Uses of Package
org.drip.execution.athl
| Package | Description |
|---|---|
| org.drip.execution.athl |
Almgren-Thum-Hauptmann-Li Calibration
|
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Classes in org.drip.execution.athl used by org.drip.execution.athl Class 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).