Single-Asset Adaptive Leveraged Volatility Control

By Nikhil Devanathan, Dylan Rueter, Stephen Boyd, Emmanuel Candès, Trevor Hastie, Mykel J. Kochenderfer, Arpit Apoorv, David Soronow, Igor Zamkovsky

Published 2026-04-01

Everscope rating

1815.9

Relevance to quantitative trading

8 / 10

Implementation complexity

2 / 10

Reproducibility

4 / 5

About this paper

Methodology: Proportional Feedback Control for Volatility Targeting. Problem types: Portfolio Optimization, Risk Management, Optimization.

arXiv:2603.01298 · Paper rankings

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