Uses of Class
org.drip.execution.principal.GrossProfitEstimator

Packages that use GrossProfitEstimator

Package	Description
org.drip.execution.principal	Information Ratio Based Principal Trades

Uses of GrossProfitEstimator in org.drip.execution.principal

Subclasses of GrossProfitEstimator in org.drip.execution.principal

Modifier and Type	Class	Description
class	Almgren2003Estimator	Almgren2003Estimator generates the Gross Profit Distribution and the Information Ratio for a given Level of Principal Discount for an Optimal Trajectory that is generated using the Almgren (2003) Scheme.