SignalTrace
Search
Search
Dark mode
Light mode
Explorer
Tag: optimal-execution
12 items with this tag.
May 22, 2026
Implementation Shortfall
transaction-costs
optimal-execution
equities
May 22, 2026
Square-Root Law of Market Impact
transaction-costs
equities
optimal-execution
backtest
May 22, 2026
Markov Decision Process Trading Model
model
markov
trading-research
markov-decision-process
reinforcement-learning
optimal-execution
backtest
out-of-sample
May 22, 2026
Citigroup
transaction-costs
optimal-execution
equities
May 22, 2026
Optimal Execution of Portfolio Transactions
academic-paper
optimal-execution
transaction-costs
markov-decision-process
May 22, 2026
Direct Estimation of Equity Market Impact
academic-paper
transaction-costs
optimal-execution
equities
May 22, 2026
High-frequency trading in a limit order book
academic-paper
market-making
markov-decision-process
optimal-execution
May 22, 2026
Revisiting Optimal Execution of Portfolio Transactions: A Dynamic Programming and Reinforcement Learning Approach
academic-paper
markov-decision-process
optimal-execution
reinforcement-learning
transaction-costs
May 22, 2026
Neil Chriss
optimal-execution
transaction-costs
May 22, 2026
Robert Almgren
optimal-execution
transaction-costs
markov-decision-process
equities
May 22, 2026
Optimal Execution
optimal-execution
transaction-costs
markov-decision-process
trading-strategy
equities
May 22, 2026
VWAP and TWAP Execution
optimal-execution
transaction-costs
trading-strategy
equities