Uses of Class
org.drip.execution.principal.HorizonInformationRatioDependence
| Package | Description |
|---|---|
| org.drip.execution.principal |
Information Ratio Based Principal Trades
|
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Uses of HorizonInformationRatioDependence in org.drip.execution.principal
Methods in org.drip.execution.principal that return HorizonInformationRatioDependence Modifier and Type Method Description HorizonInformationRatioDependenceAlmgren2003Estimator. optimalMeasures()Generate the Constant/Exponent Dependencies on the Market Parameters for the Optimal Execution Horizon / Information Ratio