Uses of Record Class
com.quantfinlib.execution.VenueBenchmark.VenueStats
Packages that use VenueBenchmark.VenueStats
Package
Description
Order routing, execution algorithms and the venue models they learn
from.
-
Uses of VenueBenchmark.VenueStats in com.quantfinlib.execution
Methods in com.quantfinlib.execution that return types with arguments of type VenueBenchmark.VenueStatsModifier and TypeMethodDescriptionVenueBenchmark.rank()Per-venue statistics, best execution quality first (lowest effective spread net of markout).