| Class | Description |
|---|---|
| AlmgrenConstantTradingEnhanced |
AlmgrenConstantTradingEnhanced demonstrates the Generation of the Optimal Trading Trajectory under the
Condition of Constant Trading Enhanced Volatility using a Numerical Optimization Technique.
|
| AlmgrenLinearTradingEnhanced |
AlmgrenLinearTradingEnhanced demonstrates the Generation of the Optimal Trading Trajectory under the
Condition of Linear Trading Enhanced Volatility using a Numerical Optimization Technique.
|
| ConcaveImpactNoDrift |
ConcaveImpactNoDrift generates the Trade/Holdings List of Optimal Execution Schedule based on the Concave
Power Law Evolution Walk Parameters specified.
|
| LinearImpactNoDrift |
LinearImpactNoDrift generates the Trade/Holdings List of Optimal Execution Schedule based on the Evolution
Walk Parameters specified.
|
| LinearImpactWithDrift |
LinearImpactWithDrift generates the Trade/Holdings List of Optimal Execution Schedule based on the
Evolution Walk Parameters specified.
|