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BlockHouse-Trial-Work

This repository contains two jupyter notebooks. One contains five new features with appropriate visualization and another notebook attempts to provide code for a practical implementation of a PPO (Proximal Policy Optimization) agent for optimizing trading strategies. The latter is based on the paper 'An Adaptive Dual-level Reinforcement Learning Approach for Optimal Trade Execution (by Soohan Kim, Jimyeong Kim, Hong Kee Sul, Youngjoon Hong).'

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PPO agent implementation and some novel features

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