Package tech.nmfin.meanreversion.volarb
Interface MRModel
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- All Known Implementing Classes:
MRModelRanged
public interface MRModel
A Mean Reversion Model computes the target position given the current price.
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description double
position()
Gets the current target position computed by this model.void
update(LocalDateTime time, double px)
Updates the model with the current price.
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Method Detail
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update
void update(LocalDateTime time, double px)
Updates the model with the current price.- Parameters:
time
- the update timepx
- the current price
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position
double position()
Gets the current target position computed by this model.- Returns:
- the target position computed by the model
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