Quality-Adjusted Hit-Ratio Targeting in Corporate Bond Market Making: Credit Alpha, Client Flow Quality, and Style-Aware Warehousing

By Bouna NIANG

Published 2026-06-01

Everscope rating

1591

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: Stochastic-Control HJB with Dualized Quality-Hit-Ratio Penalty and Quadratic/Riccati Approximation. Problem types: Market Making, Optimization, Risk Management, Algorithmic Execution.

arXiv:2605.30643 · Paper rankings

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