{"action":"opened","issue":{"url":"https://api.github.com/repos/lakshmiDRIP/DROP/issues/151","repository_url":"https://api.github.com/repos/lakshmiDRIP/DROP","labels_url":"https://api.github.com/repos/lakshmiDRIP/DROP/issues/151/labels{/name}","comments_url":"https://api.github.com/repos/lakshmiDRIP/DROP/issues/151/comments","events_url":"https://api.github.com/repos/lakshmiDRIP/DROP/issues/151/events","html_url":"https://github.com/lakshmiDRIP/DROP/issues/151","id":314476959,"number":151,"title":"Execution Capture: Linear Impact Trajectory Estimator","user":{"login":"lakshmiDRIP","id":22510101,"avatar_url":"https://avatars1.githubusercontent.com/u/22510101?v=4","gravatar_id":"","url":"https://api.github.com/users/lakshmiDRIP","html_url":"https://github.com/lakshmiDRIP","followers_url":"https://api.github.com/users/lakshmiDRIP/followers","following_url":"https://api.github.com/users/lakshmiDRIP/following{/other_user}","gists_url":"https://api.github.com/users/lakshmiDRIP/gists{/gist_id}","starred_url":"https://api.github.com/users/lakshmiDRIP/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/lakshmiDRIP/subscriptions","organizations_url":"https://api.github.com/users/lakshmiDRIP/orgs","repos_url":"https://api.github.com/users/lakshmiDRIP/repos","events_url":"https://api.github.com/users/lakshmiDRIP/events{/privacy}","received_events_url":"https://api.github.com/users/lakshmiDRIP/received_events","type":"User","site_admin":false},"labels":[{"id":680831391,"url":"https://api.github.com/repos/lakshmiDRIP/DROP/labels/bug","name":"bug","color":"ee0701","default":true},{"id":680831393,"url":"https://api.github.com/repos/lakshmiDRIP/DROP/labels/enhancement","name":"enhancement","color":"84b6eb","default":true},{"id":680831394,"url":"https://api.github.com/repos/lakshmiDRIP/DROP/labels/help%20wanted","name":"help wanted","color":"128A0C","default":true},{"id":680831396,"url":"https://api.github.com/repos/lakshmiDRIP/DROP/labels/question","name":"question","color":"cc317c","default":true}],"state":"open","locked":false,"assignee":{"login":"lakshmiDRIP","id":22510101,"avatar_url":"https://avatars1.githubusercontent.com/u/22510101?v=4","gravatar_id":"","url":"https://api.github.com/users/lakshmiDRIP","html_url":"https://github.com/lakshmiDRIP","followers_url":"https://api.github.com/users/lakshmiDRIP/followers","following_url":"https://api.github.com/users/lakshmiDRIP/following{/other_user}","gists_url":"https://api.github.com/users/lakshmiDRIP/gists{/gist_id}","starred_url":"https://api.github.com/users/lakshmiDRIP/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/lakshmiDRIP/subscriptions","organizations_url":"https://api.github.com/users/lakshmiDRIP/orgs","repos_url":"https://api.github.com/users/lakshmiDRIP/repos","events_url":"https://api.github.com/users/lakshmiDRIP/events{/privacy}","received_events_url":"https://api.github.com/users/lakshmiDRIP/received_events","type":"User","site_admin":false},"assignees":[{"login":"lakshmiDRIP","id":22510101,"avatar_url":"https://avatars1.githubusercontent.com/u/22510101?v=4","gravatar_id":"","url":"https://api.github.com/users/lakshmiDRIP","html_url":"https://github.com/lakshmiDRIP","followers_url":"https://api.github.com/users/lakshmiDRIP/followers","following_url":"https://api.github.com/users/lakshmiDRIP/following{/other_user}","gists_url":"https://api.github.com/users/lakshmiDRIP/gists{/gist_id}","starred_url":"https://api.github.com/users/lakshmiDRIP/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/lakshmiDRIP/subscriptions","organizations_url":"https://api.github.com/users/lakshmiDRIP/orgs","repos_url":"https://api.github.com/users/lakshmiDRIP/repos","events_url":"https://api.github.com/users/lakshmiDRIP/events{/privacy}","received_events_url":"https://api.github.com/users/lakshmiDRIP/received_events","type":"User","site_admin":false}],"milestone":{"url":"https://api.github.com/repos/lakshmiDRIP/DROP/milestones/22","html_url":"https://github.com/lakshmiDRIP/DROP/milestone/22","labels_url":"https://api.github.com/repos/lakshmiDRIP/DROP/milestones/22/labels","id":3268589,"number":22,"title":"Execution Capture","description":"Execution Trajectory Transaction Cost Capture","creator":{"login":"lakshmiDRIP","id":22510101,"avatar_url":"https://avatars1.githubusercontent.com/u/22510101?v=4","gravatar_id":"","url":"https://api.github.com/users/lakshmiDRIP","html_url":"https://github.com/lakshmiDRIP","followers_url":"https://api.github.com/users/lakshmiDRIP/followers","following_url":"https://api.github.com/users/lakshmiDRIP/following{/other_user}","gists_url":"https://api.github.com/users/lakshmiDRIP/gists{/gist_id}","starred_url":"https://api.github.com/users/lakshmiDRIP/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/lakshmiDRIP/subscriptions","organizations_url":"https://api.github.com/users/lakshmiDRIP/orgs","repos_url":"https://api.github.com/users/lakshmiDRIP/repos","events_url":"https://api.github.com/users/lakshmiDRIP/events{/privacy}","received_events_url":"https://api.github.com/users/lakshmiDRIP/received_events","type":"User","site_admin":false},"open_issues":2,"closed_issues":0,"state":"open","created_at":"2018-04-16T01:51:48Z","updated_at":"2018-04-16T02:02:02Z","due_on":null,"closed_at":null},"comments":0,"created_at":"2018-04-16T02:02:02Z","updated_at":"2018-04-16T02:02:02Z","closed_at":null,"author_association":"OWNER","body":"_LinearImpactTrajectoryEstimator_ estimates the Price/Cost Distribution associated with the Trading Trajectory generated using the Linear Market Impact Evolution Parameters. The References are:\r\n\r\n * Almgren, R., and N. Chriss (1999): Value under Liquidation <i>Risk</i> <b>12 (12)</b>\r\n\r\n * Almgren, R., and N. Chriss (2000): Optimal Execution of Portfolio Transactions <i>Journal of Risk</i> <b>3 (2)</b> 5-39\r\n\r\n * Bertsimas, D., and A. W. Lo (1998): Optimal Control of Execution Costs <i>Journal of Financial Markets</i> <b>1</b> 1-50\r\n\r\n * Chan, L. K. C., and J. Lakonishak (1995): The Behavior of Stock Prices around Institutional Trades <i>Journal of Finance</i> <b>50</b> 1147-1174\r\n\r\n * Keim, D. B., and A. Madhavan (1997): Transaction Costs and Investment Style: An Inter-exchange Analysis of Institutional Equity Trades <i>Journal of Financial Economics</i> <b>46</b> 265-292\r\n"}}
{"actor":{"display_login":"lakshmiDRIP"}}