Trade Execution Flow as the Underlying Source of Market Dynamics

By Mikhail Gennadievich Belov, Victor Victorovich Dubov, Vadim Konstantinovich Ivanov, Alexander Yurievich Maslov, Olga Vladimirovna Proshina, Vladislav Gennadievich Malyshkin

Published 2024-06-06

Everscope rating

1446.2

Relevance to quantitative trading

9 / 10

Implementation complexity

8 / 10

Reproducibility

4 / 5

About this paper

Methodology: Execution Flow Eigenproblem Framework. Problem types: Time Series Forecasting, Algorithmic Execution, Market Making, Portfolio Optimization, Anomaly Detection, Density Estimation.

arXiv:2511.01471 · Code · Paper rankings

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