Tag: market-making

May 22, 2026

• markov-chain
• markov-decision-process
• market-making

May 22, 2026

• market-making
• markov-decision-process
• reinforcement-learning
• equities
• backtest

May 22, 2026

• academic-paper
• market-making
• markov-decision-process
• optimal-execution

May 22, 2026

• academic-paper
• markov-decision-process
• reinforcement-learning
• market-making
• backtest
• out-of-sample
• overfitting-risk

May 22, 2026

• market-making
• transaction-costs
• backtest
• markov-decision-process

May 22, 2026

• backtest
• transaction-costs
• overfitting-risk
• market-making
• out-of-sample

May 22, 2026

• market-making
• markov-decision-process
• reinforcement-learning
• transaction-costs
• trading-strategy
• backtest
• out-of-sample