almgren-chriss

Contents:

  • API
  • License
almgren-chriss
  • Index

Index

A | C | D | M | T | V

A

  • almgren_chriss.__init__
    • module

C

  • cost_expectation() (in module almgren_chriss)
  • cost_variance() (in module almgren_chriss)

D

  • decay_rate() (in module almgren_chriss)

M

  • module
    • almgren_chriss.__init__

T

  • trade_list() (in module almgren_chriss)
  • trade_trajectory() (in module almgren_chriss)

V

  • value_at_risk() (in module almgren_chriss)

© Copyright 2023, Bernardo Paulsen.

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