Forecast-to-Fill: Benchmark-Neutral Alpha and Billion-Dollar Capacity in Gold Futures (2015–2025)

By Mainak Singha, Jose Aguilera-Toste, Vinayak Lahiri

Published 2025-11-12

Everscope rating

1563.1

Relevance to quantitative trading

10 / 10

Implementation complexity

5 / 10

Reproducibility

4 / 5

About this paper

Methodology: Forecast-to-Fill Pipeline with Friction-Adjusted Kelly Sizing. Problem types: Time Series Forecasting, Portfolio Optimization, Risk Management, Algorithmic Execution, Optimization.

arXiv:2511.08571 · Paper rankings

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