Profit Maximization In Arbitrage Loops

By Yu Zhang, Zichen Li, Tao Yan, Qianyu Liu, Nicolo Vallarano, Claudio J. Tessone

Published 2024-06-24

Everscope rating

1376.5

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Convex Optimization. Problem types: Optimization, Arbitrage Detection.

arXiv:2406.16600 · Paper rankings

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