.web

Reusable, independently funded S&P 500 price-index buy-and-hold simulation.

BuyAndHoldBenchmark() - Constructor for class tech.nmfin.algoquant.web.BuyAndHoldBenchmark

BuyAndHoldBenchmark(BuyAndHoldBenchmark.PriceSource) - Constructor for class tech.nmfin.algoquant.web.BuyAndHoldBenchmark

Inject cached prices or explicit offline fixtures; no market-data fallback is substituted.

BuyAndHoldBenchmark.Fill - Class in tech.nmfin.algoquant.web

BuyAndHoldBenchmark.Point - Class in tech.nmfin.algoquant.web

BuyAndHoldBenchmark.PriceSource - Interface in tech.nmfin.algoquant.web

BuyAndHoldBenchmark.Result - Class in tech.nmfin.algoquant.web

BuyAndHoldBenchmark.Statistics - Class in tech.nmfin.algoquant.web

buyHoldExecutions - Variable in class tech.nmfin.algoquant.web.sma2.SMA2App.Result

buyHoldPerformanceMeasures - Variable in class tech.nmfin.algoquant.web.sma2.SMA2App.Result

buyHoldStatistics - Variable in class tech.nmfin.algoquant.web.sma2.SMA2App.Result

byPeriodMeasures(List<Execution>, OrderBookCaches, LocalDateTimeInterval, Period, List<PeriodByPeriodMeasure>) - Static method in class tech.nmfin.algoquant.demo.model.factormodel.FactorModelUtils

C

cagr - Variable in class tech.nmfin.algoquant.web.PerformanceStatistics.Values

CandleStickChartDemo - Class in tech.nmfin.algoquant.demo.chart

Using this example.

CandleStickChartDemo() - Constructor for class tech.nmfin.algoquant.demo.chart.CandleStickChartDemo

canonical(String) - Static method in class tech.nmfin.algoquant.web.PublicCsvSource

CAPITAL - Static variable in class tech.nmfin.algoquant.web.sma2.SMA2App

ChaikinMoneyFlowDemo - Class in tech.nmfin.algoquant.demo.model.technical

A simple strategy based on the Chaikin Money Flow.

ChaikinMoneyFlowDemo.SimpleCMFStrategy - Class in tech.nmfin.algoquant.demo.model.technical

close - Variable in class tech.nmfin.algoquant.web.BuyAndHoldBenchmark.Point

close - Variable in class tech.nmfin.algoquant.web.sma2.SMA2App.Point

CoinBacktestDemo - Class in tech.nmfin.algoquant.demo.model.portfoliooptimization.coin

Compares the different asset allocation algorithms.

CoinBacktestDemo() - Constructor for class tech.nmfin.algoquant.demo.model.portfoliooptimization.coin.CoinBacktestDemo

column(int) - Static method in class tech.nmfin.algoquant.web.SpreadsheetWorkbook

compute() - Method in class tech.nmfin.algoquant.web.AllPerformanceMeasures

compute(boolean) - Method in class tech.nmfin.algoquant.web.AllPerformanceMeasures

Scalar comparisons can omit long period tables while using the same calculations.

compute(List<String>, List<Double>, double, T) - Static method in class tech.nmfin.algoquant.web.PerformanceStatistics

computeForNavSeries() - Method in class tech.nmfin.algoquant.web.AllPerformanceMeasures

Imported NAV contains no execution, fee or position records.

Corvalan2005Demo - Class in tech.nmfin.algoquant.demo.model.portfoliooptimization

This paper tackles the corner solution problem of many portfolio optimizers, by optimizing the portfolio diversification with some relaxation on the volatility σ and the expected return R of a given optimized (but non-diversified) portfolio.

Corvalan2005Demo(double, double) - Constructor for class tech.nmfin.algoquant.demo.model.portfoliooptimization.Corvalan2005Demo

CovarianceComparisonDemo - Class in tech.nmfin.algoquant.demo.model.portfoliooptimization

Using this example.

CovarianceComparisonDemo(long) - Constructor for class tech.nmfin.algoquant.demo.model.portfoliooptimization.CovarianceComparisonDemo

covPenalty() - Method in class tech.nmfin.algoquant.demo.model.daspremont2008.MRSimParamSP500

create(int, ToolRoutes...) - Static method in class tech.nmfin.algoquant.web.ToolsWeb

Register app modules without coupling their route implementations to one another.

CSI300SimulationDemo - Class in tech.nmfin.algoquant.demo.model.portfoliooptimization.csi300

Using this example.

CSI300SimulationDemo(LocalDateTimeInterval) - Constructor for class tech.nmfin.algoquant.demo.model.portfoliooptimization.csi300.CSI300SimulationDemo

CSI300SimulationDemo(LocalDateTimeInterval, SequentialCacheFactory<ListedProduct, StockEOD>) - Constructor for class tech.nmfin.algoquant.demo.model.portfoliooptimization.csi300.CSI300SimulationDemo

Uses a caller-supplied index feed, for reproducible offline tests or another provider.

currency() - Method in class tech.nmfin.algoquant.demo.model.daspremont2008.MRSimParamSP500

D

Dai2011LongOnlyDemo - Class in tech.nmfin.algoquant.demo.model.dai2011

Demonstrates the Dai's optimal trend following trading strategy.

Dai2011LongOnlyDemo() - Constructor for class tech.nmfin.algoquant.demo.model.dai2011.Dai2011LongOnlyDemo

dailyReturns(List<Double>, double) - Static method in class tech.nmfin.algoquant.web.PerformanceStatistics

Observation returns include the first NAV relative to the starting capital, matching simulation reports.

date - Variable in class tech.nmfin.algoquant.web.BuyAndHoldBenchmark.Fill

date - Variable in class tech.nmfin.algoquant.web.BuyAndHoldBenchmark.Point

date - Variable in class tech.nmfin.algoquant.web.performance.PerformanceAnalyzer.Point

date - Variable in class tech.nmfin.algoquant.web.sma2.SMA2App.Fill

date - Variable in class tech.nmfin.algoquant.web.sma2.SMA2App.Point

DemoSupport - Class in tech.nmfin.algoquant.demo.model.technical

Shared license setup, data selection, plotting and simulation checks for the demos.

detail - Variable in class tech.nmfin.algoquant.web.AllPerformanceMeasures.Metric

detail - Variable in class tech.nmfin.algoquant.web.AllPerformanceMeasures.PeriodTable

display - Variable in class tech.nmfin.algoquant.web.AllPerformanceMeasures.Metric

display - Variable in class tech.nmfin.algoquant.web.AllPerformanceMeasures.PeriodValue

duplicateRows - Variable in class tech.nmfin.algoquant.web.performance.PerformanceAnalyzer.Result

E

EconomicModelStrategyDemo - Class in tech.nmfin.algoquant.demo.model.factormodel

A demo on running a fundamental factor model trading strategy.

EconomicModelStrategyDemo() - Constructor for class tech.nmfin.algoquant.demo.model.factormodel.EconomicModelStrategyDemo

Elliott2005StrategyDemo1 - Class in tech.nmfin.algoquant.demo.model.elliott2005

Demonstrates how to use Elliott2005Strategy and customize the strategy.

Elliott2005StrategyDemo1() - Constructor for class tech.nmfin.algoquant.demo.model.elliott2005.Elliott2005StrategyDemo1

Elliott2005StrategyDemo2 - Class in tech.nmfin.algoquant.demo.model.elliott2005

Demonstrates another (simpler) way of coding Elliott2005StrategyDemo1 using a template.

Elliott2005StrategyDemo2() - Constructor for class tech.nmfin.algoquant.demo.model.elliott2005.Elliott2005StrategyDemo2

end - Variable in class tech.nmfin.algoquant.web.AllPerformanceMeasures.PeriodValue

end - Variable in class tech.nmfin.algoquant.web.BuyAndHoldBenchmark.Result

end - Variable in class tech.nmfin.algoquant.web.performance.PerformanceAnalyzer.Result

end - Variable in class tech.nmfin.algoquant.web.sma2.SMA2App.Request

end - Variable in class tech.nmfin.algoquant.web.sma2.SMA2App.Result

entry(ZipOutputStream, String, String) - Static method in class tech.nmfin.algoquant.web.SpreadsheetWorkbook

eod(Stock, LocalDateTimeInterval) - Static method in class tech.nmfin.algoquant.demo.model.technical.DemoSupport

Returns Yahoo history in live mode, or generated weekday OHLCV bars otherwise.

error(String) - Static method in class tech.nmfin.algoquant.web.HttpSupport

exchange() - Method in class tech.nmfin.algoquant.demo.model.daspremont2008.MRSimParamSP500

executions - Variable in class tech.nmfin.algoquant.web.BuyAndHoldBenchmark.Result

executions - Variable in class tech.nmfin.algoquant.web.sma2.SMA2App.Result

executor() - Method in class tech.nmfin.algoquant.demo.ib.IBStrategyServerDemo

export(PerformanceAnalyzer.Result) - Static method in class tech.nmfin.algoquant.web.performance.PerformanceWorkbook

export(List<AllPerformanceMeasures.Metric>) - Static method in class tech.nmfin.algoquant.web.PerformanceCsv

export(String[], String[]) - Static method in class tech.nmfin.algoquant.web.SpreadsheetWorkbook

F

FactorModelUtils - Class in tech.nmfin.algoquant.demo.model.factormodel

Using this example.

FactorModelUtils() - Constructor for class tech.nmfin.algoquant.demo.model.factormodel.FactorModelUtils

fast - Variable in class tech.nmfin.algoquant.web.sma2.SMA2App.Point

fast - Variable in class tech.nmfin.algoquant.web.sma2.SMA2App.Request

fast - Variable in class tech.nmfin.algoquant.web.sma2.SMA2App.Result

Fill() - Constructor for class tech.nmfin.algoquant.web.BuyAndHoldBenchmark.Fill

Fill() - Constructor for class tech.nmfin.algoquant.web.sma2.SMA2App.Fill

finalNav - Variable in class tech.nmfin.algoquant.web.PerformanceStatistics.Values

finalNav - Variable in class tech.nmfin.algoquant.web.sma2.SMA2App.Result

finish(StringBuilder, String, int) - Static method in class tech.nmfin.algoquant.web.SpreadsheetWorkbook

form(String) - Static method in class tech.nmfin.algoquant.web.HttpSupport

fromEnvironment() - Static method in class tech.nmfin.algoquant.web.ReportStore

fromEnvironment() - Static method in class tech.nmfin.algoquant.web.SnapshotStore

FundamentalModelStrategyDemo - Class in tech.nmfin.algoquant.demo.model.factormodel

A demo on running a fundamental factor model trading strategy.

FundamentalModelStrategyDemo() - Constructor for class tech.nmfin.algoquant.demo.model.factormodel.FundamentalModelStrategyDemo

G

generatedAt - Variable in class tech.nmfin.algoquant.web.performance.PerformanceAnalyzer.Result

generatedAt - Variable in class tech.nmfin.algoquant.web.sma2.SMA2App.Result

getBlackLitterman(double) - Static method in class tech.nmfin.algoquant.demo.model.portfoliooptimization.PortfolioOptimComparisons1Demo

getCorvalan2005(double, double) - Static method in class tech.nmfin.algoquant.demo.model.portfoliooptimization.PortfolioOptimComparisons1Demo

getCorvalanSAAM(double) - Static method in class tech.nmfin.algoquant.demo.model.portfoliooptimization.PortfolioOptimComparisons1Demo

getEqualCor(double) - Static method in class tech.nmfin.algoquant.demo.model.portfoliooptimization.PortfolioOptimComparisons1Demo

getEqualMean(double) - Static method in class tech.nmfin.algoquant.demo.model.portfoliooptimization.PortfolioOptimComparisons1Demo

getEqualWeights(double) - Static method in class tech.nmfin.algoquant.demo.model.portfoliooptimization.PortfolioOptimComparisons1Demo

getMarkowitz(double) - Static method in class tech.nmfin.algoquant.demo.model.portfoliooptimization.PortfolioOptimComparisons1Demo

getMarkowitzSolution() - Method in class tech.nmfin.algoquant.demo.model.portfoliooptimization.SOCPMarkowitzComparisonDemo

getRandomCovariance(int) - Method in class tech.nmfin.algoquant.demo.model.portfoliooptimization.RandomReturns

getRandomReturns(Matrix, int) - Method in class tech.nmfin.algoquant.demo.model.portfoliooptimization.RandomReturns

Applies a Cholesky factor of S to generated vectors.

getRandomReturns(int, int) - Method in class tech.nmfin.algoquant.demo.model.portfoliooptimization.RandomReturns

getSAAM() - Static method in class tech.nmfin.algoquant.demo.model.portfoliooptimization.PortfolioOptimComparisons1Demo

getSOCP(double) - Static method in class tech.nmfin.algoquant.demo.model.portfoliooptimization.PortfolioOptimComparisons1Demo

getSOCPSolution() - Method in class tech.nmfin.algoquant.demo.model.portfoliooptimization.SOCPMarkowitzComparisonDemo

getUtilityValue(Vector) - Method in class tech.nmfin.algoquant.demo.model.portfoliooptimization.SOCPMarkowitzComparisonDemo

Computes the utility value given the optimal weights.

GMA12Demo - Class in tech.nmfin.algoquant.demo.model.kst1995

Demonstrates Acar's framework of a trend following strategy.

GMA12Demo() - Constructor for class tech.nmfin.algoquant.demo.model.kst1995.GMA12Demo

group - Variable in class tech.nmfin.algoquant.web.AllPerformanceMeasures.Metric

H

handle(HttpExchange) - Method in class tech.nmfin.algoquant.web.performance.PerformanceRoutes

handle(HttpExchange) - Method in class tech.nmfin.algoquant.web.sma2.Sma2Routes

handle(HttpExchange) - Method in interface tech.nmfin.algoquant.web.ToolRoutes

header(StringBuilder, String...) - Static method in class tech.nmfin.algoquant.web.SpreadsheetWorkbook

HttpSupport - Class in tech.nmfin.algoquant.web

Same-origin HTTP responses, form parsing and bounded request handling shared by all tools.

HttpSupport() - Constructor for class tech.nmfin.algoquant.web.HttpSupport

I

IBDemoStrategy - Class in tech.nmfin.algoquant.demo.ib

Using this example.

IBDemoStrategy(NamedParam) - Constructor for class tech.nmfin.algoquant.demo.ib.IBDemoStrategy

IBStrategyServerDemo - Class in tech.nmfin.algoquant.demo.ib

Runs the demo strategy with Spring Boot control web server.

IBStrategyServerDemo() - Constructor for class tech.nmfin.algoquant.demo.ib.IBStrategyServerDemo

Infantino2010ParamAnalysisDemo - Class in tech.nmfin.algoquant.demo.model.infantino2010

Using this example.

Infantino2010ParamAnalysisDemo(List<Stock>, LocalDateTimeInterval, ExchangeRateTable) - Constructor for class tech.nmfin.algoquant.demo.model.infantino2010.Infantino2010ParamAnalysisDemo

Loads the chosen products and builds a simulator for the horizon comparisons.

Infantino2010PredictionAnalysisDemo - Class in tech.nmfin.algoquant.demo.model.infantino2010

Analyzes the correlation between predicted returns and realized returns to check if the prediction algorithm has any prediction power.

Infantino2010PredictionAnalysisDemo() - Constructor for class tech.nmfin.algoquant.demo.model.infantino2010.Infantino2010PredictionAnalysisDemo

initialCapital - Variable in class tech.nmfin.algoquant.web.BuyAndHoldBenchmark.Result

initialCapital - Variable in class tech.nmfin.algoquant.web.sma2.SMA2App.Result

initialize(TraderContext) - Method in class tech.nmfin.algoquant.demo.ib.IBDemoStrategy

initialize(TraderContext) - Method in class tech.nmfin.algoquant.demo.model.januaryeffect.JanuaryEffectStrategy

initialize(String[]) - Static method in class tech.nmfin.algoquant.demo.model.technical.DemoSupport

Validates options and loads the external license before licensed objects are created.

initialValue - Variable in class tech.nmfin.algoquant.web.performance.PerformanceAnalyzer.Account

inSamplePeriodForBasketSelection() - Method in class tech.nmfin.algoquant.demo.model.daspremont2008.MRSimParamSP500

inSamplePeriodForClustering() - Method in class tech.nmfin.algoquant.demo.model.daspremont2008.MRSimParamSP500

isBenchmark(String) - Static method in class tech.nmfin.algoquant.web.performance.PerformanceAnalyzer

Recognizes common S&P 500 labels independently of capitalization and punctuation.

J

JanuaryEffectStrategy - Class in tech.nmfin.algoquant.demo.model.januaryeffect

A simple strategy to demonstrate the use of timer updates.

JanuaryEffectStrategy(Product, MonthDay, MonthDay) - Constructor for class tech.nmfin.algoquant.demo.model.januaryeffect.JanuaryEffectStrategy

Constructs a new instance of the strategy.

JanuaryEffectStrategyDemo - Class in tech.nmfin.algoquant.demo.model.januaryeffect

Demonstrates how to set up the simulator to simulate the tutorial strategy, JanuaryEffectStrategy.

JanuaryEffectStrategyDemo() - Constructor for class tech.nmfin.algoquant.demo.model.januaryeffect.JanuaryEffectStrategyDemo

K

KagiMRBasketSimulationDemo - Class in tech.nmfin.algoquant.demo.model.daspremont2008

Using this example.

KagiMRBasketSimulationDemo() - Constructor for class tech.nmfin.algoquant.demo.model.daspremont2008.KagiMRBasketSimulationDemo

KnightSatchellTran1995MLEDemo - Class in tech.nmfin.algoquant.demo.model.kst1995

Compares the fitted model with the real model.

KnightSatchellTran1995MLEDemo() - Constructor for class tech.nmfin.algoquant.demo.model.kst1995.KnightSatchellTran1995MLEDemo

L

label - Variable in class tech.nmfin.algoquant.web.AllPerformanceMeasures.Metric

label - Variable in class tech.nmfin.algoquant.web.AllPerformanceMeasures.PeriodTable

Lai2010NPEBModelDemo - Class in tech.nmfin.algoquant.demo.model.portfoliooptimization

Using this example.

Lai2010NPEBModelDemo() - Constructor for class tech.nmfin.algoquant.demo.model.portfoliooptimization.Lai2010NPEBModelDemo

load(Stock, LocalDate, LocalDate) - Method in interface tech.nmfin.algoquant.web.BuyAndHoldBenchmark.PriceSource

load(String) - Method in interface tech.nmfin.algoquant.web.performance.PerformanceAnalyzer.CsvLoader

load(String) - Method in class tech.nmfin.algoquant.web.PublicCsvSource

lookup - Variable in class tech.nmfin.algoquant.web.BuyAndHoldBenchmark.Result

M

main(String[]) - Static method in class tech.nmfin.algoquant.demo.chart.CandleStickChartDemo

main(String[]) - Static method in class tech.nmfin.algoquant.demo.chart.MultiChartDemo

main(String[]) - Static method in class tech.nmfin.algoquant.demo.chart.OHLCChartDemo

main(String[]) - Static method in class tech.nmfin.algoquant.demo.chart.RangeBarsChartDemo

main(String[]) - Static method in class tech.nmfin.algoquant.demo.chart.TimeSeriesChartDemo

main(String[]) - Static method in class tech.nmfin.algoquant.demo.chart.XYSeriesChartDemo

main(String[]) - Static method in class tech.nmfin.algoquant.demo.data.SGXTickDataCacheFactoryDemo

main(String[]) - Static method in class tech.nmfin.algoquant.demo.ib.IBStrategyServerDemo

main(String[]) - Static method in class tech.nmfin.algoquant.demo.misc.BatchParameterizedSimulationDemo

main(String[]) - Static method in class tech.nmfin.algoquant.demo.misc.BootstrapSimulationSMA2Demo

main(String[]) - Static method in class tech.nmfin.algoquant.demo.misc.MCSimulationDemo

main(String[]) - Static method in class tech.nmfin.algoquant.demo.misc.MCSimulationTaskRunnerDemo

main(String[]) - Static method in class tech.nmfin.algoquant.demo.misc.OtcBrokerSimDemo

main(String[]) - Static method in class tech.nmfin.algoquant.demo.misc.SensitivityAnalyzerDemo

main(String[]) - Static method in class tech.nmfin.algoquant.demo.model.dai2011.BootstrapSimulationDemo

main(String[]) - Static method in class tech.nmfin.algoquant.demo.model.dai2011.Dai2011LongOnlyDemo

main(String[]) - Static method in class tech.nmfin.algoquant.demo.model.daspremont2008.KagiMRBasketSimulationDemo

main(String[]) - Static method in class tech.nmfin.algoquant.demo.model.daspremont2008.MultiPeriodKagiMRStrategyDemo

main(String[]) - Static method in class tech.nmfin.algoquant.demo.model.elliott2005.Elliott2005StrategyDemo1

main(String[]) - Static method in class tech.nmfin.algoquant.demo.model.elliott2005.Elliott2005StrategyDemo2

main(String[]) - Static method in class tech.nmfin.algoquant.demo.model.elliott2005.MeanReversionBasedOnSpreadQuantileDemo

main(String[]) - Static method in class tech.nmfin.algoquant.demo.model.factormodel.EconomicModelStrategyDemo

main(String[]) - Static method in class tech.nmfin.algoquant.demo.model.factormodel.FundamentalModelStrategyDemo

main(String[]) - Static method in class tech.nmfin.algoquant.demo.model.infantino2010.Infantino2010ParamAnalysisDemo

main(String[]) - Static method in class tech.nmfin.algoquant.demo.model.infantino2010.Infantino2010PredictionAnalysisDemo

main(String[]) - Static method in class tech.nmfin.algoquant.demo.model.januaryeffect.JanuaryEffectStrategyDemo

main(String[]) - Static method in class tech.nmfin.algoquant.demo.model.jurek2007.OULogSpreadCRRASignalDemo

main(String[]) - Static method in class tech.nmfin.algoquant.demo.model.kst1995.GMA12Demo

main(String[]) - Static method in class tech.nmfin.algoquant.demo.model.kst1995.KnightSatchellTran1995MLEDemo

main(String[]) - Static method in class tech.nmfin.algoquant.demo.model.portfoliooptimization.coin.CoinBacktestDemo

main(String[]) - Static method in class tech.nmfin.algoquant.demo.model.portfoliooptimization.Corvalan2005Demo

main(String[]) - Static method in class tech.nmfin.algoquant.demo.model.portfoliooptimization.CovarianceComparisonDemo

main(String[]) - Static method in class tech.nmfin.algoquant.demo.model.portfoliooptimization.csi300.CSI300SimulationDemo

main(String[]) - Static method in class tech.nmfin.algoquant.demo.model.portfoliooptimization.Lai2010NPEBModelDemo

main(String[]) - Static method in class tech.nmfin.algoquant.demo.model.portfoliooptimization.MarkowitzBigDemo

main(String[]) - Static method in class tech.nmfin.algoquant.demo.model.portfoliooptimization.MarkowitzDemo

main(String[]) - Static method in class tech.nmfin.algoquant.demo.model.portfoliooptimization.PerformanceOptimizedYahooEODPortfolioDemo

main(String[]) - Static method in class tech.nmfin.algoquant.demo.model.portfoliooptimization.PortfolioOptimComparisons1Demo

main(String[]) - Static method in class tech.nmfin.algoquant.demo.model.portfoliooptimization.PortfolioOptimComparisons2Demo

main(String[]) - Static method in class tech.nmfin.algoquant.demo.model.portfoliooptimization.PortfolioOptimizationAlgorithmDemo

main(String[]) - Static method in class tech.nmfin.algoquant.demo.model.portfoliooptimization.PortfolioOptimizationBacktestDemo

main(String[]) - Static method in class tech.nmfin.algoquant.demo.model.portfoliooptimization.SOCPMarkowitzComparisonDemo

main(String[]) - Static method in class tech.nmfin.algoquant.demo.model.technical.AccumulationDistributionLineDemo

main(String[]) - Static method in class tech.nmfin.algoquant.demo.model.technical.ChaikinMoneyFlowDemo

main(String[]) - Static method in class tech.nmfin.algoquant.demo.model.technical.SMA2Demo010

main(String[]) - Static method in class tech.nmfin.algoquant.demo.model.technical.SMA2Demo011

main(String[]) - Static method in class tech.nmfin.algoquant.demo.model.technical.SMA2Demo020

main(String[]) - Static method in class tech.nmfin.algoquant.demo.model.technical.SMA2DynamicDemo

main(String[]) - Static method in class tech.nmfin.algoquant.demo.model.tutorial.TutorialStrategyDemo

main(String[]) - Static method in class tech.nmfin.algoquant.demo.model.volarb.MeanReversionPortfolioDemo

main(String[]) - Static method in class tech.nmfin.algoquant.demo.model.volarb.MRModelFixedGridDemo

main(String[]) - Static method in class tech.nmfin.algoquant.demo.model.volarb.MRModelFixedGridOnSGXDataDemo

main(String[]) - Static method in class tech.nmfin.algoquant.demo.model.volarb.MRModelPeriodicDemo

main(String[]) - Static method in class tech.nmfin.algoquant.demo.model.volarb.MRModelRanged1Demo

main(String[]) - Static method in class tech.nmfin.algoquant.demo.model.volarb.MRModelRanged2Demo

main(String[]) - Static method in class tech.nmfin.algoquant.demo.RunAllDemo

main(String[]) - Static method in class tech.nmfin.algoquant.web.ToolsWeb

markOpenPositionMeasures(List<AllPerformanceMeasures.Metric>) - Static method in class tech.nmfin.algoquant.web.BuyAndHoldBenchmark

MarkowitzBigDemo - Class in tech.nmfin.algoquant.demo.model.portfoliooptimization

This demo shows the performance/speed of running our implementation of Markowitz algorithm on a large pool of assets, e.g., N = 10000.

MarkowitzBigDemo() - Constructor for class tech.nmfin.algoquant.demo.model.portfoliooptimization.MarkowitzBigDemo

MarkowitzDemo - Class in tech.nmfin.algoquant.demo.model.portfoliooptimization

Using this example.

MarkowitzDemo() - Constructor for class tech.nmfin.algoquant.demo.model.portfoliooptimization.MarkowitzDemo

maxDrawdown - Variable in class tech.nmfin.algoquant.web.PerformanceStatistics.Values

maxDrawdown - Variable in class tech.nmfin.algoquant.web.sma2.SMA2App.Result

MCSimulationDemo - Class in tech.nmfin.algoquant.demo.misc

This example, using Monte Carlo simulation, runs the GMA12 strategy on returns generated from a KnightSatchellTran1995 model.

MCSimulationTaskRunnerDemo - Class in tech.nmfin.algoquant.demo.misc

Using this example.

MCSimulationTaskRunnerDemo() - Constructor for class tech.nmfin.algoquant.demo.misc.MCSimulationTaskRunnerDemo

MeanReversionBasedOnSpreadQuantileDemo - Class in tech.nmfin.algoquant.demo.model.elliott2005

Runs a Elliott mean reversion strategy, coded up using a template.

MeanReversionBasedOnSpreadQuantileDemo() - Constructor for class tech.nmfin.algoquant.demo.model.elliott2005.MeanReversionBasedOnSpreadQuantileDemo

MeanReversionPortfolioDemo - Class in tech.nmfin.algoquant.demo.model.volarb

Demonstrates how to create a MeanReversionPortfolio with different grid sizes.

MeanReversionPortfolioDemo() - Constructor for class tech.nmfin.algoquant.demo.model.volarb.MeanReversionPortfolioDemo

Metric() - Constructor for class tech.nmfin.algoquant.web.AllPerformanceMeasures.Metric

metrics - Variable in class tech.nmfin.algoquant.web.AllPerformanceMeasures

metrics(List<String>, List<Double>, double, BenchmarkLookup) - Static method in class tech.nmfin.algoquant.web.NavSeriesAnalysis

MIME - Static variable in class tech.nmfin.algoquant.web.SpreadsheetWorkbook

MRModelFixedGridDemo - Class in tech.nmfin.algoquant.demo.model.volarb

Using this example.

MRModelFixedGridDemo() - Constructor for class tech.nmfin.algoquant.demo.model.volarb.MRModelFixedGridDemo

MRModelFixedGridOnSGXDataDemo - Class in tech.nmfin.algoquant.demo.model.volarb

Using this example.

MRModelPeriodicDemo - Class in tech.nmfin.algoquant.demo.model.volarb

Using this example.

MRModelPeriodicDemo() - Constructor for class tech.nmfin.algoquant.demo.model.volarb.MRModelPeriodicDemo

MRModelRanged1Demo - Class in tech.nmfin.algoquant.demo.model.volarb

Using this example.

MRModelRanged1Demo() - Constructor for class tech.nmfin.algoquant.demo.model.volarb.MRModelRanged1Demo

MRModelRanged2Demo - Class in tech.nmfin.algoquant.demo.model.volarb

Using this example.

MRModelRanged2Demo() - Constructor for class tech.nmfin.algoquant.demo.model.volarb.MRModelRanged2Demo

MRSimParamSP500 - Class in tech.nmfin.algoquant.demo.model.daspremont2008

Using this example.

MRSimParamSP500() - Constructor for class tech.nmfin.algoquant.demo.model.daspremont2008.MRSimParamSP500

MultiChartDemo - Class in tech.nmfin.algoquant.demo.chart

Using this example.

MultiChartDemo() - Constructor for class tech.nmfin.algoquant.demo.chart.MultiChartDemo

MultiPeriodKagiMRStrategyDemo - Class in tech.nmfin.algoquant.demo.model.daspremont2008

Using this example.

MultiPeriodKagiMRStrategyDemo() - Constructor for class tech.nmfin.algoquant.demo.model.daspremont2008.MultiPeriodKagiMRStrategyDemo

N

name - Variable in class tech.nmfin.algoquant.web.performance.PerformanceAnalyzer.Account

nav - Variable in class tech.nmfin.algoquant.web.BuyAndHoldBenchmark.Point

nav - Variable in class tech.nmfin.algoquant.web.performance.PerformanceAnalyzer.Point

nav - Variable in class tech.nmfin.algoquant.web.sma2.SMA2App.Point

NavSeriesAnalysis - Class in tech.nmfin.algoquant.web

Shared NAV-only analysis: do not manufacture trades, fees or positions from account values.

NavSeriesAnalysis() - Constructor for class tech.nmfin.algoquant.web.NavSeriesAnalysis

newBenchmark(String, LocalDateTimeInterval) - Static method in class tech.nmfin.algoquant.demo.model.factormodel.FactorModelUtils

newHsiBenchmark(LocalDateTimeInterval) - Static method in class tech.nmfin.algoquant.demo.model.factormodel.FactorModelUtils

Uses the same supplied HSI history as the Compustat market database.

NS - Static variable in class tech.nmfin.algoquant.web.SpreadsheetWorkbook

number(StringBuilder, String, Double, int) - Static method in class tech.nmfin.algoquant.web.SpreadsheetWorkbook

O

OHLCChartDemo - Class in tech.nmfin.algoquant.demo.chart

Using this example.

OHLCChartDemo() - Constructor for class tech.nmfin.algoquant.demo.chart.OHLCChartDemo

omittedDates - Variable in class tech.nmfin.algoquant.web.performance.PerformanceAnalyzer.Result

onEvent(TraderContext, Event) - Method in class tech.nmfin.algoquant.demo.ib.IBDemoStrategy

onEvent(TraderContext, Event) - Method in class tech.nmfin.algoquant.demo.model.januaryeffect.JanuaryEffectStrategy

onEvent(TraderContext, Event) - Method in class tech.nmfin.algoquant.demo.model.technical.AccumulationDistributionLineDemo.SimpleADLStrategy

onEvent(TraderContext, Event) - Method in class tech.nmfin.algoquant.demo.model.technical.ChaikinMoneyFlowDemo.SimpleCMFStrategy

onEvent(TraderContext, Event) - Method in class tech.nmfin.algoquant.demo.model.tutorial.TutorialStrategy

orderBooks() - Static method in class tech.nmfin.algoquant.demo.model.technical.DemoSupport

Adapts daily adjusted closes to simulated order books, or uses cached Yahoo history.

OtcBrokerSimDemo - Class in tech.nmfin.algoquant.demo.misc

Demonstrates how to use OTC broker to trade OTC bonds.

OtcBrokerSimDemo() - Constructor for class tech.nmfin.algoquant.demo.misc.OtcBrokerSimDemo

OULogSpreadCRRASignalDemo - Class in tech.nmfin.algoquant.demo.model.jurek2007

This demonstrates the P&L when applying the optimal mean reversion trading strategy to an OU asset.

OULogSpreadCRRASignalDemo(long) - Constructor for class tech.nmfin.algoquant.demo.model.jurek2007.OULogSpreadCRRASignalDemo

P

password() - Method in class tech.nmfin.algoquant.demo.ib.IBStrategyServerDemo

PerformanceAnalyzer - Class in tech.nmfin.algoquant.web.performance

Analyzes daily NAV or price levels from a public CSV using AlgoQuant.

PerformanceAnalyzer() - Constructor for class tech.nmfin.algoquant.web.performance.PerformanceAnalyzer

PerformanceAnalyzer(PerformanceAnalyzer.CsvLoader, BuyAndHoldBenchmark) - Constructor for class tech.nmfin.algoquant.web.performance.PerformanceAnalyzer

Allows offline tests and other callers to supply data and benchmark services.

PerformanceAnalyzer.Account - Class in tech.nmfin.algoquant.web.performance

One input series or benchmark, its aligned history and computed statistics.

PerformanceAnalyzer.CsvLoader - Interface in tech.nmfin.algoquant.web.performance

Injectable source loader; production requests use the restricted public HTTPS downloader.

PerformanceAnalyzer.Point - Class in tech.nmfin.algoquant.web.performance

One aligned observation, retaining both the original level and the normalized NAV.

PerformanceAnalyzer.Result - Class in tech.nmfin.algoquant.web.performance

Report payload; the HTTP layer fills in persistent report identifiers and revision metadata.

PerformanceCsv - Class in tech.nmfin.algoquant.web

Export saved scalar results through the library's CSV writer without rerunning a simulation.

PerformanceCsv() - Constructor for class tech.nmfin.algoquant.web.PerformanceCsv

performanceMeasures - Variable in class tech.nmfin.algoquant.web.BuyAndHoldBenchmark.Result

performanceMeasures - Variable in class tech.nmfin.algoquant.web.performance.PerformanceAnalyzer.Account

performanceMeasures - Variable in class tech.nmfin.algoquant.web.sma2.SMA2App.Result

PerformanceOptimizedYahooEODPortfolioDemo - Class in tech.nmfin.algoquant.demo.model.portfoliooptimization

Using this example.

PerformanceOptimizedYahooEODPortfolioDemo() - Constructor for class tech.nmfin.algoquant.demo.model.portfoliooptimization.PerformanceOptimizedYahooEODPortfolioDemo

PerformanceRoutes - Class in tech.nmfin.algoquant.web.performance

Performance Analyzer routes, using the same immutable store and capacity gate as the other apps.

PerformanceRoutes(PerformanceAnalyzer, ReportStore, Semaphore) - Constructor for class tech.nmfin.algoquant.web.performance.PerformanceRoutes

PerformanceStatistics - Class in tech.nmfin.algoquant.web

Shared headline conventions for simulated and imported NAV series.

PerformanceStatistics() - Constructor for class tech.nmfin.algoquant.web.PerformanceStatistics

PerformanceStatistics.Values - Class in tech.nmfin.algoquant.web

PerformanceWorkbook - Class in tech.nmfin.algoquant.web.performance

Analyzer worksheet selection over the shared Excel writer.

PerformanceWorkbook() - Constructor for class tech.nmfin.algoquant.web.performance.PerformanceWorkbook

periodMeasures - Variable in class tech.nmfin.algoquant.web.sma2.SMA2App.Result

periods - Variable in class tech.nmfin.algoquant.web.AllPerformanceMeasures

PeriodTable() - Constructor for class tech.nmfin.algoquant.web.AllPerformanceMeasures.PeriodTable

PeriodValue() - Constructor for class tech.nmfin.algoquant.web.AllPerformanceMeasures.PeriodValue

plotter(String) - Static method in class tech.nmfin.algoquant.demo.model.technical.DemoSupport

Selects a desktop plotter only when requested, allowing headless CI by default.

pnl - Variable in class tech.nmfin.algoquant.web.PerformanceStatistics.Values

pnl - Variable in class tech.nmfin.algoquant.web.sma2.SMA2App.Result

Point() - Constructor for class tech.nmfin.algoquant.web.BuyAndHoldBenchmark.Point

Point() - Constructor for class tech.nmfin.algoquant.web.performance.PerformanceAnalyzer.Point

Point() - Constructor for class tech.nmfin.algoquant.web.sma2.SMA2App.Point

PortfolioOptimComparisons1Demo - Class in tech.nmfin.algoquant.demo.model.portfoliooptimization

This demo shows how to build customized portfolio optimization algorithms and call these optimizers for the same data set.

PortfolioOptimComparisons1Demo() - Constructor for class tech.nmfin.algoquant.demo.model.portfoliooptimization.PortfolioOptimComparisons1Demo

PortfolioOptimComparisons2Demo<P extends Product> - Class in tech.nmfin.algoquant.demo.model.portfoliooptimization

Compares the different asset allocation algorithms.

PortfolioOptimComparisons2Demo(Collection<NamedParam>, DynamicCacheProvider<P>) - Constructor for class tech.nmfin.algoquant.demo.model.portfoliooptimization.PortfolioOptimComparisons2Demo

PortfolioOptimComparisons2Demo(Collection<NamedParam>, DynamicCacheProvider<P>, TradabilityLookup) - Constructor for class tech.nmfin.algoquant.demo.model.portfoliooptimization.PortfolioOptimComparisons2Demo

PortfolioOptimizationAlgorithmDemo - Class in tech.nmfin.algoquant.demo.model.portfoliooptimization

Shows how to compute the asset weights using a portfolio optimization algorithm.

PortfolioOptimizationAlgorithmDemo() - Constructor for class tech.nmfin.algoquant.demo.model.portfoliooptimization.PortfolioOptimizationAlgorithmDemo

PortfolioOptimizationBacktestDemo - Class in tech.nmfin.algoquant.demo.model.portfoliooptimization

Backtests a particular optimizer to see its performance over time using historical data.

PortfolioOptimizationBacktestDemo() - Constructor for class tech.nmfin.algoquant.demo.model.portfoliooptimization.PortfolioOptimizationBacktestDemo

price - Variable in class tech.nmfin.algoquant.web.BuyAndHoldBenchmark.Fill

price - Variable in class tech.nmfin.algoquant.web.sma2.SMA2App.Fill

priceMatrixFactory() - Method in class tech.nmfin.algoquant.demo.model.daspremont2008.MRSimParamSP500

print(SequentialCache<T>, boolean) - Static method in class tech.nmfin.algoquant.demo.model.portfoliooptimization.csi300.CSI300SimulationDemo

printReport(SensitivityAnalysisReport<Infantino2010Strategy.Param>) - Static method in class tech.nmfin.algoquant.demo.model.infantino2010.Infantino2010ParamAnalysisDemo

Prints every configuration and its account-level performance report.

PublicCsvSource - Class in tech.nmfin.algoquant.web

Anonymous, bounded HTTPS CSV loading; redirects and destinations are checked before each request.

PublicCsvSource() - Constructor for class tech.nmfin.algoquant.web.PublicCsvSource

Q

quantity - Variable in class tech.nmfin.algoquant.web.BuyAndHoldBenchmark.Fill

quantity - Variable in class tech.nmfin.algoquant.web.sma2.SMA2App.Fill

quick() - Static method in class tech.nmfin.algoquant.demo.model.technical.DemoSupport

Whether the dynamic example should use its short interval and single parameter set.

R

randomNormalReturnMatrix(int, int) - Static method in class tech.nmfin.algoquant.demo.model.portfoliooptimization.SOCPMarkowitzComparisonDemo

Generates a random return matrix, whose entries follow the standard Normal distribution.

randomReturnMatrix(int, int) - Static method in class tech.nmfin.algoquant.demo.model.portfoliooptimization.PortfolioOptimComparisons1Demo

Generates a random return matrix.

RandomReturns - Class in tech.nmfin.algoquant.demo.model.portfoliooptimization

Generates a random return matrix.

RandomReturns(RandomNumberGenerator) - Constructor for class tech.nmfin.algoquant.demo.model.portfoliooptimization.RandomReturns

RandomReturns() - Constructor for class tech.nmfin.algoquant.demo.model.portfoliooptimization.RandomReturns

RangeBarsChartDemo - Class in tech.nmfin.algoquant.demo.chart

Using this example.

RangeBarsChartDemo() - Constructor for class tech.nmfin.algoquant.demo.chart.RangeBarsChartDemo

read(String, String) - Method in class tech.nmfin.algoquant.web.ReportStore

Returns null for another app's snapshot as well as for a missing report.

read(String) - Method in class tech.nmfin.algoquant.web.SnapshotStore

readLimited(InputStream) - Static method in class tech.nmfin.algoquant.web.HttpSupport

redirect(HttpExchange, String) - Static method in class tech.nmfin.algoquant.web.HttpSupport

reportId - Variable in class tech.nmfin.algoquant.web.SavedReport

reportPath - Variable in class tech.nmfin.algoquant.web.SavedReport

reportSchemaVersion - Variable in class tech.nmfin.algoquant.web.performance.PerformanceAnalyzer.Result

reportSchemaVersion - Variable in class tech.nmfin.algoquant.web.sma2.SMA2App.Result

ReportStore - Class in tech.nmfin.algoquant.web

App-independent metadata and serialization over the immutable snapshot backend.

ReportStore(SnapshotStore) - Constructor for class tech.nmfin.algoquant.web.ReportStore

ReportStore(Path) - Constructor for class tech.nmfin.algoquant.web.ReportStore

ReportStore(String, String, SnapshotStore.Token) - Constructor for class tech.nmfin.algoquant.web.ReportStore

Request(String, String, String, int, int) - Constructor for class tech.nmfin.algoquant.web.sma2.SMA2App.Request

requestForm(HttpExchange) - Static method in class tech.nmfin.algoquant.web.HttpSupport

Both tools accept the same bounded form encoding.

required(Map<String, String>, String) - Static method in class tech.nmfin.algoquant.web.HttpSupport

requireMethod(HttpExchange, String) - Static method in class tech.nmfin.algoquant.web.HttpSupport

Reject incorrect methods before reading a request body.

resource(HttpExchange, String) - Static method in class tech.nmfin.algoquant.web.HttpSupport

Serve a route-selected classpath resource; never accept an unchecked request path here.

respond(HttpExchange, int, String, byte[]) - Static method in class tech.nmfin.algoquant.web.HttpSupport

Result() - Constructor for class tech.nmfin.algoquant.web.BuyAndHoldBenchmark.Result

Result() - Constructor for class tech.nmfin.algoquant.web.performance.PerformanceAnalyzer.Result

Result() - Constructor for class tech.nmfin.algoquant.web.sma2.SMA2App.Result

resumeStates(TraderContext, Map<String, String>) - Method in class tech.nmfin.algoquant.demo.ib.IBDemoStrategy

resumeTradedProducts(List<String>) - Method in class tech.nmfin.algoquant.demo.ib.IBDemoStrategy

run() - Method in class tech.nmfin.algoquant.demo.misc.BatchParameterizedSimulationDemo

run() - Method in class tech.nmfin.algoquant.demo.misc.MCSimulationTaskRunnerDemo

run() - Method in class tech.nmfin.algoquant.demo.misc.OtcBrokerSimDemo

run() - Method in class tech.nmfin.algoquant.demo.misc.SensitivityAnalyzerDemo

run(Product) - Method in class tech.nmfin.algoquant.demo.model.dai2011.BootstrapSimulationDemo

run(Stock) - Method in class tech.nmfin.algoquant.demo.model.dai2011.Dai2011LongOnlyDemo

run() - Method in class tech.nmfin.algoquant.demo.model.elliott2005.Elliott2005StrategyDemo1

run() - Method in class tech.nmfin.algoquant.demo.model.elliott2005.Elliott2005StrategyDemo2

run() - Method in class tech.nmfin.algoquant.demo.model.elliott2005.MeanReversionBasedOnSpreadQuantileDemo

run(FactoryStrategySimParam, FactorStrategyParam) - Method in class tech.nmfin.algoquant.demo.model.factormodel.EconomicModelStrategyDemo

run(FactorStrategyParam, LocalDateTimeInterval) - Method in class tech.nmfin.algoquant.demo.model.factormodel.FundamentalModelStrategyDemo

run(List<Infantino2010Strategy.Param>) - Method in class tech.nmfin.algoquant.demo.model.infantino2010.Infantino2010ParamAnalysisDemo

Runs and plots each supplied model configuration on this instance's market data.

run(List<Stock>, LocalDateTimeInterval) - Method in class tech.nmfin.algoquant.demo.model.infantino2010.Infantino2010PredictionAnalysisDemo

run() - Method in class tech.nmfin.algoquant.demo.model.januaryeffect.JanuaryEffectStrategyDemo

run(double, boolean) - Method in class tech.nmfin.algoquant.demo.model.jurek2007.OULogSpreadCRRASignalDemo

Gets the Sharpe ratio.

run() - Method in class tech.nmfin.algoquant.demo.model.portfoliooptimization.csi300.CSI300SimulationDemo

run() - Method in class tech.nmfin.algoquant.demo.model.portfoliooptimization.Lai2010NPEBModelDemo

run() - Method in class tech.nmfin.algoquant.demo.model.portfoliooptimization.PortfolioOptimComparisons2Demo

run(Stock) - Method in class tech.nmfin.algoquant.demo.model.technical.SMA2Demo010

run(Stock) - Method in class tech.nmfin.algoquant.demo.model.technical.SMA2Demo011

run(Stock, LocalDateTimeInterval, OrderBookCacheFactory<Stock>, double, Collection<NamedParam>) - Method in class tech.nmfin.algoquant.demo.model.technical.SMA2DynamicDemo

run() - Method in class tech.nmfin.algoquant.demo.model.tutorial.TutorialStrategyDemo

Downloads and samples HSI history, runs one fresh strategy and logs its measures.

run(String) - Method in class tech.nmfin.algoquant.demo.model.volarb.MeanReversionPortfolioDemo

run(String) - Method in class tech.nmfin.algoquant.demo.model.volarb.MRModelFixedGridDemo

run(String) - Method in class tech.nmfin.algoquant.demo.model.volarb.MRModelPeriodicDemo

run(LocalDate, LocalDate, double) - Method in class tech.nmfin.algoquant.web.BuyAndHoldBenchmark

run(SMA2App.Request) - Method in class tech.nmfin.algoquant.web.sma2.SMA2App

RunAllDemo - Class in tech.nmfin.algoquant.demo

Runs all demo programs.

RunAllDemo() - Constructor for class tech.nmfin.algoquant.demo.RunAllDemo

S

save(SavedReport, String) - Method in class tech.nmfin.algoquant.web.ReportStore

Assign a fresh URL for every run, even when the caller reuses a result object.

save(String, String) - Method in class tech.nmfin.algoquant.web.SnapshotStore

SavedReport - Class in tech.nmfin.algoquant.web

Common snapshot metadata inherited by each app without changing saved JSON field names.

SavedReport() - Constructor for class tech.nmfin.algoquant.web.SavedReport

saveStates() - Method in class tech.nmfin.algoquant.demo.ib.IBDemoStrategy

saveTradedProducts() - Method in class tech.nmfin.algoquant.demo.ib.IBDemoStrategy

seed(long...) - Method in class tech.nmfin.algoquant.demo.model.portfoliooptimization.RandomReturns

Seeds the return and correlation generators.

send(HttpExchange, int, String) - Static method in class tech.nmfin.algoquant.web.HttpSupport

SensitivityAnalyzerDemo - Class in tech.nmfin.algoquant.demo.misc

This example looks at the sensitivity of the SMA2 strategy to changes in the lag numberOfProducts.

SensitivityAnalyzerDemo() - Constructor for class tech.nmfin.algoquant.demo.misc.SensitivityAnalyzerDemo

series - Variable in class tech.nmfin.algoquant.web.BuyAndHoldBenchmark.Result

series - Variable in class tech.nmfin.algoquant.web.performance.PerformanceAnalyzer.Account

series - Variable in class tech.nmfin.algoquant.web.sma2.SMA2App.Result

setupStocks() - Static method in class tech.nmfin.algoquant.demo.model.infantino2010.Infantino2010PredictionAnalysisDemo

SGXTickDataCacheFactoryDemo - Class in tech.nmfin.algoquant.demo.data

Using this example.

SGXTickDataCacheFactoryDemo() - Constructor for class tech.nmfin.algoquant.demo.data.SGXTickDataCacheFactoryDemo

sharpe - Variable in class tech.nmfin.algoquant.web.PerformanceStatistics.Values

sharpe - Variable in class tech.nmfin.algoquant.web.sma2.SMA2App.Result

sheetNames(String[]) - Static method in class tech.nmfin.algoquant.web.SpreadsheetWorkbook

side - Variable in class tech.nmfin.algoquant.web.BuyAndHoldBenchmark.Fill

side - Variable in class tech.nmfin.algoquant.web.sma2.SMA2App.Fill

SimpleADLStrategy(Product, int) - Constructor for class tech.nmfin.algoquant.demo.model.technical.AccumulationDistributionLineDemo.SimpleADLStrategy

SimpleCMFStrategy(Product, int) - Constructor for class tech.nmfin.algoquant.demo.model.technical.ChaikinMoneyFlowDemo.SimpleCMFStrategy

SIMULATOR_BUILDER_FACTORY - Static variable in class tech.nmfin.algoquant.demo.misc.MCSimulationDemo

sizingModel - Variable in class tech.nmfin.algoquant.web.sma2.SMA2App.Result

slow - Variable in class tech.nmfin.algoquant.web.sma2.SMA2App.Point

slow - Variable in class tech.nmfin.algoquant.web.sma2.SMA2App.Request

slow - Variable in class tech.nmfin.algoquant.web.sma2.SMA2App.Result

SMA2App - Class in tech.nmfin.algoquant.web.sma2

AlgoQuant SMA crossover signals and simulator with full-equity position sizing.

SMA2App(boolean) - Constructor for class tech.nmfin.algoquant.web.sma2.SMA2App

Synthetic mode is only enabled by explicit server configuration for offline verification.

SMA2App.Fill - Class in tech.nmfin.algoquant.web.sma2

SMA2App.Point - Class in tech.nmfin.algoquant.web.sma2

SMA2App.Request - Class in tech.nmfin.algoquant.web.sma2

SMA2App.Result - Class in tech.nmfin.algoquant.web.sma2

SMA2App.StrategyStatistics - Class in tech.nmfin.algoquant.web.sma2

SMA2Demo010 - Class in tech.nmfin.algoquant.demo.model.technical

Runs a fixed two-simple-moving-average crossover strategy using the simulator builder.

SMA2Demo010() - Constructor for class tech.nmfin.algoquant.demo.model.technical.SMA2Demo010

SMA2Demo011 - Class in tech.nmfin.algoquant.demo.model.technical

Runs a fixed two-simple-moving-average crossover strategy using the simulator builder.

SMA2Demo011() - Constructor for class tech.nmfin.algoquant.demo.model.technical.SMA2Demo011

SMA2Demo020 - Class in tech.nmfin.algoquant.demo.model.technical

Demonstrates a fixed SMA crossover using a reusable simulation specification.

SMA2Demo020() - Constructor for class tech.nmfin.algoquant.demo.model.technical.SMA2Demo020

SMA2DynamicDemo - Class in tech.nmfin.algoquant.demo.model.technical

Runs a dynamically calibrated SMA crossover over rebalance/data-window combinations.

SMA2DynamicDemo() - Constructor for class tech.nmfin.algoquant.demo.model.technical.SMA2DynamicDemo

Sma2Routes - Class in tech.nmfin.algoquant.web.sma2

SMA2 endpoints and historical aliases.

Sma2Routes(SMA2App, ReportStore, Semaphore) - Constructor for class tech.nmfin.algoquant.web.sma2.Sma2Routes

sma2Statistics - Variable in class tech.nmfin.algoquant.web.sma2.SMA2App.Result

SnapshotStore - Class in tech.nmfin.algoquant.web

Immutable JSON snapshots.

SnapshotStore(Path) - Constructor for class tech.nmfin.algoquant.web.SnapshotStore

SnapshotStore(String, String, SnapshotStore.Token) - Constructor for class tech.nmfin.algoquant.web.SnapshotStore

SnapshotStore.Token - Interface in tech.nmfin.algoquant.web

SOCPMarkowitzComparisonDemo - Class in tech.nmfin.algoquant.demo.model.portfoliooptimization

We compare the results from a QP solver (Markowitz) and from an SOCP solver.

SOCPMarkowitzComparisonDemo(int, Vector, Matrix, double) - Constructor for class tech.nmfin.algoquant.demo.model.portfoliooptimization.SOCPMarkowitzComparisonDemo

source - Variable in class tech.nmfin.algoquant.web.BuyAndHoldBenchmark.Result

source - Variable in class tech.nmfin.algoquant.web.performance.PerformanceAnalyzer.Account

source - Variable in class tech.nmfin.algoquant.web.sma2.SMA2App.Result

sourceClass - Variable in class tech.nmfin.algoquant.web.AllPerformanceMeasures.Metric

sourceClass - Variable in class tech.nmfin.algoquant.web.AllPerformanceMeasures.PeriodTable

sourceRows - Variable in class tech.nmfin.algoquant.web.performance.PerformanceAnalyzer.Result

sourceUrl - Variable in class tech.nmfin.algoquant.web.performance.PerformanceAnalyzer.Result

sp500 - Variable in class tech.nmfin.algoquant.web.sma2.SMA2App.Result

SpreadsheetWorkbook - Class in tech.nmfin.algoquant.web

Small OOXML export of one immutable snapshot; no desktop or spreadsheet runtime required.

SpreadsheetWorkbook() - Constructor for class tech.nmfin.algoquant.web.SpreadsheetWorkbook

start - Variable in class tech.nmfin.algoquant.web.AllPerformanceMeasures.PeriodValue

start - Variable in class tech.nmfin.algoquant.web.BuyAndHoldBenchmark.Result

start - Variable in class tech.nmfin.algoquant.web.performance.PerformanceAnalyzer.Result

start - Variable in class tech.nmfin.algoquant.web.sma2.SMA2App.Request

start - Variable in class tech.nmfin.algoquant.web.sma2.SMA2App.Result

start(int[]) - Static method in class tech.nmfin.algoquant.web.SpreadsheetWorkbook

statistics - Variable in class tech.nmfin.algoquant.web.BuyAndHoldBenchmark.Result

Statistics() - Constructor for class tech.nmfin.algoquant.web.BuyAndHoldBenchmark.Statistics

statistics - Variable in class tech.nmfin.algoquant.web.performance.PerformanceAnalyzer.Account

statistics(List<AllPerformanceMeasures.Metric>) - Static method in class tech.nmfin.algoquant.web.SpreadsheetWorkbook

status - Variable in class tech.nmfin.algoquant.web.AllPerformanceMeasures.Metric

status - Variable in class tech.nmfin.algoquant.web.AllPerformanceMeasures.PeriodTable

status - Variable in class tech.nmfin.algoquant.web.AllPerformanceMeasures.PeriodValue

stocks() - Method in enum tech.nmfin.algoquant.demo.model.infantino2010.TestData

StrategyStatistics() - Constructor for class tech.nmfin.algoquant.web.sma2.SMA2App.StrategyStatistics

symbol - Variable in class tech.nmfin.algoquant.web.BuyAndHoldBenchmark.Result

SYMBOL - Static variable in class tech.nmfin.algoquant.web.BuyAndHoldBenchmark

symbol - Variable in class tech.nmfin.algoquant.web.sma2.SMA2App.Request

symbol - Variable in class tech.nmfin.algoquant.web.sma2.SMA2App.Result

symbolPool() - Method in class tech.nmfin.algoquant.demo.model.daspremont2008.MRSimParamSP500

SYMBOLS - Static variable in class tech.nmfin.algoquant.web.sma2.SMA2App

T

table(String[], List<List<Object>>) - Static method in class tech.nmfin.algoquant.web.SpreadsheetWorkbook

tech.nmfin.algoquant.demo - package tech.nmfin.algoquant.demo

tech.nmfin.algoquant.demo.chart - package tech.nmfin.algoquant.demo.chart

tech.nmfin.algoquant.demo.data - package tech.nmfin.algoquant.demo.data

tech.nmfin.algoquant.demo.ib - package tech.nmfin.algoquant.demo.ib

tech.nmfin.algoquant.demo.misc - package tech.nmfin.algoquant.demo.misc

tech.nmfin.algoquant.demo.model.dai2011 - package tech.nmfin.algoquant.demo.model.dai2011

tech.nmfin.algoquant.demo.model.daspremont2008 - package tech.nmfin.algoquant.demo.model.daspremont2008

tech.nmfin.algoquant.demo.model.elliott2005 - package tech.nmfin.algoquant.demo.model.elliott2005

tech.nmfin.algoquant.demo.model.factormodel - package tech.nmfin.algoquant.demo.model.factormodel

tech.nmfin.algoquant.demo.model.infantino2010 - package tech.nmfin.algoquant.demo.model.infantino2010

tech.nmfin.algoquant.demo.model.januaryeffect - package tech.nmfin.algoquant.demo.model.januaryeffect

tech.nmfin.algoquant.demo.model.jurek2007 - package tech.nmfin.algoquant.demo.model.jurek2007

tech.nmfin.algoquant.demo.model.kst1995 - package tech.nmfin.algoquant.demo.model.kst1995

tech.nmfin.algoquant.demo.model.portfoliooptimization - package tech.nmfin.algoquant.demo.model.portfoliooptimization

tech.nmfin.algoquant.demo.model.portfoliooptimization.coin - package tech.nmfin.algoquant.demo.model.portfoliooptimization.coin

tech.nmfin.algoquant.demo.model.portfoliooptimization.csi300 - package tech.nmfin.algoquant.demo.model.portfoliooptimization.csi300

tech.nmfin.algoquant.demo.model.technical - package tech.nmfin.algoquant.demo.model.technical

tech.nmfin.algoquant.demo.model.tutorial - package tech.nmfin.algoquant.demo.model.tutorial

tech.nmfin.algoquant.demo.model.volarb - package tech.nmfin.algoquant.demo.model.volarb

tech.nmfin.algoquant.web - package tech.nmfin.algoquant.web

tech.nmfin.algoquant.web.performance - package tech.nmfin.algoquant.web.performance

tech.nmfin.algoquant.web.sma2 - package tech.nmfin.algoquant.web.sma2

TestData - Enum in tech.nmfin.algoquant.demo.model.infantino2010

Using this example.

text(StringBuilder, String, String, int) - Static method in class tech.nmfin.algoquant.web.SpreadsheetWorkbook

TimeSeriesChartDemo - Class in tech.nmfin.algoquant.demo.chart

Using this example.

TimeSeriesChartDemo() - Constructor for class tech.nmfin.algoquant.demo.chart.TimeSeriesChartDemo

ToolRoutes - Interface in tech.nmfin.algoquant.web

An app handles its own URL namespace and returns false for routes belonging to other tools.

ToolsWeb - Class in tech.nmfin.algoquant.web

Shared same-origin host.

ToolsWeb() - Constructor for class tech.nmfin.algoquant.web.ToolsWeb

totalReturn - Variable in class tech.nmfin.algoquant.web.PerformanceStatistics.Values

totalReturn - Variable in class tech.nmfin.algoquant.web.sma2.SMA2App.Result

tradingInterval() - Method in class tech.nmfin.algoquant.demo.model.daspremont2008.MRSimParamSP500

TutorialStrategy - Class in tech.nmfin.algoquant.demo.model.tutorial

This is a simple example that accompanies the tutorial to show how a strategy is coded up in AlgoQuant.

TutorialStrategy(Product) - Constructor for class tech.nmfin.algoquant.demo.model.tutorial.TutorialStrategy

Creates a fresh fixed-unit strategy for a single product.

TutorialStrategyDemo - Class in tech.nmfin.algoquant.demo.model.tutorial

Demonstrates how to set up the simulator to simulate the tutorial strategy, TutorialStrategy.

TutorialStrategyDemo() - Constructor for class tech.nmfin.algoquant.demo.model.tutorial.TutorialStrategyDemo

U

unit - Variable in class tech.nmfin.algoquant.web.AllPerformanceMeasures.Metric

unit - Variable in class tech.nmfin.algoquant.web.AllPerformanceMeasures.PeriodTable

username() - Method in class tech.nmfin.algoquant.demo.ib.IBStrategyServerDemo

V

validateDestination(URI) - Static method in class tech.nmfin.algoquant.web.PublicCsvSource

validateId(String) - Static method in class tech.nmfin.algoquant.web.SnapshotStore

value - Variable in class tech.nmfin.algoquant.web.AllPerformanceMeasures.Metric

value - Variable in class tech.nmfin.algoquant.web.AllPerformanceMeasures.PeriodValue

value - Variable in class tech.nmfin.algoquant.web.performance.PerformanceAnalyzer.Point

value() - Method in interface tech.nmfin.algoquant.web.SnapshotStore.Token

valueOf(String) - Static method in enum tech.nmfin.algoquant.demo.model.infantino2010.TestData

Returns the enum constant of this type with the specified name.

values() - Static method in enum tech.nmfin.algoquant.demo.model.infantino2010.TestData

Returns an array containing the constants of this enum type, in the order they are declared.

values - Variable in class tech.nmfin.algoquant.web.AllPerformanceMeasures.PeriodTable

Values() - Constructor for class tech.nmfin.algoquant.web.PerformanceStatistics.Values

verify(PerformanceReport) - Static method in class tech.nmfin.algoquant.demo.model.technical.DemoSupport

Checks nonempty, finite NAV output; prints execution count without requiring a trade.

W

warnings - Variable in class tech.nmfin.algoquant.web.performance.PerformanceAnalyzer.Result

X

xml(String) - Static method in class tech.nmfin.algoquant.web.SpreadsheetWorkbook

XYSeriesChartDemo - Class in tech.nmfin.algoquant.demo.chart

Using this example.

XYSeriesChartDemo() - Constructor for class tech.nmfin.algoquant.demo.chart.XYSeriesChartDemo

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