SimulationMethod

Simulation method determines how trades are resampled in each iteration.

enum SimulationMethod {
  TRADE_SHUFFLE
  BOOTSTRAP
  PARAMETRIC
}

Values

SimulationMethod.TRADE_SHUFFLE

Randomly shuffle the order of existing trades

SimulationMethod.BOOTSTRAP

Sample trades with replacement (bootstrap resampling)

SimulationMethod.PARAMETRIC

Generate synthetic trades from fitted normal distribution

Member Of

SimulationConfigInput input