Optimal Control of the Ethena Yield-Bearing Stablecoin

By Matthew Lorig

Published 2026-05-13

Everscope rating

1605.1

Relevance to quantitative trading

9 / 10

Implementation complexity

6 / 10

Reproducibility

4 / 5

About this paper

Methodology: Continuous-time stochastic control with quadratic ansatz. Problem types: Optimization, Portfolio Optimization, Algorithmic Execution, Market Making, Risk Management, Pairs Trading.

arXiv:2605.11263 · Paper rankings

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