CoordinatedVariation(R1ToR1, CoordinatedVariation) | | 0% | | n/a | 1 | 1 | 7 | 7 | 1 | 1 |
DeterministicCoordinatedVariation(double, CoordinatedVariation) | | 0% | | n/a | 1 | 1 | 4 | 4 | 1 | 1 |
ReferenceCoordinatedVariation(CoordinatedVariation) | | 79% | | 50% | 1 | 2 | 3 | 8 | 0 | 1 |
TradingEnhancedVolatility(double, BackgroundParticipationRateLinear, BackgroundParticipationRateLinear) | | 82% | | n/a | 0 | 1 | 3 | 6 | 0 | 1 |
LinearExpectation(ArithmeticPriceDynamicsSettings, BackgroundParticipationRateLinear, BackgroundParticipationRateLinear) | | 58% | | n/a | 0 | 1 | 3 | 4 | 0 | 1 |
Almgren2003(ArithmeticPriceDynamicsSettings, BackgroundParticipationRateLinear, BackgroundParticipationRate) | | 58% | | n/a | 0 | 1 | 3 | 4 | 0 | 1 |
ArithmeticPriceEvolutionParametersBuilder() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |