Unwinding Toxic Flow with Partial Information

By Alexander Barzykin, Robert Boyce, Eyal Neuman

Published 2024-07-08

Everscope rating

1814.8

Relevance to quantitative trading

9 / 10

Implementation complexity

8 / 10

Reproducibility

4 / 5

About this paper

Methodology: Partially Observable Stochastic Control. Problem types: Optimal Execution, Market Making, Risk Management.

arXiv:2407.04510 · Paper rankings

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