High-Frequency Analysis of a Trading Game with Transient Price Impact

By Marcel Nutz, Alessandro Prosperi

Published 2025-12-15

Everscope rating

1850.4

Relevance to quantitative trading

9 / 10

Implementation complexity

8 / 10

Reproducibility

4 / 5

About this paper

Methodology: High-Frequency Asymptotic Analysis of Discrete-Time Nash Equilibria. Problem types: Optimization, Algorithmic Execution, Portfolio Optimization, Game Theory / Nash Equilibrium.

arXiv:2512.11765 · Paper rankings

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