Package tech.nmfin.signal.infantino2010

Class Summary

Class	Description
Infantino2010PCA	The objective is to predict the next H-period accumulated returns from the past H-period dimensionally reduced returns.
Infantino2010PCA.Signal
Infantino2010Regime	Detects the current regime (mean reversion or momentum) by cross-sectional volatility.

Enum Summary

Enum	Description
Infantino2010Regime.Regime