priceIncrementRealization(double, WalkSuite, ArithmeticPriceEvolutionParameters) | | 0% | | 0% | 3 | 3 | 21 | 21 | 1 | 1 |
temporaryImpactVariance(ArithmeticPriceEvolutionParameters) | | 84% | | 50% | 2 | 3 | 4 | 24 | 0 | 1 |
costIncrementRealization(double, WalkSuite, ArithmeticPriceEvolutionParameters) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
isSell() | | 0% | | 0% | 2 | 2 | 1 | 1 | 1 | 1 |
expectationContribution(ArithmeticPriceEvolutionParameters) | | 91% | | 70% | 3 | 6 | 3 | 26 | 0 | 1 |
varianceContribution(ArithmeticPriceEvolutionParameters) | | 91% | | 70% | 3 | 6 | 3 | 24 | 0 | 1 |
costIncrementDistribution(ArithmeticPriceEvolutionParameters) | | 88% | | 50% | 1 | 2 | 3 | 15 | 0 | 1 |
permanentImpactExpectation(ArithmeticPriceEvolutionParameters) | | 96% | | 75% | 1 | 3 | 3 | 21 | 0 | 1 |
temporaryImpactExpectation(ArithmeticPriceEvolutionParameters) | | 95% | | 50% | 1 | 2 | 3 | 21 | 0 | 1 |
marketDynamicsVariance(ArithmeticPriceEvolutionParameters) | | 91% | | 50% | 1 | 2 | 3 | 6 | 0 | 1 |
serialCorrelationAdjustment(ArithmeticPriceEvolutionParameters) | | 90% | | 50% | 1 | 2 | 3 | 14 | 0 | 1 |
marketDynamicsExpectation(ArithmeticPriceEvolutionParameters) | | 90% | | 50% | 1 | 2 | 3 | 6 | 0 | 1 |
permanentImpactVariance(ArithmeticPriceEvolutionParameters) | | 89% | | n/a | 0 | 1 | 3 | 4 | 0 | 1 |
Slice(double, double, double) | | 87% | | 50% | 4 | 5 | 1 | 9 | 0 | 1 |
leftHoldings() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
rightHoldings() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
timeInterval() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |