Second Thoughts: How 1-second subslots transform CEX-DEX Arbitrage on Ethereum

By Aleksei Adadurov, Sergey Barseghyan, Anton Chtepine, Antero Eloranta, Andrei Sebyakin, Arsenii Valitov

Published 2026-01-02

Everscope rating

1710.6

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: Monte Carlo Simulation with Risk-Averse Trading Agent and Backward Induction. Problem types: Optimization, Algorithmic Execution, Risk Management, Pairs Trading.

arXiv:2601.00738 · Paper rankings

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