Skip to main content
Quantitative Finance

Return to Question

Bumped by Community user
Bumped by Community user
Minor improvements
Source Link
edit approved Apr 23, 2023 at 17:57
Rodrigo de Azevedo
edit approved Apr 23, 2023 at 17:57
Rodrigo de Azevedo
  • 1
  • 1
  • 12

Commonly, stochastic control is the basis for optimal trading (either in execution or market making-making). Has any research been done (or why not, if none) as to proportional-integral-derivative controllersPID controllers for these applications?

Commonly, stochastic control is the basis for optimal trading (either in execution or market making). Has any research been done (or why not, if none) as to proportional-integral-derivative controllers for these applications?

Commonly, stochastic control is the basis for optimal trading (either in execution or market-making). Has any research been done (or why not, if none) as to PID controllers for these applications?

Source Link
Kch
Kch
  • 991
  • 8
  • 16

Has work been done on PID controllers for optimal trading?

Commonly, stochastic control is the basis for optimal trading (either in execution or market making). Has any research been done (or why not, if none) as to proportional-integral-derivative controllers for these applications?