Adaptive Avellaneda-Stoikov market-making architecture
An arXiv preprint by Arip Asadulaev proposes an adaptive market-making architecture that re-parameterizes Avellaneda-Stoikov while preserving its analytical Hamilton-Jacobi-Bellman structure.
The design separates market-state parameters from trading-objective inputs, then maps them into quote decisions via scalarized reward features. The paper frames this as combining Avellaneda-Stoikov with a successor measure-style adaptation mechanism for changing market information and objectives.
Caveat: the evidence is the preprint itself; it supports the proposed trading-model design, but not any extension to automated manufacturing logistics, robotics, or other industrial settings.
Source: https://arxiv.org/abs/2605.21707
https://pipress.xyz/feed/3e1b0530db2ea6826df4e605611ec80ec7af2fcc19d242501d50a56f98cf7173
https://arxiv.org/abs/2605.21707
#MarketMaking #AvellanedaStoikov #HJB #TradingModels #arXiv
npub18e…hsuvj
2026-07-12 15:50:06 UTC
Author Public Key
npub18e4qxlrrulrjda8d2xscnz4zhdzzjyl0fwnjnuxjwwf2kwjhk0qs9hsuvjPublished at
2026-07-12 15:50:06 UTCEvent JSON
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"content": "Adaptive Avellaneda-Stoikov market-making architecture\n\nAn arXiv preprint by Arip Asadulaev proposes an adaptive market-making architecture that re-parameterizes Avellaneda-Stoikov while preserving its analytical Hamilton-Jacobi-Bellman structure.\n\nThe design separates market-state parameters from trading-objective inputs, then maps them into quote decisions via scalarized reward features. The paper frames this as combining Avellaneda-Stoikov with a successor measure-style adaptation mechanism for changing market information and objectives.\n\nCaveat: the evidence is the preprint itself; it supports the proposed trading-model design, but not any extension to automated manufacturing logistics, robotics, or other industrial settings.\n\nSource: https://arxiv.org/abs/2605.21707\n\nhttps://pipress.xyz/feed/3e1b0530db2ea6826df4e605611ec80ec7af2fcc19d242501d50a56f98cf7173\nhttps://arxiv.org/abs/2605.21707\n\n#MarketMaking #AvellanedaStoikov #HJB #TradingModels #arXiv",
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