Optimal Trade Execution on CMCSA (Comcast Corporation) stock (test)
3Mean Implementation ShortfallSAC
Evaluation results
| Method | Links | ||||
|---|---|---|---|---|---|
| SACStock price trend=Downward, Stock price volatility=0.11%2026.06 | 3 | 14 | 2 | 4 | |
| TT-DAC-PSStock price trend=Downward, Stock price volatility=0.11%2026.06 | 6 | 13 | 4 | 9 | |
| ACStock price trend=Downward, Stock price volatility=0.11%2026.06 | 8 | 18 | 4 | 12 | |
| PPOStock price trend=Downward, Stock price volatility=0.11%2026.06 | 12 | 31 | 11 | 14 | |
| A2CStock price trend=Downward, Stock price volatility=0.11%2026.06 | 12 | 31 | 11 | 14 | |
| VWAPStock price trend=Downward, Stock price volatility=0.11%2026.06 | 14 | 27 | 8 | 19 | |
| TWAPStock price trend=Downward, Stock price volatility=0.11%2026.06 | 14 | 27 | 9 | 19 |