DROP Sample ATHL Package

DROP Sample ATHL illustrates the Almgren-Thum-Hauptmann-Li Estimator.

Class Components

Sample	Source	Output
Equity Market Impact DRI	Java	DROP
Equity Market Impact IBM	Java	DROP
Optimal Trajectory DRI	Java	DROP
Optimal Trajectory IBM	Java	DROP
Optimal Trajectory Trade Analysis	Java	DROP
Optimal Trajectory Volatility Analysis	Java	DROP

Hierarchy

• Module = Portfolio Core Module
• Library = Transaction Cost Analytics Library
• Project = Sample
• Package = Almgren, Thum, Hauptmann, and Li (2005) Calibration

DROP Specifications

• Main => https://lakshmidrip.github.io/DROP/
• Wiki => https://github.com/lakshmiDRIP/DROP/wiki
• GitHub => https://github.com/lakshmiDRIP/DROP
• Repo Layout Taxonomy => https://github.com/lakshmiDRIP/DROP/blob/master/Taxonomy.md
• Javadoc => https://lakshmidrip.github.io/DROP/Javadoc/index.html
• Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal
• Release Versions => https://lakshmidrip.github.io/DROP/version.html
• Community Credits => https://lakshmidrip.github.io/DROP/credits.html
• Issues Catalog => https://github.com/lakshmiDRIP/DROP/issues
• JUnit => https://lakshmidrip.github.io/DROP/junit/index.html
• Jacoco => https://lakshmidrip.github.io/DROP/jacoco/index.html