Interface MRModel

  • All Known Implementing Classes:
    MRModelRanged

    public interface MRModel
    A Mean Reversion Model computes the target position given the current price.
    • Method Detail

      • update

        void update​(LocalDateTime time,
                    double px)
        Updates the model with the current price.
        Parameters:
        time - the update time
        px - the current price
      • position

        double position()
        Gets the current target position computed by this model.
        Returns:
        the target position computed by the model