Optimal Trade Execution on BKR (Baker Hughes) stock episodes (test)
0Mean Implementation ShortfallTT-DAC-PS
Evaluation results
| Method | Links | ||||
|---|---|---|---|---|---|
| TT-DAC-PSStock price trend=Downward, Stock price volatility=0.08%2026.06 | 0 | 26 | -0.05 | 5 | |
| SACStock price trend=Downward, Stock price volatility=0.08%2026.06 | 3 | 12 | 0.03 | 4 | |
| ACStock price trend=Downward, Stock price volatility=0.08%2026.06 | 14 | 33 | 0.07 | 20 | |
| PPOStock price trend=Downward, Stock price volatility=0.08%2026.06 | 22 | 37 | 0.2 | 24 | |
| VWAPStock price trend=Downward, Stock price volatility=0.08%2026.06 | 22 | 37 | 0.14 | 29 | |
| TWAPStock price trend=Downward, Stock price volatility=0.08%2026.06 | 22 | 37 | 0.15 | 29 | |
| A2CStock price trend=Downward, Stock price volatility=0.08%2026.06 | 23 | 37 | 0.21 | 24 |