Optimal Order Routing with Reinforcement Learning
L ter Braak, M van der Schans - Available at SSRN 4611420, 2023 - papers.ssrn.com
Many asset managers use sell-side brokers to buy and sell shares of common stock.
Typically, orders are distributed between several brokers using so-called algo wheels. This …
Typically, orders are distributed between several brokers using so-called algo wheels. This …