Optimal Trade Execution on AMD (Advanced Micro Devices) stock episodes (test)
-0.02Mean Implementation ShortfallTT-DAC-PS
Evaluation results
| Method | Links | ||||
|---|---|---|---|---|---|
| TT-DAC-PSStock price trend=Downward, Stock price volatility=0.37%2026.06 | -0.02 | 0.26 | -0.07 | 0.03 | |
| ACStock price trend=Downward, Stock price volatility=0.37%2026.06 | 0.01 | 0.29 | -0.05 | 0.06 | |
| SACStock price trend=Downward, Stock price volatility=0.37%2026.06 | 0.02 | 0.35 | 0 | 0.03 | |
| PPOStock price trend=Downward, Stock price volatility=0.37%2026.06 | 0.14 | 0.62 | 0.11 | 0.17 | |
| A2CStock price trend=Downward, Stock price volatility=0.37%2026.06 | 0.14 | 0.61 | 0.11 | 0.16 | |
| VWAPStock price trend=Downward, Stock price volatility=0.37%2026.06 | 0.18 | 0.53 | 0.08 | 0.28 | |
| TWAPStock price trend=Downward, Stock price volatility=0.37%2026.06 | 0.18 | 0.53 | 0.08 | 0.29 |