The Omniscient yet Lazy Investor

By Stanisław M. S. Halkiewicz

Published 2025-10-28

Everscope rating

1785.5

Relevance to quantitative trading

8 / 10

Implementation complexity

4 / 10

Reproducibility

4 / 5

About this paper

Methodology: Deterministic geometric construction with stochastic extension via fractional Brownian motion. Problem types: Optimization, Portfolio Optimization, Algorithmic Execution, Trading Frequency Determination, Stochastic Control (discrete).

arXiv:2510.24467 · Paper rankings

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