Discovery of a 13-Sharpe OOS Factor: Drift Regimes Unlock Hidden Cross-Sectional Predictability

By Mainak Singha

Published 2025-11-18

Everscope rating

1343.1

Relevance to quantitative trading

10 / 10

Implementation complexity

4 / 10

Reproducibility

3 / 5

About this paper

Methodology: Regime-Conditional Cross-Sectional Factor (Unicorn Edge). Problem types: Portfolio Optimization, Risk Management, Algorithmic Execution, Cross-Sectional Ranking, Regime Detection.

arXiv:2511.12490 · Paper rankings

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