A Stochastic Thermodynamics Approach to Price Impact and Round-Trip Arbitrage: Theory and Empirical Implications

By Amit Kumar Jha

Published 2025-12-04

Everscope rating

1887.9

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Stochastic Thermodynamics Framework for Market Microstructure. Problem types: Algorithmic Execution, Market Making, Risk Management, Optimization, Density Estimation, Portfolio Optimization.

arXiv:2512.03123 · Code · Paper rankings

Open the interactive Everscope explorer for full analysis, charts, and paper battles.