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03_11_2021.txt
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69 lines (64 loc) · 3.03 KB
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Features:
- Execution Parameters Arithmetic Price Dynamics Settings (1)
- Execution Parameters Asset Flow Settings (2)
- Execution Parameters Asset Transaction Settings (3)
- Execution Parameters READ ME (4)
- Execution Parameters Price Market Impact (5)
- Execution Parameters Price Market Impact Linear (6)
- Execution Parameters Price Market Impact Power (7)
- Execution Principal Almgren 2003 Estimator (8)
- Execution Principal Gross Profit Estimator (9)
- Execution Principal Gross Profit Expectation (10)
- Execution Principal Horizon Information Ratio Dependence (11)
- Execution Principal Optimal Measure Dependence (12)
- Execution Principal READ ME (13)
- Execution Profile Time Background Participation Rate (13)
- Execution Profile Time Background Participation Rate Linear (14)
- Execution Profile Time Uniform Participation Rate (15)
- Execution Profile Time Uniform Participation Rate Linear (16)
- Execution Profile Time READ ME (17)
- Execution Risk Mean Variance Objective Utility (18)
- Execution Risk Objective Utility (19)
- Execution Risk Power Variance Objective Utility (20)
- Execution Risk READ ME (21)
- Execution Sensitivity Control Nodes Greek (22)
- Execution Sensitivity Control Nodes Greek Generator (23)
- Execution Sensitivity Trajectory Control Nodes Greek (24)
- Execution Sensitivity READ ME (25)
- Execution Strategy Continuous Trading Trajectory (26)
- Execution Strategy Discrete Trading Trajectory (27)
- Execution Strategy Discrete Trading Trajectory Control (28)
- Execution Strategy Minimum Impact Trading Trajectory (29)
- Execution Strategy Minimum Variance Trading Trajectory (30)
- Execution Strategy Order Specification (31)
- Execution Strategy Trading Trajectory (32)
- Execution Strategy READ ME (33)
- Execution Trading Time Coordinated Market State (34)
- Execution Trading Time Coordinated Participation Rate Linear (35)
- Execution Trading Time Coordinated Variation (36)
- Execution Trading Time Volume Time Frame (37)
- Execution Trading Time READ ME (38)
- Exposure READ ME (39)
- Exposure CSA Dynamics Funding Basis Evolver (40)
- Exposure CSA Dynamics Numeraire Induced Measure Shift (41)
- Exposure CSA Dynamics READ ME (42)
- Exposure CSA Timeline Andersen Pykhtin Sokol Lag (43)
- Exposure CSA Timeline Event Date (44)
- Exposure CSA Timeline Event Date Builder (45)
- Exposure CSA Timeline Event Sequence (46)
- Exposure CSA Timeline Last Flow Dates (47)
- Exposure CSA Timeline READ ME (48)
- Exposure Evolver Dynamics Container (49)
- Exposure Evolver Entity Dynamics Container (50)
- Exposure Evolver Equity (51)
- Exposure Evolver Latent State Dynamics Container (52)
- Exposure Evolver Latent State Vertex Container (53)
- Exposure Evolver Primary Security (54)
- Exposure Evolver Primary Security Dynamics Container (55)
- Exposure Evolver Scaling Numeraire (56)
- Exposure Evolver Terminal Latent State (57)
- Exposure Evolver READ ME (58)
- Exposure Generator Fixed Stream MPoR (59)
- Exposure Generator Fix Float MPoR (60)
Bug Fixes/Re-organization:
Samples: