Uses of Record Class
com.quantfinlib.execution.LiquiditySeekingAlgo.Config
Packages that use LiquiditySeekingAlgo.Config
Package
Description
Order routing, execution algorithms and the venue models they learn
from.
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Uses of LiquiditySeekingAlgo.Config in com.quantfinlib.execution
Methods in com.quantfinlib.execution that return LiquiditySeekingAlgo.ConfigModifier and TypeMethodDescriptionstatic LiquiditySeekingAlgo.ConfigLiquiditySeekingAlgo.Config.defaults()10% spread tolerance, vol regime < 0.5, impact < 5 bps, 25% clips, floor from 70%.Constructors in com.quantfinlib.execution with parameters of type LiquiditySeekingAlgo.ConfigModifierConstructorDescriptionLiquiditySeekingAlgo(long parentQty, LiquiditySeekingAlgo.Config config)