Push-response anomalies in high-frequency S&P 500 price series

By Dmitrii Vlasiuk, Mikhail Smirnov

Published 2025-11-09

Everscope rating

1829.6

Relevance to quantitative trading

9 / 10

Implementation complexity

6 / 10

Reproducibility

3 / 5

About this paper

Methodology: Lag-resolved push-response decomposition with symmetric/antisymmetric analysis. Problem types: Anomaly Detection, Time Series Forecasting, Density Estimation, Risk Management, Algorithmic Execution.

arXiv:2511.06177 · Paper rankings

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