| Class | Description |
|---|---|
| BayesianDriftTrajectoryDependence |
BayesianDriftTrajectoryDependence demonstrates the Dependence of the Trading Trajectory achieved from
using an Optimal Trajectory for a Price Process as a Function of the Bayesian Drift Parameters.
|
| BayesianDriftTransactionDependence |
BayesianDriftTransactionDependence demonstrates the Gains achieved from using an Optimal Trajectory for a
Price Process as a Function of the Bayesian Drift Parameters.
|
| BayesianGain |
BayesianGain demonstrates the Gains achieved from using an Optimal Trajectory for a Price Process with
Bayesian Drift, Arithmetic Volatility, and Linear Temporary Market Impact across a Set of Drifts.
|
| BayesianPriceProcess |
BayesianPriceProcess demonstrates the Evolution Process for an Asset Price with a Uncertain (Bayesian)
Drift.
|
| FixedDriftTrajectoryComparator |
FixedDriftTrajectoryComparator demonstrates the Optimal Trajectory for a Price Process with Bayes' Drift,
Arithmetic Volatility, and Linear Temporary Market Impact.
|
| VariableDriftTrajectoryComparator |
VariableDriftTrajectoryComparator demonstrates the Optimal Trajectory for a Price Process with Bayesian
Drift, Arithmetic Volatility, and Linear Temporary Market Impact across a Set of Drifts.
|