Dynamic slippage control and rejection feedback in spot FX market making

By Alexander Barzykin

Published 2026-03-10

Everscope rating

1851.8

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: Dynamic Programming with Adiabatic-Quadratic Approximation. Problem types: Market Making, Optimization, Risk Management, Algorithmic Execution.

arXiv:2603.07752 · Paper rankings

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