Optimal Trade Execution on PYPL (PayPal Holdings) stock episodes (test)
3Mean Implementation ShortfallSAC
Evaluation results
| Method | Links | ||||
|---|---|---|---|---|---|
| SACStock price trend=Downward, Stock price volatility=0.16%2026.06 | 3 | 19 | 2 | 4 | |
| TT-DAC-PSStock price trend=Downward, Stock price volatility=0.16%2026.06 | 3 | 18 | -1 | 7 | |
| PPOStock price trend=Downward, Stock price volatility=0.16%2026.06 | 16 | 39 | 14 | 17 | |
| A2CStock price trend=Downward, Stock price volatility=0.16%2026.06 | 16 | 39 | 14 | 17 | |
| VWAPStock price trend=Downward, Stock price volatility=0.16%2026.06 | 17 | 41 | 9 | 25 | |
| TWAPStock price trend=Downward, Stock price volatility=0.16%2026.06 | 17 | 41 | 10 | 25 |