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An intelligent Reinforcement Learning based trade execution engine trained on real SPY 1-minute data to minimize market impact and cost. Uses PPO in a custom Gym environment to dynamically decide execution quantities and outperforms traditional TWAP/VWAP strategies.

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pratikdkale/Reinforcement-Learning-for-Optimal-Trade-Execution

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Optimal Trade Execution via Reinforcement Learning

This project implements an intelligent trading agent using Reinforcement Learning (PPO) to minimize execution cost during large institutional orders. Instead of static strategies like TWAP/VWAP, our RL agent dynamically adjusts the quantity to trade at each timestep based on live market data.

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Developed as part of a quantitative finance research initiative focused on execution optimization using AI/ML techniques.

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An intelligent Reinforcement Learning based trade execution engine trained on real SPY 1-minute data to minimize market impact and cost. Uses PPO in a custom Gym environment to dynamically decide execution quantities and outperforms traditional TWAP/VWAP strategies.

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