[BOOK][B] The science of algorithmic trading and portfolio management

R Kissell - 2013 - books.google.com
The Science of Algorithmic Trading and Portfolio Management, with its emphasis on
algorithmic trading processes and current trading models, sits apart from others of its kind …

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 …