Uses of Record Class
com.quantfinlib.microstructure.AlmgrenChriss.Params

Packages that use AlmgrenChriss.Params

Package	Description
com.quantfinlib.execution	Execution strategy support: SmartOrderRouter (fee-adjusted multi-venue splitting, dark-first option), its zero-allocation hot-lane sibling HftSor, and the full-checklist AdaptiveSor (expected-cost routing over displayed + hidden liquidity, fees/rebates, latency, fill probability and a reliability veto, with contingent dark probes) learning from VenueScorecard (streaming per-venue fill rate, measured latency, realized dark fills), TwapScheduler / VwapScheduler (schedule design with anti-gaming jitter and exact largest-remainder allocation), PovTracker (streaming percentage-of-volume participation), ImplementationShortfallScheduler (Almgren-Chriss-optimal slicing), WmrFixingScheduler (benchmark-window TWAP replication), BenchmarkExecutor (the DYNAMIC benchmark algo: one stateful executor tracking VWAP / TWAP / Arrival / Implementation Shortfall / Closing / Opening / Participation, re-deciding each interval from live spread, depth, volatility, volume curve, alpha and liquidity — cross-asset), LiquiditySeekingAlgo (the opportunistic archetype: burst when the spread is under its time-of-day forecast in a calm regime, guaranteed by a completion floor over the final stretch), PortfolioExecutor (multi-symbol portfolio-level scheduling over per-symbol BenchmarkExecutor children: leg-balance band for two-sided transitions, per-interval notional budget allocated risk-weighted — overlays only ever damp a child's own due, so per-symbol benchmark integrity holds), IcebergOrder (display/reload state machine), DarkPoolSimulator (midpoint cross with minimum-execution-quantity), MidPegTracker (peg repricing with thresholds) and VenueBenchmark (fill rate, effective spread, markout per venue).
com.quantfinlib.microstructure	Market microstructure analytics: MarketImpactModel (square-root law + Almgren-Chriss temporary/permanent decomposition), AlmgrenChriss (closed-form optimal execution trajectories on the cost/risk frontier), QueueModel (fill probability from queue position and latency advantage), TransactionCostAnalyzer (implementation shortfall, slippage vs VWAP, effective spread per fill), TickSizeSchedule (banded price grids) and Auction (call uncross).

Uses of AlmgrenChriss.Params in com.quantfinlib.execution

Methods in com.quantfinlib.execution with parameters of type AlmgrenChriss.Params

Modifier and Type	Method	Description
static double	ImplementationShortfallScheduler.riskAversionForFrontLoad(AlmgrenChriss.Params base, double frontLoadFraction)	Convenience urgency calibration: the risk aversion whose first slice is roughly frontLoadFraction of the parent (e.g. 0.3 = "30% up front"), found by bisection on λ.
static List<Slice>	ImplementationShortfallScheduler.schedule(AlmgrenChriss.Params params, long durationMillis)	The optimal IS schedule for the given market parameters.

Uses of AlmgrenChriss.Params in com.quantfinlib.microstructure

Methods in com.quantfinlib.microstructure that return AlmgrenChriss.Params

Modifier and Type	Method	Description
AlmgrenChriss.Params	AlmgrenChriss.Params.withRiskAversion(double lambda)

Methods in com.quantfinlib.microstructure with parameters of type AlmgrenChriss.Params

Modifier and Type	Method	Description
static List<AlmgrenChriss.Trajectory>	AlmgrenChriss.efficientFrontier(AlmgrenChriss.Params base, double[] riskAversions)	Cost/risk frontier across risk aversions (for choosing the urgency).
static AlmgrenChriss.Trajectory	AlmgrenChriss.optimalTrajectory(AlmgrenChriss.Params p)
static AlmgrenChriss.Trajectory	AlmgrenChriss.twap(AlmgrenChriss.Params p)	The risk-neutral (λ = 0) linear schedule, for comparison.