Analysis of the Impact of an Execution Algorithm with an Order Book Imbalance Strategy on a Financial Market Using an Agent-based Simulation

By Shuto Endo, Takanobu Mizuta, Isao Yagi

Published 2025-09-21

Everscope rating

1677.4

Relevance to quantitative trading

8 / 10

Implementation complexity

6 / 10

Reproducibility

3 / 5

About this paper

Methodology: Multi-Agent Simulation (Artificial Market). Problem types: Algorithmic Execution, Market Making, Optimization.

arXiv:2509.16912 · Paper rankings

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