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11_13_2018.txt
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66 lines (61 loc) · 3.05 KB
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Features:
- Execution Impact Participation Rate Linear (1)
- Execution Impact Participation Rate Power (2)
- Execution Impact Transaction Function (3)
- Execution Impact Transaction Function Linear (4)
- Execution Impact Transaction Function Power (5)
- Execution Impact Read Me (6)
- Execution Latent Market State (7)
- Execution Latent Market State Correlated (8)
- Execution Latent Market State Systemic (9)
- Execution Latent Ornstein Uhlenbeck Sequence (10)
- Execution Latent Read Me (11)
- Execution Non Adaptive Continuous Almgren Chriss (12)
- Execution Non Adaptive Continuous Constant Trading Enhanced (13)
- Execution Non Adaptive Continuous Coordinated Variation Deterministic (14)
- Execution Non Adaptive Continuous Coordinated Variation Stochastic (15)
- Execution Non Adaptive Continuous High Urgency Asymptote (16)
- Execution Non Adaptive Continuous Low Urgency Asymptote (17)
- Execution Non Adaptive Continuous Power Impact (18)
- Execution Non Adaptive Discrete Almgren Chriss (19)
- Execution Non Adaptive Discrete Almgren Chriss Drift (20)
- Execution Non Adaptive Static Optimal Scheme (21)
- Execution Non Adaptive Static Optimal Scheme Continuous (22)
- Execution Non Adaptive Static Optimal Scheme Discrete (23)
- Execution Non Adaptive Read Me (24)
- Execution Optimum Almgren Chriss Discrete (25)
- Execution Optimum Almgren Chriss Drift Discrete (26)
- Execution Optimum Efficient Trading Trajectory (27)
- Execution Optimum Efficient Trading Trajectory Continuous (28)
- Execution Optimum Efficient Trading Trajectory Discrete (29)
- Execution Optimum Power Impact Continuous (30)
- Execution Optimum Trading Enhanced Discrete (31)
- Execution Optimum Read Me (32)
- Execution Parameters Arithmetic Price Dynamics Settings (33)
- Execution Parameters Asset Flow Settings (34)
- Execution Parameters Asset Transaction Settings (35)
- Execution Parameters Price Market Impact (36)
- Execution Parameters Price Market Impact Linear (37)
- Execution Parameters Price Market Impact Power (38)
- Execution Parameters Read Me (39)
- Execution Principal Almgren 2003 Estimator (40)
- Execution Principal Gross Profit Estimator (41)
- Execution Principal Gross Profit Expectation (42)
- Execution Principal Horizon Infomation Ratio Dependence (43)
- Execution Principal Optimal Measure Dependence (44)
- Execution Principal Read Me (45)
- Execution Profile Time Background Participation Rate (46)
- Execution Profile Time Background Participation Rate Linear (47)
- Execution Profile Time Uniform Participation Rate (48)
- Execution Profile Time Uniform Participation Rate Linear (49)
- Execution Profile Time Read Me (50)
- Execution Risk Objective Utility (51)
- Execution Risk Objective Utility Mean Variance (52)
- Execution Risk Objective Utility Power Variance (53)
- Execution Risk Read Me (54)
- Execution Sensitivity Control Nodes Greek (55)
- Execution Sensitivity Control Nodes Greek Generator (56)
- Execution Sensitivity Trajectory Control Nodes Greek (57)
- Execution Sensitivity Read Me (58)
Bug Fixes/Clean-up:
Samples: