On a Simple Relationship Between Order Imbalance, Skew and Width in Over-The-Counter Trading

By Peter Cotton

Published 2026-08-07

Everscope rating

1787.3

Relevance to quantitative trading

9 / 10

Implementation complexity

5 / 10

Reproducibility

4 / 5

About this paper

Methodology: Analytical Stochastic Control with Symmetry Reduction. Problem types: Market Making, Optimization, Stochastic Control, Risk Management.

arXiv:2608.07690 · Paper rankings

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