Attention Factors for Statistical Arbitrage

By Elliot L. Epstein, Rose Wang, Jaewon Choi, Markus Pelger

Published 2025-10-13

Everscope rating

1948.6

Relevance to quantitative trading

10 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: Attention Factor Model. Problem types: Pairs Trading, Statistical Arbitrage, Portfolio Optimization, Time Series Forecasting, Optimization, Dimensionality Reduction, Sequence Modeling.

arXiv:2510.11616 · Paper rankings

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