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04_27_2021.txt
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68 lines (63 loc) · 3.56 KB
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Features:
- Sample Almgren 2003 READ ME (1)
- Sample Almgren 2009 READ ME (2)
- Sample Almgren 2009 Static Continuous Optimal Trajectory (3)
- Sample Almgren 2009 Low Urgency Trajectory Comparison (4)
- Sample Almgren 2009 High Urgency Trajectory Comparison (5)
- Sample Almgren 2009 Euler Enhanced Scheme (6)
- Sample Almgren 2009 Coordinated Market State Trajectory (7)
- Sample Almgren 2009 Adaptive Optimal Static Trajectory (8)
- Sample Almgren 2009 Adaptive Optimal Rolling Horizon Trajectory (9)
- Sample Almgren 2009 Adaptive Optimal HJB Trajectory (10)
- Sample Almgren 2009 Adaptive Optimal Cost Trajectory (11)
- Sample Almgren 2012 READ ME (12)
- Sample Almgren 2012 Static Oprimal Trajectory Trade Rate (13)
- Sample Almgren 2012 Static Optimal Trajectory Holdings (14)
- Sample Almgren 2012 Rolling Horizon Optimal Trade Rate (15)
- Sample Almgren 2012 Rolling Horizon Optimal Holdings (16)
- Sample Almgren 2012 Adaptive Zero Initial Trade Rate (17)
- Sample Almgren 2012 Adaptive Zero Initial Holdings (18)
- Sample Almgren 2012 Adaptive Static Initial Trade Rate (19)
- Sample Almgren 2012 Adaptive Static Initial Holdings (20)
- Sample Almgren Chriss READ ME (21)
- Sample Almgren Chriss Trajectory Comparison No Drift (22)
- Sample Almgren Chriss Trajectory Comparison With Drift (23)
- Sample Almgren Chriss Optimal Trajectory With Drift (24)
- Sample Almgren Chriss Optimal Trajectory No Drift (25)
- Sample Almgren Chriss Optimal Serial Correlation Impact (26)
- Sample Almgren Chriss Efficient Frontier No Drift (27)
- Sample Almgren Chriss Efficient Frontier With Drift (28)
- Sample Andersen 2017 Ensemble Trade Flow Adjustment (29)
- Sample Andersen 2017 Ensemle Variation Margin Estimate (30)
- Sample Andersen 2017 READ ME (31)
- Sample Andersen 2017 Path Trade Flow Adjustment (32)
- Sample Andersen 2017 Fix Float Conservative Short (33)
- Sample Andersen 2017 Fix Float Conservative Long (34)
- Sample Andersen 2017 Fix Float Aggressive Long (35)
- Sample Andersen 2017 Fix Float Aggressive Short (36)
- Sample Andersen 2017 Fix Float Classical- Long (37)
- Sample Andersen 2017 Fix Float Classical- Short (38)
- Sample Andersen 2017 Fix Float Classical+ Long (39)
- Sample Andersen 2017 Fix Float Classical+ Short (40)
- Sample Anfuso 2017 AD Correlation Backtesting 7a (41)
- Sample Anfuso 2017 AD Correlation Backtesting 7b (42)
- Sample Anfuso 2017 AD Correlation Backtesting 7c (43)
- Sample Anfuso 2017 AD Correlation Discriminatory Power Analysis 9d (44)
- Sample Anfuso 2017 AD Correlation Discriminatory Power Analysis 9e (45)
- Sample Anfuso 2017 AD Correlation Discriminatory Power Analysis 9f (46)
- Sample Anfuso 2017 AD Discriminatory Power Aggregation 6b (47)
- Sample Anfuso 2017 AD Discriminatory Power Analysis 4a (48)
- Sample Anfuso 2017 AD Discriminatory Power Analysis 4b (49)
- Sample Anfuso 2017 AD Discriminatory Power Analysis 4c (50)
- Sample Anfuso 2017 CVM Correlation Backtesting 7a (51)
- Sample Anfuso 2017 CVM Correlation Backtesting 7b (52)
- Sample Anfuso 2017 CVM Correlation Backtesting 7c (53)
- Sample Anfuso 2017 CVM Correlation Discriminatory Power Analysis 9d (54)
- Sample Anfuso 2017 CVM Correlation Discriminatory Power Analysis 9e (55)
- Sample Anfuso 2017 CVM Correlation Discriminatory Power Analysis 9f (56)
- Sample Anfuso 2017 CVM Discriminatory Power Aggregation 6b (57)
- Sample Anfuso 2017 CVM Discriminatory Power Analysis 4a (58)
- Sample Anfuso 2017 CVM Discriminatory Power Analysis 4b (59)
- Sample Anfuso 2017 CVM Discriminatory Power Analysis 4c (60)
Bug Fixes/Re-organization:
Samples: