Class FreeMoneyForAll

java.lang.Object
com.polytechnik.freemoney.FreeMoneyForAll

public class FreeMoneyForAll extends Object
Directional indicator in the state: between a spike in I=dV/dt and "now".
See Also:
  • Field Details

    • pv_average

      public final double pv_average
      Regular moving average.
    • stdev_pv_average

      public final double stdev_pv_average
      Standard deviation of pv_average.
    • pv_IH

      public final double pv_IH
      Price in the state of global max I .
    • pt_IH

      public final double pt_IH
      Price in the state of global max I .
    • T_IH

      public final double T_IH
      Time to "now" (in tau units) in the state of global max I .
    • Tv_IH

      public final double Tv_IH
      Time to "now" (in tau units) in the state of global max I .
    • FORCE_SELFTEST_BY_DEFALT

      private static final boolean FORCE_SELFTEST_BY_DEFALT
      See Also:
    • pFV

      public final PFuture pFV
    • pFA

      public final PFuture pFA
  • Constructor Details

    • FreeMoneyForAll

      public FreeMoneyForAll(int n, CommonlyUsedMoments sst, boolean flagUseSecondarySamplingFordIHdt)
    • FreeMoneyForAll

      public FreeMoneyForAll(int n, CommonlyUsedMoments sst, boolean flagUseSecondarySamplingFordIHdt, double eps)
      Constructor.
      Parameters:
      n - Basis dimension.
      sst - Internal state with moments.
      flagUseSecondarySamplingFordIHdt - Whether to use secondary sampling.
      eps - If positive -- run internal selftests with this eps, typical value is about 1e-5. May fail and throw RuntimeException if internal results do not match within this eps.