Execution Algorithms 102

Recent Changes

• Changes to preserve the stats in the event of 'process restart'
• Dividing the order in qleap-api itself
• qleap-api tests
• Single API server instance for multiple brokers

Planned Changes

• We know it's really difficult to generate results for execution algorithms.
• A function call to look up the execution cost for an order.

Planned Changes

• Fix the incorrect results.

Planned Changes

• Generate weekly models for 10 securities
• Use model based execution algorithms

Future tasks/projects

• Use common data/indicators in multiple models. This should help reduce the overhead due to indicator computation.
• Try out reinforcement learning approach.
• Add a processed text component.