Model-Free Passive Execution via Order-Level Shadowing

By Vincent Maciejewski

Published 2026-09-16

Everscope rating

1932.8

Relevance to quantitative trading

9 / 10

Implementation complexity

2 / 10

Reproducibility

5 / 5

About this paper

Methodology: Shadow-PPOV (Order-Level Shadowing). Problem types: Algorithmic Execution, Market Making, Optimization.

arXiv:2609.18019 · Code · Paper rankings

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