RL for execution algos should be trained with careful attention to:

Question

Accepted Answer

Realistic market impact/partial fill simulation, constrained action spaces, and offline evaluation before live capital. — RL execution needs realistic impact sims, constrained actions, offline eval — not live-from-day-one.

Answer

Ignoring market impact simulators.

Answer

Live trading from day one of training.

Answer

Reward hacks that maximize volume without cost.

RL for execution algos should be trained with careful attention to:

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