Does a trading policy need to know what it trades? Microstructure invariance and zero-shot transfer of execution policies
Read the original at arxiv.org→arXiv:2611.08701v1 Announce Type: new Abstract: Execution algorithms are calibrated asset by asset, because the queues, trade rates and bid-ask spreads they face differ by orders of magnitude across assets. For...
Original headline: "Does a Trading Policy Need to Know What It Trades? Microstructure Invariance and Zero-Shot Transfer of Execution Policies"
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- Nov 9, 05:00 UTC arXiv cs.LG lead source Does a Trading Policy Need to Know What It Trades? Microstructure Invariance and Zero-Shot Transfer of Execution Policies