ml4t-rl-execution skillA
ml4t-rl-execution is agent-read markdown (skill) from ml4t/skills: Reinforcement learning for trade execution and hedging. Use when optimizing execution algorithms or dynamic hedging policies..
Indexed from public GitHub and served as immutable, content-addressed versions. Install it pinned to an exact SHA-256 with the mdr CLI, and every file is verified against the hash recorded here before it reaches your agent. The deterministic audit below grades the latest version, and the same file always earns the same grade.
What the file says
# RL for Trade Execution
Fixed execution schedules (TWAP, VWAP) ignore real-time market conditions. An RL agent adapts its execution rate based on order book state, reducing implementation shortfall.
## The Problem
Executing a large order at a fixed rate creates predictable market impact. A 100K-share TWAP sell ignores favorable liquidity bursts and pushes through thin books. The result: 20-50 bps of avoidable shortfall on institutional orders, compounding across thousands of trades per year.
## The Pattern
Model execution as a finite-horizon MDP. State: remaining shares, time left, volume, spread. Action: execution rate. Reward: negative implementation shortfall.
### WRONG
```python
# Static TWAP - ignores market conditions entirely
def twap_execute(total_shares: int, n_slices: int) -> list[int]:
base = total_shares // n_slices
remainder = total_shares % n_slices
return [base + (1 if i < remainder else 0) for i in range(n_slices)]
schedule = twap_execute(100_000, 20) # Same size every slice, blind to liquidity
```
### CORRECT
```python
import gymnasium as gym
import numpy as np
from gymnasium import spaces
class ExecutionEnv(gym.Env):
…Read the whole file at its exact version.
How to install
mdr add ml4t/skills/ml4t-rl-execution@git:20260901.c415df0mdr add ml4t/skills/ml4t-rl-execution@sha256:c3920babfac6f2edPin to a label to follow the author's releases, or to a sha256 to freeze the exact bytes forever. Either way the resolved hash is written to mdr.lock, and mdr install reproduces it on any machine.
[](https://markdownregistry.com/a/art_mspmjfli56vfwxox)
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Versions
| version | committed | commit | size | audit | |
|---|---|---|---|---|---|
| git:20260901.c415df0 latest | 2026-09-01 | c415df0 | 4,706 B | A | view · diff |
| git:20260528.303089e | 2026-05-28 | 303089e | 4,718 B | A | view |
Audit of the latest version
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- pass: Frontmatter declares a name
- pass: Frontmatter declares a description
- pass: Size between 200 bytes and 200 KB (4706 bytes)
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- pass: No instruction to send local credentials anywhere
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- pass: No prompt-injection phrasing
- pass: No curl or wget piped into a shell
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Source
ml4t/skills · 19 stars · license Apache-2.0 · pushed 2026-09-24 · branch main
API
GET https://markdownregistry.com/api/v1/artifacts/art_mspmjfli56vfwxox GET https://markdownregistry.com/api/v1/resolve?ref=ml4t/skills/ml4t-rl-execution GET https://markdownregistry.com/api/v1/blob/c3920babfac6f2ed718615f8a6505e7e41c450dbcc1324633d3cbe99e5e5b9ab
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