Algorithmic Market Making in Spot Precious Metals

By Alexander Barzykin, Philippe Bergault, Olivier Guéant

Published 2024-04-23

Everscope rating

1675.7

Relevance to quantitative trading

9 / 10

Implementation complexity

8 / 10

Reproducibility

3 / 5

About this paper

Methodology: Stochastic Optimal Control. Problem types: Market Making, Risk Management, Portfolio Optimization.

arXiv:2404.15478 · Paper rankings

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