| Class | Description |
|---|---|
| OptimalTrajectoryNoDrift |
OptimalTrajectoryNoDrift generates the Trade/Holdings List of Optimal Execution Schedule based on the
Evolution Walk Parameters specified according to the Liquidity VaR Optimal Objective Function, exclusive
of Drift.
|
| OptimalTrajectoryWithDrift |
OptimalTrajectoryWithDrift generates the Trade/Holdings List of Optimal Execution Schedule based on the
Evolution Walk Parameters specified according to the Liquidity VaR Optimal Objective Function, inclusive
of Drift.
|