execution-strategy

Here are 3 public repositories matching this topic...

mjuchli / ctc-executioner

Master Thesis: Limit order placement with Reinforcement Learning

reinforcement-learning openai-gym q-learning dqn market-maker limit-order-book openai-gym-agents openai-gym-environment match-engine execution-strategy order-placement

Updated Aug 22, 2018
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awilliea / Risk-based_RL_for_Optimal_Trading_Execution

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reinforcement-learning trading-bot multi-objective limit-order-book ddqn gym-environment reward-shaping execution-strategy order-placement tf-agents optimal-trading-execution morl

Updated Sep 18, 2020
Python

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

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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.

reinforcement-learning quantitative-finance algorithmic-trading gym-environment ppo vwap execution-strategy trade-execution stable-baselines3

Updated Aug 25, 2025
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