Automated Liquidity: Market Impact, Cycles, and De-pegging Risk

By B. K. Meister

Published 2026-01-19

Everscope rating

1703.5

Relevance to quantitative trading

8 / 10

Implementation complexity

6 / 10

Reproducibility

3 / 5

About this paper

Methodology: Kelly Growth Optimization with Stochastic Calculus and Thermodynamic Analogy. Problem types: Market Making, Portfolio Optimization, Risk Management, Optimization.

arXiv:2601.11375 · Paper rankings

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