Developing an order execution environment that slices the big incoming orders into smaller orders for trade execution.
-
Updated
Sep 17, 2022 - Jupyter Notebook
#
trade-execution
Here are 9 public repositories matching this topic...
Portfolio execution strategy based on the Almgren-Chriss model, focusing on trade cost optimization in Python
python quantitative-finance optimal-execution almgren-chriss trading-strategy trade-execution transaction-cost-analysis portfolio-execution
-
Updated
May 1, 2025 - Jupyter Notebook
Parses MetaTrader 5 trade journal logs to extract and analyse order execution times across terminals, accounts, and symbols.
python trading forex log-parser metatrader5 mt5 spike-detection latency-analysis zero-dependencies trade-execution execution-analysis
-
Updated
May 23, 2026 - Python
A deterministic agent that evaluates trade execution discipline against a defined trading plan and market regime.
python portfolio algorithmic-trading order-management risk-management ai-agents process-control quant-trading position-management trade-execution trading-agent ai-agent llm financial-ai
-
Updated
Jan 30, 2026 - Python
Market-microstructure pipeline for predicting cryptocurrency trade execution cost from slippage, liquidity, volatility, spread, and order-book depth.
python machine-learning cryptocurrency xgboost lightgbm order-book market-microstructure onnx trade-execution slippage
-
Updated
Aug 1, 2026 - Python
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 - Jupyter Notebook
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
reinforcement-learning deep-learning pytorch portfolio-optimization quantitative-finance algorithmic-trading quantitative-trading risk-management paper-implementations market-microstructure bilingual ai-research financial-modeling trade-execution academic-papers volatility-surface
-
Updated
Jun 18, 2026 - Python
mt5 mql5 linked-order automation
automation linker order trade mql5 mt5 trade-execution forex-automation market-orders-script risk-management-tool algorithmic-trading-workflow trading-operations-efficiency execution-matching
-
Updated
Dec 6, 2025
Free MT4 and MT5 position sizer, lot-size calculator and manual trade execution utility for demo accounts.
metatrader mt4 forex-trading risk-management mt5 expert-advisor trade-execution trading-tools lot-size-calculator position-sizer
-
Updated
Aug 6, 2026
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."