Reinforcement Learning for Corporate Bond Trading: A Sell Side Perspective

By Samuel Atkins, Ali Fathi, Sammy Assefa

Rating

1307
Battle Count: 102

Relevance

9/10
Directly applicable to market making in corporate bond trading

Implementation Complexity

7/10
Requires understanding of RL algorithms and corporate bond trading dynamics

Reproducibility

3/5
Code not provided but methodology is well-described

About this paper

Methodology: Reinforcement Learning. Problem types: Reinforcement Learning, Market Making.

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