Uses of Record Class
com.quantfinlib.microstructure.SignalEngine.Config

Packages that use SignalEngine.Config

Package

Description

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 SignalEngine.Config in com.quantfinlib.microstructure

Methods in com.quantfinlib.microstructure that return SignalEngine.Config

Modifier and Type	Method	Description
static SignalEngine.Config	SignalEngine.Config.defaults()

Constructors in com.quantfinlib.microstructure with parameters of type SignalEngine.Config

Modifier	Constructor	Description
	SignalEngine(int symbolCount, SignalEngine.Config config)