c1a888faf3d19a33b295b61e09591d3b357fde0d
MCTS planner with dynamic book: Episode 3: slippage=1.125 bps (first aggressive fills) Episode 20: slippage=0.177 bps (84% reduction) Episode 30: slippage=0.008 bps (99% reduction!) The planner learns to: 1. Place passive orders at better offsets 2. Wait for book to move before crossing 3. Use urgency-driven maker/taker decision 4. Reduce slippage through queue position optimization PnL stays positive throughout (+1687 to +5048 bps). Fill value improving from -0.319 to -0.000 (less negative = better).
Description
Sentiment analysis engine with ONNX FinBERT + LoRA adapters
Languages
Python
99.9%
Dockerfile
0.1%