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12_21_2017.txt
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63 lines (59 loc) · 3.07 KB
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Features:
Bug Fixes/Clean-up:
Samples:
- Almgren (2003) Constant Liquidity Volatility (1)
- Almgren (2003) Constant Trading Enhanced Volatility (2)
- Almgren (2003) Linear Liquidity Volatility (3)
- Almgren (2003) Power Law Optimal Trajectory (4)
- Almgren (2003) Continuous Trajectory Concave Impact (5)
- Almgren (2003) Continuous Trajectory Convex Impact (6)
- Almgren (2003) Continuous Trajectory Linear Impact (7)
- Almgren (2009) Adaptive Optimal Cost Trajectory (8)
- Almgren (2009) Adaptive Optimal HJB Trajectory (9)
- Almgren (2009) Adaptive Optimal Rolling Horizon Trajectory (10)
- Almgren (2009) Adaptive Optimal Static Trajectory (11)
- Almgren (2009) Coordinated Market State Trajectory (12)
- Almgren (2009) Enhanced Euler Scheme (13)
- Almgren (2009) High Urgency Trajectory Comparison (14)
- Almgren (2009) Low Urgency Trajectory Comparison (15)
- Almgren (2009) Static Continuous Optimal Trajectory (16)
- Almgren (2012) Adaptive Static Initial Holdings (17)
- Almgren (2012) Adaptive Static Initial Trade Rate (18)
- Almgren (2012) Adaptive Zero Initial Holdings (19)
- Almgren (2012) Adaptive Zero Initial Trade Rate (20)
- Almgren (2012) Rolling Horizon Optimal Holdings (21)
- Almgren (2012) Rolling Horizon Optimal Trade Rate (22)
- Almgren (2012) Static Optimal Trajectory Holdings (23)
- Almgren (2012) Static Optimal Trajectory Trade Rate (24)
- Almgren Chriss Efficient Frontier No Drift (25)
- Almgren Chriss Efficient Frontier With Drift (26)
- Almgren Chriss Optimal Serial Correlation Impact (27)
- Almgren Chriss Optimal Trajectory No Drift (28)
- Almgren Chriss Optimal Trajectory With Drift (29)
- Almgren Chriss Trajectory Comparison No Drift (30)
- Almgren Chriss Trajectory Comparison With Drift (31)
- Asset Allocation Budget Constrained Variance Minimizer (32)
- Asset Allocation Dual Constrained Variate Convergence (33)
- Asset Allocation Returns Constrained Variance Minimizer (34)
- Asset Allocation Risk Tolerant Variance Minimizer (35)
- Asset Allocation Vanilla Variance Minimizer (36)
- Asset Allocation Excel CMV Monthly Reconciler #1 (37)
- Asset Allocation Excel CMV Monthly Reconciler #2 (38)
- Asset Allocation Excel CMV Monthly Reconciler #3 (39)
- Asset Allocation Excel CMV Monthly Reconciler #4 (40)
- Asset Allocation Excel CMV Monthly Reconciler #5 (41)
- Asset Allocation Excel CMV Monthly Reconciler #6 (42)
- Asset Allocation Excel CMV Monthly Reconciler #7 (43)
- Asset Allocation Excel CMV Monthly Reconciler #8 (44)
- Asset Allocation Excel CMV Monthly Reconciler #9 (45)
- Asset Allocation Excel CMV Monthly Reconciler #10 (46)
- Asset Allocation Excel CMV Reconciler #1 (47)
- Asset Allocation Excel CMV Reconciler #2 (48)
- Asset Allocation Excel CMV Reconciler #3 (49)
- Asset Allocation Excel CMV Reconciler #4 (50)
- Asset Allocation Excel CMV Reconciler #5 (51)
- Asset Allocation Excel CMV Reconciler #6 (52)
- Asset Allocation Excel CMV Reconciler #7 (53)
- Asset Allocation Excel CMV Reconciler #8 (54)
- Asset Backed Constant Prepayment Bond (55)
- Asset Backed Prepayable Constant Prepayment Bond (56)