Uses of Package
org.drip.execution.strategy
| Package | Description |
|---|---|
| org.drip.execution.adaptive |
Coordinated Variation Based Adaptive Execution
|
| org.drip.execution.capture |
Execution Trajectory Transaction Cost Capture
|
| org.drip.execution.nonadaptive |
Almgren-Chriss Static Optimal Trajectory
|
| org.drip.execution.optimum |
Almgren-Chriss Efficient Trading Trajectories
|
| org.drip.execution.strategy |
Discrete/Continuous Trading Trajectory Schedule
|
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Classes in org.drip.execution.strategy used by org.drip.execution.adaptive Class Description OrderSpecification OrderSpecification contains the Parameters that constitute an Order, namely the Size and the Execution Time. -
Classes in org.drip.execution.strategy used by org.drip.execution.capture Class Description DiscreteTradingTrajectory DiscreteTradingTrajectory holds the Trajectory of a Trading Block that is to be executed over a Discrete Time Set.MinimumImpactTradingTrajectory MinimumImpactTradingTrajectory holds the Trajectory of a Trading Block that is to be executed uniformly over Equal Intervals, the Idea being to minimize the Trading Impact.MinimumVarianceTradingTrajectory MinimumVarianceTradingTrajectory holds the Trajectory of a Trading Block that is to be executed in a Single Block, the Idea being to minimize the Trading Variance. -
Classes in org.drip.execution.strategy used by org.drip.execution.nonadaptive Class Description DiscreteTradingTrajectoryControl DiscreteTradingTrajectoryControl holds the Time Trajectory Control Settings of a Trading Block that is to be executed over a Discrete Time Sequence.OrderSpecification OrderSpecification contains the Parameters that constitute an Order, namely the Size and the Execution Time. -
Classes in org.drip.execution.strategy used by org.drip.execution.optimum Class Description ContinuousTradingTrajectory ContinuousTradingTrajectory holds the Continuous Trajectory of a Trading Block that is to be executed over the Specified Horizon.DiscreteTradingTrajectory DiscreteTradingTrajectory holds the Trajectory of a Trading Block that is to be executed over a Discrete Time Set.TradingTrajectory TradingTrajectory holds the Continuous/Discrete Trajectory of a Trading Block that is to be executed over a Discrete Time Set. -
Classes in org.drip.execution.strategy used by org.drip.execution.strategy Class Description ContinuousTradingTrajectory ContinuousTradingTrajectory holds the Continuous Trajectory of a Trading Block that is to be executed over the Specified Horizon.DiscreteTradingTrajectory DiscreteTradingTrajectory holds the Trajectory of a Trading Block that is to be executed over a Discrete Time Set.DiscreteTradingTrajectoryControl DiscreteTradingTrajectoryControl holds the Time Trajectory Control Settings of a Trading Block that is to be executed over a Discrete Time Sequence.MinimumImpactTradingTrajectory MinimumImpactTradingTrajectory holds the Trajectory of a Trading Block that is to be executed uniformly over Equal Intervals, the Idea being to minimize the Trading Impact.OrderSpecification OrderSpecification contains the Parameters that constitute an Order, namely the Size and the Execution Time.TradingTrajectory TradingTrajectory holds the Continuous/Discrete Trajectory of a Trading Block that is to be executed over a Discrete Time Set.