org.drip.execution.principal

ElementMissed InstructionsCov.Missed BranchesCov.MissedCxtyMissedLinesMissedMethodsMissedClasses
Total106 of 63883%20 of 3441%21412911742415
GrossProfitExpectation490%60%7712124411
Almgren2003Estimator2534493%4450%497530501
GrossProfitEstimator229881%3350%398260601
OptimalMeasureDependence56392%5550%5111180601
HorizonInformationRatioDependence52784%2250%25180301