| Package | Description |
|---|---|
| org.drip.execution.athl |
| Class and Description |
|---|
| IJK
IJK holds the Empirical Signals that have been emitted off of a Transaction Run using the Scheme by
Almgren, Thum, Hauptmann, and Li (2005), using the Parameterization of Almgren (2003).
|
| TransactionSignal
TransactionSignal holds the Realized Empirical Signals that have been emitted off of a Transaction Run,
decomposed using the Scheme by Almgren, Thum, Hauptmann, and Li (2005), based off of the Parameterization
of Almgren (2003).
|