Trading with market resistance and concave price impact

By Nathan De Carvalho, Youssef Ouazzani Chahdi, Grégoire Szymanski

Published 2026-02-05

Everscope rating

2148.1

Relevance to quantitative trading

9 / 10

Implementation complexity

8 / 10

Reproducibility

3 / 5

About this paper

Methodology: Nonlinear Stochastic Fredholm Equation with Iterative Numerical Scheme. Problem types: Algorithmic Execution, Optimization, Portfolio Optimization, Risk Management.

arXiv:2601.03215 · Paper rankings

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