Strategic OTC market making with reputation feedback

By Alexander Barzykin

Published 2026-07-16

Everscope rating

1695.6

Relevance to quantitative trading

9 / 10

Implementation complexity

8 / 10

Reproducibility

3 / 5

About this paper

Methodology: Stochastic Optimal Control with Adiabatic (Slow-Fast) Approximation. Problem types: Market Making, Optimization, Risk Management, Stochastic Control, Algorithmic Execution.

arXiv:2607.11328 · Paper rankings

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