How It Works
Structure
The finance notebook and modules model trade execution using the Almgren-Chriss framework. The code defines a market environment, plotting helpers, and actor/critic networks for optimal execution experiments.
Almgren-Chriss execution environment
Finance as a DRL application branch
A rare self-contained domain application in the repo, and one of the most promising early interactive demos.
Best domain-specific live demo candidate
Mostly self-contained Python
Why Reuse
Role in the new DRL arm
Unlike the Unity branches, this section is domain-specific and mostly self-contained, which makes it ideal for a real web-native DRL application page.
Key Assets
What is already here
Finance Notebook
notebookMain walkthrough for optimal execution with RL framing.
source-material/finance/DRL.ipynb
Market Environment
python moduleCustom environment implementing the Almgren-Chriss trade execution model.
source-material/finance/syntheticChrissAlmgren.py
Finance Helpers
python modulePlotting, tables, and frontier/utility helpers.
source-material/finance/utils.py
Finance Networks
python moduleActor and critic definitions for the finance experiments.
source-material/finance/model.py