| Class | Description |
|---|---|
| ConstantLiquidityVolatility |
ConstantLiquidityVolatility demonstrates the Dependence of the Optimal Trading Trajectory as a Function of
Constant Trading Enhanced Volatilities.
|
| ConstantTradingEnhancedVolatility |
ConstantTradingEnhancedVolatility demonstrates the Generation of the Optimal Trading Trajectory under the
Condition of Constant Trading Enhanced Volatility.
|
| ContinuousTrajectoryConcaveImpact |
ContinuousTrajectoryConcaveImpact reconciles the Characteristic Times of the Optimal Continuous Trading
Trajectory resulting from the Application of the Almgren (2003) Scheme to a Concave Power Law Temporary
Market Impact Function.
|
| ContinuousTrajectoryConvexImpact |
ContinuousTrajectoryConvexImpact reconciles the Characteristic Times of the Optimal Continuous Trading
Trajectory resulting from the Application of the Almgren (2003) Scheme to a Convex Power Law Temporary
Market Impact Function.
|
| ContinuousTrajectoryLinearImpact |
ContinuousTrajectoryLinearImpact reconciles the Characteristic Times of the Optimal Continuous Trading
Trajectory resulting from the Application of the Almgren (2003) Scheme to a Linear Power Law Temporary
Market Impact Function.
|
| LinearLiquidityVolatility |
LinearLiquidityVolatility demonstrates the Dependence of the Optimal Trading Trajectory as a Function of
Linear Trading Enhanced Volatilities.
|
| PowerLawOptimalTrajectory |
PowerLawOptimalTrajectory sketches out the Optimal Trajectories for 3 different values of k - representing
Concave, Linear, and Convex Power's respectively.
|