MATLAB and R scripts for portfolio optimization, yield-curve bootstrapping, and optimal trade execution
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Updated
Aug 29, 2026 - MATLAB
MATLAB and R scripts for portfolio optimization, yield-curve bootstrapping, and optimal trade execution
Open-source execution relay for trading alerts. TradingView webhooks or AI agents in, broker orders out. Safety rails on by default, a full flight recorder, and your keys never leave your server. Built by LuxAlgo.
Developing an order execution environment that slices the big incoming orders into smaller orders for trade execution.
Portfolio execution strategy based on the Almgren-Chriss model, focusing on trade cost optimization in Python
A deterministic agent that evaluates trade execution discipline against a defined trading plan and market regime.
Market-microstructure pipeline for predicting cryptocurrency trade execution cost from slippage, liquidity, volatility, spread, and order-book depth.
A G1-G53 research archive on inventory-aware maker quoting, limit-order-book microstructure, execution-state reconciliation, and after-cost evaluation; no proven edge.
Parses MetaTrader 5 trade journal logs to extract and analyse order execution times across terminals, accounts, and symbols.
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.
Quantitative Finance Paper Adaptations | 量化金融领域论文创作 — 9 full conference papers adapting AI/ML conference methods (CVPR/ICML/ICLR) to quantitative finance, with complete runnable Python implementations | 将9篇AI顶会论文的核心方法迁移至量化金融领域,含完整可运行Python实现
Uncertainty-Aware AI: Conformal Prediction versus Reinforcement Learning for Optimal Trade Execution.
Free MT4 and MT5 position sizer, lot-size calculator and manual trade execution utility for demo accounts.
mt5 mql5 linked-order automation
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