Uses of Record Class
com.quantfinlib.microstructure.VarianceRatio.Result

Packages that use VarianceRatio.Result

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 VarianceRatio.Result in com.quantfinlib.microstructure

Methods in com.quantfinlib.microstructure that return VarianceRatio.Result

Modifier and Type	Method	Description
static VarianceRatio.Result	VarianceRatio.test(double[] returns, int q)