Reinforcement Learning for Optimal Trade Execution
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Jan 18, 2020 - Python
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optimal-execution
Here are 5 public repositories matching this topic...
Logistic‑Normal Actor‑Critic für optimale Trade‑Ausführung in einem realistischen Limit‑Order‑Book‑Simulator (Noise/Tactical/Strategic); PyTorch‑Training inkl. TWAP/SL‑Baselines & Evaluation.
finance reinforcement-learning trading simulation pytorch trading-algorithms algorithmic-trading limit-order-book optimal-execution actor-critic market-microstructure marketmaking
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Sep 30, 2025 - Python
Literature survey of order execution strategies implemented in python
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Jul 24, 2020 - Python
We consider the execution of portfolio transactions with the aim of minimizing a combination of risk and transaction costs arising from permanent and temporary market impact.
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Jun 25, 2024 - Python
This is for the capstone project "Optimal Execution of a VWAP order".
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Nov 21, 2019 - Python
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