STRAPSim: A Portfolio Similarity Metric for ETF Alignment and Portfolio Trades

By Mingshu Li, Dhruv Desai, Jerinsh Jeyapaulraj, Philip Sommer, Riya Jain, Peter Chu, Dhagash Mehta

Published 2025-09-29

Everscope rating

1642.1

Relevance to quantitative trading

8 / 10

Implementation complexity

5 / 10

Reproducibility

3 / 5

About this paper

Methodology: STRAPSim (Semantic, Two-level, Residual-Aware Portfolio Similarity). Problem types: Classification, Regression, Recommender Systems, Portfolio Optimization, Algorithmic Execution, Ranking, Similarity Learning.

arXiv:2509.24151 · Paper rankings

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