Win-score promotion gates in aggregator-routed RFQ markets: A two-tier stochastic control model

By Alexander Barzykin

Published 2026-03-12

Everscope rating

1695

Relevance to quantitative trading

9 / 10

Implementation complexity

8 / 10

Reproducibility

3 / 5

About this paper

Methodology: Two-Tier Stochastic Optimal Control with Adiabatic Quadratic Approximation. Problem types: Market Making, Optimization, Risk Management, Algorithmic Execution, Stochastic Control.

arXiv:2603.10569 · Paper rankings

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