Interface  Description 

Elliott2005Strategy.Customization 
Class  Description 

Elliott2005Strategy 
This prototype is implemented according to the original paper, well, more or
less.

LeadLagByLongTermMeanConstantCoefficients 
This strategy assumes that a leading product provides signal to a lagged product thru their
cointegration relationship.

MeanReversionAroundLongTermMeanConstantCoefficients 
This strategy trades mean reversion around the mean defined as the estimated long term mean of
the spread.

MeanReversionAroundPosterioriStateEstimateCointegratedCoefficients 
This strategy trades mean reversion around the mean defined as the estimated "true" hidden
spread.

MeanReversionAroundPosterioriStateEstimateConstantCoefficients 
This strategy trades mean reversion around the mean defined as the estimated "true" hidden
spread.

MeanReversionBasedOnSpreadQuantile 
This strategy trades mean reversion around the mean defined as the estimated long term mean of
the spread.

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