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ViperQ uses auction market theory for order flow recognition in RL trading
A new arXiv preprint introduces ViperQ, a reinforcement learning trading approach that recognizes order flow patterns through auction market theory. The authors note that most academic RL trading systems rely on price aggregates like OHLCV bars or limit order book depth, ignoring microstructure pattern frameworks used by practitioners. The work aims to close that gap by encoding auction-theory concepts into the model's state representation.