When AI Trading Agents Compete: Adverse Selection of Meta-Orders by Reinforcement Learning-Based Market Making

By Ali Raza Jafree, Konark Jain, Nick Firoozye

Published 2025-10-31

Everscope rating
1829
Relevance to quantitative trading
9 / 10
Implementation complexity
8 / 10
Reproducibility
4 / 5

About this paper

Methodology: Impulse Control Reinforcement Learning with Hawkes LOB. Problem types: Market Making, Algorithmic Execution, Reinforcement Learning, Adverse Selection, Multi-Agent Interaction.

arXiv:2510.27334 · Code · Paper rankings

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