Uses of Interface
org.drip.execution.optimum.EfficientTradingTrajectory

Packages that use EfficientTradingTrajectory

Package	Description
org.drip.execution.nonadaptive	Almgren-Chriss Static Optimal Trajectory
org.drip.execution.optimum	Almgren-Chriss Efficient Trading Trajectories
org.drip.execution.principal	Information Ratio Based Principal Trades

Uses of EfficientTradingTrajectory in org.drip.execution.nonadaptive

Methods in org.drip.execution.nonadaptive that return EfficientTradingTrajectory

Modifier and Type	Method	Description
EfficientTradingTrajectory	ContinuousAlmgrenChriss.generate()
EfficientTradingTrajectory	ContinuousConstantTradingEnhanced.generate()
EfficientTradingTrajectory	ContinuousCoordinatedVariationDeterministic.generate()
EfficientTradingTrajectory	ContinuousCoordinatedVariationStochastic.generate()
EfficientTradingTrajectory	ContinuousHighUrgencyAsymptote.generate()
EfficientTradingTrajectory	ContinuousLowUrgencyAsymptote.generate()
EfficientTradingTrajectory	ContinuousPowerImpact.generate()
EfficientTradingTrajectory	DiscreteLinearTradingEnhanced.generate()
abstract EfficientTradingTrajectory	StaticOptimalScheme.generate()	Invoke the Optimizer, and generate/return the Optimal Trading Trajectory Instance
EfficientTradingTrajectory	StaticOptimalSchemeDiscrete.generate()

Uses of EfficientTradingTrajectory in org.drip.execution.optimum

Classes in org.drip.execution.optimum that implement EfficientTradingTrajectory

Modifier and Type	Class	Description
class	AlmgrenChrissDiscrete	AlmgrenChrissDiscrete contains the Trading Trajectory generated by the Almgren and Chriss (2000) Scheme under the Criterion of No-Drift.
class	AlmgrenChrissDriftDiscrete	AlmgrenChrissDriftDiscrete contains the Trading Trajectory generated by the Almgren and Chriss (2000) Scheme under the Criterion of Non-zero Drift.
class	EfficientTradingTrajectoryContinuous	EfficientTradingTrajectoryContinuous contains the Efficient Trading Trajectory generated by one of the Methods outlined in the Almgren (2003) Scheme for Continuous Trading Approximation.
class	EfficientTradingTrajectoryDiscrete	EfficientTradingTrajectoryDiscrete contains the Discrete Trading Trajectory generated by a given Optimal Trajectory Generation Scheme.
class	PowerImpactContinuous	PowerImpactContinuous contains the Trading Trajectory generated by the Almgren (2003) Power Impact Scheme under the Criterion of No-Drift.
class	TradingEnhancedDiscrete	TradingEnhancedDiscrete contains the Trading Trajectory generated by one of the Methods outlined in the Almgren (2003) Scheme for Continuous Trading Approximation for Linear Trading Enhanced Temporary Impact Volatility.

Uses of EfficientTradingTrajectory in org.drip.execution.principal

Methods in org.drip.execution.principal that return EfficientTradingTrajectory

Modifier and Type	Method	Description
EfficientTradingTrajectory	GrossProfitEstimator.efficientTrajectory()	Retrieve the Optimal Efficient Trajectory

Constructors in org.drip.execution.principal with parameters of type EfficientTradingTrajectory

Constructor	Description
GrossProfitEstimator(EfficientTradingTrajectory ett)	GrossProfitEstimator Constructor