A Distributed Method for Cooperative Transaction Cost Mitigation

By Nikhil Devanathan, Logan Bell, Dylan Rueter, Stephen Boyd

Published 2026-03-10

Everscope rating

1911.5

Relevance to quantitative trading

9 / 10

Implementation complexity

5 / 10

Reproducibility

4 / 5

About this paper

Methodology: ADMM-based Distributed Transaction Cost Mitigation Protocol. Problem types: Portfolio Optimization, Optimization, Algorithmic Execution, Risk Management.

arXiv:2603.07881 · Code · Paper rankings

Open the interactive Everscope explorer for full analysis, charts, and paper battles.