Study Examines Zero-Shot Transfer of Trading Execution Policies Across Assets

A new arXiv paper explores whether execution algorithms can transfer across assets without per-asset calibration, drawing on microstructure invariance despite vast differences in queues, trade rates, and spreads.

Read the full story at arXiv cs.LG ↗

Timeline · 1 report

1. 2026-11-09 05:00 · arXiv cs.LG
   Does a Trading Policy Need to Know What It Trades? Microstructure Invariance and Zero-Shot Transfer of Execution Policies