Uses of Class
org.drip.execution.principal.HorizonInformationRatioDependence
Package | Description |
---|---|
org.drip.execution.principal |
Information Ratio Based Principal Trades
|
-
Uses of HorizonInformationRatioDependence in org.drip.execution.principal
Methods in org.drip.execution.principal that return HorizonInformationRatioDependence Modifier and Type Method Description HorizonInformationRatioDependence
Almgren2003Estimator. optimalMeasures()
Generate the Constant/Exponent Dependencies on the Market Parameters for the Optimal Execution Horizon / Information Ratio