trade-execution
Here are 4 public repositories matching this topic...
Developing an order execution environment that slices the big incoming orders into smaller orders for trade execution.
-
Updated
Sep 17, 2022 - Jupyter Notebook
Portfolio execution strategy based on the Almgren-Chriss model, focusing on trade cost optimization in Python
-
Updated
May 1, 2025 - Jupyter Notebook
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.
-
Updated
Aug 25, 2025 - Jupyter Notebook
Improve this page
Add a description, image, and links to the trade-execution topic page so that developers can more easily learn about it.
Add this topic to your repo
To associate your repository with the trade-execution topic, visit your repo's landing page and select "manage topics."