Overreaction as an indicator for momentum in algorithmic trading: A Case of AAPL stocks

By Szymon Lis, Robert Ślepaczuk, Paweł Sakowski

Published 2026-02-21

Everscope rating

1583.2

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: Volatility-Normalized Overreaction Prediction with Transformer-Based Emotion Features. Problem types: Classification, Time Series Forecasting, Algorithmic Execution, Natural Language Processing, Risk Management.

arXiv:2602.18912 · Paper rankings

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