Optimal Trade Characterizations in Multi-Asset Crypto-Financial Markets

By C. Escudero, F. Lara, M. Sama

Published 2024-05-14

Everscope rating

1533.1

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: Mathematical optimization. Problem types: Optimization, Market Making.

arXiv:2405.06854 · Paper rankings

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