Bond Market Making with a Hit-Ratio Target

By Alexander Barzykin, Axel Ciceri

Published 2026-07-27

Everscope rating

1849.4

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: Stochastic Optimal Control with Dualized Hit-Ratio Penalty and BEGV Quadratic Approximation. Problem types: Market Making, Optimization, Risk Management, Stochastic Control.

arXiv:2604.20406 · Paper rankings

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