LongTiltTerm.new RdToR1() {...} | | 0% | | 0% | 15 | 15 | 26 | 26 | 4 | 4 | 1 | 1 |
ShortTiltTerm.new RdToR1() {...} | | 0% | | 0% | 15 | 15 | 26 | 26 | 4 | 4 | 1 | 1 |
NetTiltTerm.new RdToR1() {...} | | 0% | | 0% | 15 | 15 | 25 | 25 | 4 | 4 | 1 | 1 |
RobustErrorTerm | | 0% | | 0% | 17 | 17 | 21 | 21 | 4 | 4 | 1 | 1 |
StandardDeviationTerm.new RdToR1() {...} | | 0% | | 0% | 10 | 10 | 15 | 15 | 3 | 3 | 1 | 1 |
VarianceTerm.new RdToR1() {...} | | 0% | | 0% | 10 | 10 | 16 | 16 | 3 | 3 | 1 | 1 |
RiskTerm | | 0% | | 0% | 12 | 12 | 16 | 16 | 3 | 3 | 1 | 1 |
LinearChargeSellTerm.new RdToR1() {...} | | 0% | | 0% | 8 | 8 | 15 | 15 | 3 | 3 | 1 | 1 |
FixedChargeBuyTerm.new RdToR1() {...} | | 0% | | 0% | 8 | 8 | 15 | 15 | 3 | 3 | 1 | 1 |
LinearChargeBuyTerm.new RdToR1() {...} | | 0% | | 0% | 8 | 8 | 15 | 15 | 3 | 3 | 1 | 1 |
LinearChargeTerm.new RdToR1() {...} | | 0% | | 0% | 8 | 8 | 15 | 15 | 3 | 3 | 1 | 1 |
FixedChargeSellTerm.new RdToR1() {...} | | 0% | | 0% | 8 | 8 | 15 | 15 | 3 | 3 | 1 | 1 |
ShortSellChargeTerm.new RdToR1() {...} | | 0% | | 0% | 8 | 8 | 15 | 15 | 3 | 3 | 1 | 1 |
ExpectedReturnsTerm.new RdToR1() {...} | | 0% | | 0% | 8 | 8 | 13 | 13 | 3 | 3 | 1 | 1 |
FixedChargeTerm.new RdToR1() {...} | | 0% | | 0% | 7 | 7 | 14 | 14 | 3 | 3 | 1 | 1 |
GoldmanSachsShortfallTerm.new RdToR1() {...} | | 0% | | 0% | 7 | 7 | 15 | 15 | 3 | 3 | 1 | 1 |
MarketImpactChargeTerm.new RdToR1() {...} | | 0% | | 0% | 7 | 7 | 14 | 14 | 3 | 3 | 1 | 1 |
TransactionChargeTerm.new RdToR1() {...} | | 0% | | 0% | 7 | 7 | 12 | 12 | 3 | 3 | 1 | 1 |
TiltTerm | | 0% | | 0% | 9 | 9 | 13 | 13 | 3 | 3 | 1 | 1 |
ReturnsTerm | | 0% | | 0% | 9 | 9 | 12 | 12 | 3 | 3 | 1 | 1 |
TransactionChargeTerm | | 0% | | 0% | 7 | 7 | 11 | 11 | 3 | 3 | 1 | 1 |
TaxTerm | | 0% | | 0% | 3 | 3 | 6 | 6 | 2 | 2 | 1 | 1 |
TaxLiabilityTerm.new RdToR1() {...} | | 0% | | n/a | 3 | 3 | 4 | 4 | 3 | 3 | 1 | 1 |
NetTaxGainsTerm.new RdToR1() {...} | | 0% | | n/a | 3 | 3 | 4 | 4 | 3 | 3 | 1 | 1 |
CustomNetTaxGainsTerm.new RdToR1() {...} | | 0% | | n/a | 3 | 3 | 4 | 4 | 3 | 3 | 1 | 1 |
ShortTiltTerm | | 0% | | n/a | 2 | 2 | 3 | 3 | 2 | 2 | 1 | 1 |
NetTiltTerm | | 0% | | n/a | 2 | 2 | 3 | 3 | 2 | 2 | 1 | 1 |
VarianceTerm | | 0% | | n/a | 2 | 2 | 3 | 3 | 2 | 2 | 1 | 1 |
LongTiltTerm | | 0% | | n/a | 2 | 2 | 3 | 3 | 2 | 2 | 1 | 1 |
StandardDeviationTerm | | 0% | | n/a | 2 | 2 | 3 | 3 | 2 | 2 | 1 | 1 |
ExpectedReturnsTerm | | 0% | | n/a | 2 | 2 | 3 | 3 | 2 | 2 | 1 | 1 |
GoldmanSachsShortfallTerm | | 0% | | n/a | 2 | 2 | 3 | 3 | 2 | 2 | 1 | 1 |
TaxLiabilityTerm | | 0% | | n/a | 2 | 2 | 3 | 3 | 2 | 2 | 1 | 1 |
FixedChargeTerm | | 0% | | n/a | 2 | 2 | 3 | 3 | 2 | 2 | 1 | 1 |
CustomNetTaxGainsTerm | | 0% | | n/a | 2 | 2 | 3 | 3 | 2 | 2 | 1 | 1 |
FixedChargeBuyTerm | | 0% | | n/a | 2 | 2 | 3 | 3 | 2 | 2 | 1 | 1 |
MarketImpactChargeTerm | | 0% | | n/a | 2 | 2 | 3 | 3 | 2 | 2 | 1 | 1 |
ShortSellChargeTerm | | 0% | | n/a | 2 | 2 | 3 | 3 | 2 | 2 | 1 | 1 |
LinearChargeSellTerm | | 0% | | n/a | 2 | 2 | 3 | 3 | 2 | 2 | 1 | 1 |
NetTaxGainsTerm | | 0% | | n/a | 2 | 2 | 3 | 3 | 2 | 2 | 1 | 1 |
FixedChargeSellTerm | | 0% | | n/a | 2 | 2 | 3 | 3 | 2 | 2 | 1 | 1 |
LinearChargeBuyTerm | | 0% | | n/a | 2 | 2 | 3 | 3 | 2 | 2 | 1 | 1 |
LinearChargeTerm | | 0% | | n/a | 2 | 2 | 3 | 3 | 2 | 2 | 1 | 1 |
CustomTransactionChargeTerm | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 | 1 | 1 |